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Fabio Nobile

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Related publications (97)

Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings

Fabio Nobile, Juan Pablo Madrigal Cianci

In this work, we present, analyze, and implement a class of multilevel Markov chain Monte Carlo(ML-MCMC) algorithms based on independent Metropolis--Hastings proposals for Bayesian inverse problems. In this context, the likelihood function involves solving ...

2023

Parametric Reduced Order Model of a Gas Bearings Supported Rotor

Fabio Nobile, Jürg Alexander Schiffmann, Dimitri Maurice Goutaudier

Gas bearings use pressurized gas as a lubricant to support and guide rotating machinery. These bearings have a number of advantages over traditional lubricated bearings, including higher efficiency in a variety of applications and reduced maintenance requi ...

Amer Soc Mechanical Engineers2023

Preconditioners for robust optimal control problems under uncertainty

Fabio Nobile, Tommaso Vanzan

The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random realizations. Despite its ...

2023

Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method

Fabio Nobile, Sundar Subramaniam Ganesh

In this work, we tackle the problem of minimising the Conditional-Value-at-Risk (CVaR) of output quantities of complex differential models with random input data, using gradient-based approaches in combination with the Multi-Level Monte Carlo (MLMC) method ...

2023

A new method to interpolate POD reduced bases-Application to the parametric model order reduction of a gas bearings supported rotor

Fabio Nobile, Jürg Alexander Schiffmann, Dimitri Maurice Goutaudier

The proper orthogonal decomposition (POD) is successfully employed in a variety of projection-based methods for parametric model order reduction (pMOR) of large dynamical systems. It extracts the most energetic modes describing the dynamics of a system fro ...

Wiley2023

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

Fabio Nobile, Sebastian Krumscheid, Sundar Subramaniam Ganesh

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential models by the MLM ...

2023

Some first results on the consistency of spatial regression with partial differential equation regularization

Fabio Nobile, Eleonora Arnone

We study the consistency of the estimator in spatial regression with partial differential equa-tion (PDE) regularization. This new smoothing technique allows to accurately estimate spatial fields over complex two-dimensional domains, starting from noisy ob ...

2022

Stable high-order randomized cubature formulae in arbitrary dimension

Fabio Nobile, Giovanni Migliorati

We propose and analyse randomized cubature formulae for the numerical integration of functions with respect to a given probability measure μ defined on a domain Γ⊆ℝ^d, in any dimension d. Each cubature formula is conceived to be exact on a given finite dim ...

2022

A technique for non-intrusive greedy piecewise-rational model reduction of frequency response problems over wide frequency bands

Fabio Nobile, Davide Pradovera

In the field of model order reduction for frequency response problems, the minimal rational interpolation (MRI) method has been shown to be quite effective. However, in some cases, numerical instabilities may arise when applying MRI to build a surrogate mo ...

2022

Computational electrophysiology of the coronary sinus branches based on electro-anatomical mapping for the prediction of the latest activated region

Alfio Quarteroni, Fabio Nobile

This work dealt with the assessment of a computational tool to estimate the electrical activation in the left ventricle focusing on the latest electrically activated segment (LEAS) in patients with left bundle branch block and possible myocardial fibrosis. ...

2022

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A technique for non-intrusive greedy piecewise-rational model reduction of frequency response problems over wide frequency bands

Fabio Nobile, Davide Pradovera

2022

A new method to interpolate POD reduced bases-Application to the parametric model order reduction of a gas bearings supported rotor

Fabio Nobile, Jürg Alexander Schiffmann, Dimitri Maurice Goutaudier

Wiley2023

Some first results on the consistency of spatial regression with partial differential equation regularization

Fabio Nobile, Eleonora Arnone

2022

Computational electrophysiology of the coronary sinus branches based on electro-anatomical mapping for the prediction of the latest activated region

Alfio Quarteroni, Fabio Nobile

2022

Stable high-order randomized cubature formulae in arbitrary dimension

Fabio Nobile, Giovanni Migliorati

2022