Publications related to Random exploration approach for automatic chamferless insertion

Compressibility of Symmetric-α-Stable Processes

Michaël Unser, Julien René Pierre Fageot, John Paul Ward

Within a deterministic framework, it is well known that n-term wavelet approximation rates of functions can be deduced from their Besov regularity. We use this principle to determine approximation rates for symmetric-α-stable (SαS) stochastic processes. Fi ...

IEEE2015

Perturbation analysis for the Darcy problem with log-normal permeability

Fabio Nobile, Francesca Bonizzoni

We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...

2014

MATHICSE Technical Report : A posteriori error estimations for elliptic partial differential equations with small uncertainties

Fabio Nobile, Marco Picasso, Diane Sylvie Guignard

In this paper, a finite element error analysis is performed on a class of linear and nonlinear elliptic problems with small uncertain input. Using a perturbation approach, the exact (random) solution is expanded up to a certain order with respect to a para ...

MATHICSE2014

On Nonasymptotic Optimal Stopping Criteria In Monte Carlo Simulations

Erik Gustaf Bogislaw Von Schwerin, Hakon Andreas Hoel

We consider the setting of estimating the mean of a random variable by a sequential stopping rule Monte Carlo (MC) method. The performance of a typical second moment based sequential stopping rule MC method is shown to be unreliable in such settings both b ...

Siam Publications2014

MATHICSE Technical Report : Perturbation analysis for the Darcy problem with log-normal permeability

Fabio Nobile, Francesca Bonizzoni

We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...

MATHICSE2013

MATHICSE Technical Report : Analytic regularity and collocation approximation for PDEs with random domain deformations

Fabio Nobile

In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by N random variables. The elliptic problem is remap ...

MATHICSE2013

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Fabio Nobile, Giovanni Migliorati, Erik Gustaf Bogislaw Von Schwerin

In this work we consider the random discrete

L^2

projection on polynomial spaces (hereafter RDP) for the approximation of scalar quantities of interest (QOIs) related to the solution of a partial differential equation model with random input parameters. ...

Siam Publications2013

Density approximations for multivariate affine jump-diffusion processes

Damir Filipovic

We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess all polynomial mom ...

Elsevier2013

Microwave Photonic Notch Filter Based on Dynamic Brillouin Gratings Generated by PRBS Signals

Luc Thévenaz

A method to create a microwave notch filter through dynamic Brillouin gratings is proposed and numerically demonstrated. It exploits the thumbtack correlation peaks of pseudo random bit sequences. ...

2012

Energy Security: a robust optimization approach to design a robust European energy supply via TIAM-WORLD

Frédéric Louis François Babonneau

Energy supply routes to a given region are subject to random events, resulting in partial or total closure of a route (corridor). For instance: a pipeline may be subject to technical problems that reduce its capacity. Or, oil supply by tanker may be reduce ...

Springer Verlag2012

Random exploration approach for automatic chamferless insertion

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Compressibility of Symmetric-α-Stable Processes

Perturbation analysis for the Darcy problem with log-normal permeability

MATHICSE Technical Report : A posteriori error estimations for elliptic partial differential equations with small uncertainties

On Nonasymptotic Optimal Stopping Criteria In Monte Carlo Simulations

MATHICSE Technical Report : Perturbation analysis for the Darcy problem with log-normal permeability

MATHICSE Technical Report : Analytic regularity and collocation approximation for PDEs with random domain deformations

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Density approximations for multivariate affine jump-diffusion processes

Microwave Photonic Notch Filter Based on Dynamic Brillouin Gratings Generated by PRBS Signals

Energy Security: a robust optimization approach to design a robust European energy supply via TIAM-WORLD

Density approximations for multivariate affine jump-diffusion processes

On Nonasymptotic Optimal Stopping Criteria In Monte Carlo Simulations

Energy Security: a robust optimization approach to design a robust European energy supply via TIAM-WORLD

Perturbation analysis for the Darcy problem with log-normal permeability

MATHICSE Technical Report : Analytic regularity and collocation approximation for PDEs with random domain deformations

Microwave Photonic Notch Filter Based on Dynamic Brillouin Gratings Generated by PRBS Signals

Compressibility of Symmetric-α-Stable Processes

MATHICSE Technical Report : Perturbation analysis for the Darcy problem with log-normal permeability

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

MATHICSE Technical Report : A posteriori error estimations for elliptic partial differential equations with small uncertainties