Publications related to Barycentric Bounds in Stochastic Programming: Theory and Application

Global Identification of Kinetic Parameters via the Extent-based Incremental Approach

Dominique Bonvin, Julien Léo Billeter, Diogo Filipe Mateus Rodrigues

The identification of reaction kinetics represents the main challenge in building models for reaction systems. The identification task can be performed via either simultaneous model identification (SMI) or incremental model identification (IMI), the latter ...

2017

A Polynomial Regularity Lemma For Semialgebraic Hypergraphs And Its Applications In Geometry And Property Testing

János Pach

In this paper, we prove several extremal results for geometrically defined hypergraphs. In particular, we establish an improved lower bound, single exponentially decreasing in k, on the best constant delta > 0 such that the vertex classes P-1,...,P-k of ev ...

Society for Industrial and Applied Mathematics2016

MATHICSE Technical Report :Convergence analysis of Padé approximations for Helmholtz frequency response problems

Fabio Nobile, Francesca Bonizzoni

The present work concerns the approximation of the solution map S associated to the parametric Helmholtz boundary value problem, i.e., the map which associates to each (real) wavenumber belonging to a given interval of interest the corresponding solution o ...

MATHICSE2016

Dimensionality Reduction in Dynamic Optimization under Uncertainty

Napat Rujeerapaiboon

Dynamic optimization problems affected by uncertainty are ubiquitous in many application domains. Decision makers typically model the uncertainty through random variables governed by a probability distribution. If the distribution is precisely known, then ...

EPFL2016

A Discontinuous Galerkin Reduced Basis Element Method For Elliptic Problems

Alfio Quarteroni, Paolo Pacciarini

We propose and analyse a new discontinuous reduced basis element method for the approximation of parametrized elliptic PDEs in partitioned domains. The method is built upon an offline stage (parameter independent) and an online (parameter dependent) one. I ...

Edp Sciences S A2016

Renormalized solutions to the continuity equation with an integrable damping term

Maria Colombo

We consider the continuity equation with a nonsmooth vector field and a damping term. In their fundamental paper, DiPerna and Lions (Invent Math 98:511-547, 1989) proved that, when the damping term is bounded in space and time, the equation is well posed i ...

2015

Sequences with Minimal Time-Frequency Uncertainty

Martin Vetterli, Reza Parhizkar, Yann Barbotin

A central problem in signal processing and communications is to design signals that are compact both in time and frequency. Heisenberg's uncertainty principle states that a given function cannot be arbitrarily compact both in time and frequency, defining a ...

Elsevier2015

Stochastic optimization of sailing trajectories in an upwind regatta

Stephan Morgenthaler, Robert Dalang, Frédéric Dumas, Sylvain Sardy

In a sailboat race, the navigator's attempts to plot the fastest possible course are hindered by shifty winds. We present mathematical models appropriate for this situation, which use statistical analysis of wind fluctuations and are amenable to stochastic ...

Palgrave Macmillan2015

Bifurcation at isolated singular points for a degenerate elliptic eigenvalue problem

Charles Stuart

We consider bifurcation from the line of trivial solutions for a nonlinear eigenvalue problem on a bounded open subset, Omega, of R-N with N >= 3, containing 0. The leading term is a degenerate elliptic operator of the form L(u) = del . A del u where A is ...

Pergamon-Elsevier Science Ltd2015

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

Barycentric Bounds in Stochastic Programming: Theory and Application

Graph Chatbot

Chat with Graph Search

Global Identification of Kinetic Parameters via the Extent-based Incremental Approach

A Polynomial Regularity Lemma For Semialgebraic Hypergraphs And Its Applications In Geometry And Property Testing

MATHICSE Technical Report :Convergence analysis of Padé approximations for Helmholtz frequency response problems

Dimensionality Reduction in Dynamic Optimization under Uncertainty

A Discontinuous Galerkin Reduced Basis Element Method For Elliptic Problems

Renormalized solutions to the continuity equation with an integrable damping term

Sequences with Minimal Time-Frequency Uncertainty

Stochastic optimization of sailing trajectories in an upwind regatta

Bifurcation at isolated singular points for a degenerate elliptic eigenvalue problem

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

Global Identification of Kinetic Parameters via the Extent-based Incremental Approach

Sequences with Minimal Time-Frequency Uncertainty

A Polynomial Regularity Lemma For Semialgebraic Hypergraphs And Its Applications In Geometry And Property Testing

Dimensionality Reduction in Dynamic Optimization under Uncertainty

A Discontinuous Galerkin Reduced Basis Element Method For Elliptic Problems

MATHICSE Technical Report :Convergence analysis of Padé approximations for Helmholtz frequency response problems

Renormalized solutions to the continuity equation with an integrable damping term

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

Bifurcation at isolated singular points for a degenerate elliptic eigenvalue problem

Stochastic optimization of sailing trajectories in an upwind regatta