Multi-index Monte Carlo: when sparsity meets sampling
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
The fractional Laplacian (-Delta)(gamma/2) commutes with the primary coordination transformations in the Euclidean space Rd: dilation, translation and rotation, and has tight link to splines, fractals and stable Levy processes. For 0 < gamma < d, its inver ...
An adaptive reduced basis finite element heterogeneous multiscale method (RB-FE-HMM) is proposed for elliptic problems with multiple scales. The multiscale method is based on the RB-FE-HMM introduced in [A. Abdulle, Y. Bai, Reduced basis finite element het ...
We propose in this talk to address the issue and effect of linearization in the quality of the error estimates in quantities of interest for strongly nonlinear problems. It is well known that the error representation in this case can be decomposed into two ...
International Center for Numerical Methods in Engineering (CIMNE)2013
The solution of inverse problems in cardiovascular mathematics is computationally expensive. In this paper we apply a domain parametrization technique to reduce both the geometrical and computational complexity of the forward problem, and replace the finit ...
The workshop has brought together experts in the broad field of partial differential equations with highly heterogeneous coefficients. Analysts and computational and applied mathematicians have shared results and ideas on a topic of considerable interest b ...
Identification of kinetic models is essential for monitoring, control and optimization of industrial processes. Robust kinetic models are often based on first-principles and described by differential equations. Identification of reaction kinetics, namely r ...
A common problem in spatial statistics is to predict a random field f at some spatial location t(0) using observations f(t(1)),..., f(t(n)) at t(1),..., t(n) epsilon IRd. Recent work by Kaufman et al. and Furrer et al. studies the use of tapering for reduc ...
A partitioned implicit-explicit orthogonal Runge-Kutta method (PIROCK) is proposed for the time integration of diffusion-advection-reaction problems with possibly severely stiff reaction terms and stiff stochastic terms. The diffusion terms are solved by t ...
The topic of this thesis is the study of several stochastic control problems motivated by sailing races. The goal is to minimize the travel time between two locations, by selecting the fastest route in face of randomly changing weather conditions, such as ...
In this thesis we investigate different ways of approximating the solution of the chemical master equation (CME). The CME is a system of differential equations that models the stochastic transient behaviour of biochemical reaction networks. It does so by d ...