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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 ...
This paper examines the minimization of the cost for an expected random production output, given an assembly of finished goods from two random inputs, matched in two categories. We describe the optimal input portfolio, first using the standard normal appro ...
Modern digital connectivity has necessitated the creation of robust methods for securely storing and transferring data. At the heart of all security infrastructure is the random number generator (RNG). While random numbers find use in a variety of applicat ...
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 ...
Harnessing quantum randomness for the generation of random numbers is an important concept crucial for information security and many other computer-related applications. Quantum random number generators (QRNGs) are evolving from bulky, slow, and expensive ...
High entropy alloys add a new dimension, atomic-scale randomness and the associated scale-dependent composition fluctuations, to the traditional metallurgical axes of time-temperature-composition-microstructure. Alloy performance is controlled by the energ ...
In a recent article [1] we surveyed advances related to adaptation, learning, and optimization over synchronous networks. Various distributed strategies were discussed that enable a collection of networked agents to interact locally in response to streamin ...
We consider one-dimensional excited random walks (ERWs) with i.i.d. Markovian cookie stacks in the non-boundary recurrent regime. We prove that under diffusive scaling such an ERW converges in the standard Skorokhod topology to a multiple of Brownian motio ...
This paper discusses the advantages of subthreshold logic for True Random Number Generators (TRNG). In this work, the entropy is modeled, and a lower bound of Shannon's entropy per output bit can quickly be estimated. Thanks to this model, sizing TRNGs in ...
True random number generators (TRNGs) allow the generation of true random bit sequences, guaranteeing the unpredictability and perfect balancing of the generated values. TRNGs can be realised from the sampling of quantum phenomena, for instance, the detect ...