Publications related to MATHICSE Technical Report : Moment equations for the mixed formulation of the Hodge Laplacian with stochastic data

Control synthesis for stochastic systems given automata specifications defined by stochastic sets

Maryam Kamgarpour, John Lygeros, Tony Alan Wood

The problem of control synthesis to maximize the probability of satisfying automata specifications for systems with uncertainty is addressed. Two types of uncertainty are considered; stochasticity in the dynamical system and in the sets defining the specif ...

2017

On the Besov regularity of periodic Levy noises

Michaël Unser, Julien René Pierre Fageot, John Paul Ward

In this paper, we study the Besov regularity of Levy white noises on the d-dimensional torus. Due to their rough sample paths, the white noises that we consider are defined as generalized stochastic fields. We, initially, obtain regularity results for gene ...

Academic Press Inc Elsevier Science2017

Three- or Two-Stage Stochastic Market-Clearing Algorithm?

Farzaneh Abbaspourtorbati, Antonio J. Conejo

As the power industry considers moving from a deterministic paradigm to a stochastic one to clear the day-ahead market in systems with significant stochastic production, the following question arises: how should a stochastic clearing algorithm be formulate ...

Ieee-Inst Electrical Electronics Engineers Inc2017

MATHICSE Technical Report : Dimensionality reduction of parameter-dependent problems through proper orthogonal decomposition

Alfio Quarteroni, Andrea Manzoni, Federico Negri

The numerical solution of partial differential equations (PDEs) depending on para- metrized or random input data is computationally intensive. Reduced order modeling techniques, such as the reduced basis methods, have been developed to alleviate this compu ...

MATHICSE2016

Tensor train approximation of moment equations for elliptic equations with lognormal coefficient

Fabio Nobile, Daniel Kressner, Francesca Bonizzoni

We study an elliptic equation with stochastic coefficient modeled as a lognormal random field. A perturbation approach is adopted, expanding the solution in Taylor series around the nominal value of the coefficient. The resulting recursive deterministic pr ...

Elsevier2016

Optimal Multiattribute Screening

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We provide a technique for constructing optimal multiattribute screening contracts in a general setting with one-dimensional types based on necessary optimality conditions. Our approach allows for type-dependent participation constraints and arbitrary risk ...

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Optimal Multiattribute Sreening

Thomas Alois Weber

We provide a technique for constructing optimal multiattribute screening contracts in a general setting with one-dimensional types based on necessary optimality conditions. Our approach allows for type-dependent participation constraints and arbitrary risk ...

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Characterization of rotational behavior of web-flange junctions of pultruded GFRP bridge decks

Thomas Keller, Julia De Castro San Roman Fest, Sonia Yanes Armas

The rotational behavior of the web-flange junctions (WFJs) of a pultruded GFRP bridge deck system was investigated. The rotational response of three WFJ types was characterized. An experimental procedure based on three-point bending and cantilever experime ...

2016

Approximating Functions On Stratified Sets

We investigate smooth approximations of functions, with prescribed gradient behavior on a distinguished stratified subset of the domain. As an application, we outline how our results yield important consequences for a recently introduced class of stochasti ...

Amer Mathematical Soc2015

Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term

Fabio Nobile, Annalisa Buffa, Francesca Bonizzoni

We study the mixed formulation of the stochastic Hodge-Laplace problem dened on a

n

-dimensional domain

D (n ≥ 1)

, with random forcing term. In particular, we focus on the magnetostatic problem and on the Darcy problem in the three dimensional case. We ...

2014

MATHICSE Technical Report : Moment equations for the mixed formulation of the Hodge Laplacian with stochastic data

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Control synthesis for stochastic systems given automata specifications defined by stochastic sets

On the Besov regularity of periodic Levy noises

Three- or Two-Stage Stochastic Market-Clearing Algorithm?

MATHICSE Technical Report : Dimensionality reduction of parameter-dependent problems through proper orthogonal decomposition

Tensor train approximation of moment equations for elliptic equations with lognormal coefficient

Optimal Multiattribute Screening

Optimal Multiattribute Sreening

Characterization of rotational behavior of web-flange junctions of pultruded GFRP bridge decks

Approximating Functions On Stratified Sets

Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term

Control synthesis for stochastic systems given automata specifications defined by stochastic sets

Characterization of rotational behavior of web-flange junctions of pultruded GFRP bridge decks

On the Besov regularity of periodic Levy noises

Tensor train approximation of moment equations for elliptic equations with lognormal coefficient

Three- or Two-Stage Stochastic Market-Clearing Algorithm?

MATHICSE Technical Report : Dimensionality reduction of parameter-dependent problems through proper orthogonal decomposition

Optimal Multiattribute Screening

Optimal Multiattribute Sreening

Approximating Functions On Stratified Sets

Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term