MATHICSE Technical Report : Moment equations for the mixed formulation of the Hodge Laplacian with stochastic data
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.
In the framework of stochastic processes, the connection between the dynamic programming scheme given by the Hamilton-Jacobi-Bellman equation and a recently proposed control approach based on the Fokker-Planck equation is discussed. Under appropriate assum ...
In codes the drift capacity of unreinforced masonry (URM) walls is often estimated as a function of the failure mode and the aspect ratio. The empirical relationships are based on results from quasi-static cyclic tests on single URM walls, which were teste ...
This project offers a rigorous introduction to the tools needed to construct a continuous stochastic process. Among other things, we give a very detailed proof of the Kolmogorov continuity criterion. We then construct a Brownian Motion following the formal ...
Procedural modeling allows for the generation of innumerable variations of models from a parameterized, conditional or stochastic rule set. Due to the abstractness, complexity and stochastic nature of rule sets, it is often very difficult to have an unders ...
In this work we discuss the reliability of the coupling among three-dimensional (3D) and one-dimensional (1D) models that describe blood flowing into the circulatory tree. In particular, we study the physical consistency of the 1D model with respect to the ...
Simulating arterial trees in the cardiovascular system can be made by the help of different models, depending on the outputs of interest and the desired degree of accuracy. In particular, one-dimensional fluid-structure interaction models for arteries are ...
Society for Industrial and Applied Mathematics2013
We consider a general class of SPDEs in mathbb{R}^d driven by a Gaussian spatially homogeneous noise which is white in time. We provide sufficient conditions on the coefficients and the spectral measure associated to the noise ensuring that the density of ...
This paper provides a brief overview of the stochastic modeling of variance swap curves. Focus is on affine factor models. We propose a novel drift parametrization which assures that the components of the state process can be matched with any pre-specified ...
We present the Walsh theory of stochastic integrals with respect to martingale measures, and various extensions of this theory, alongside of the Da Prato and Zabczyk theory of stochastic integrals with respect to Hilbert-space-valued Wiener processes, and ...
In this paper, we study deterministic limits of Markov processes having discontinuous drifts. While most results assume that the limiting dynamics is continuous, we show that these conditions are not necessary to prove convergence to a deterministic system ...
