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MATHICSE Technical Report : Fast solvers for 2D fractional differential equations using rank structured matrices

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MATHICSE Technical Report : Modelling spatially dependent functional data via regression with differential regularization

Fabio Nobile, Eleonora Arnone

We propose a method for modelling spatially dependent functional data, based on regression with differential regularization. The regularizing term enables to include problem-specific information about the spatio-temporal variation of phenomenon under study ...

MATHICSE2018

MATHICSE Technical Report : Solving rank structured Sylvester and Lyapunov equations

Stefano Massei

We consider the problem of efficiently solving Sylvester and Lyapunov equations of medium and large scale, in case of rank-structured data, i.e., when the coefficient matrices and the right-hand side have low-rank off- diagonal blocks. This comprises probl ...

MATHICSE2017

Low-rank methods for parameter-dependent eigenvalue problems and matrix equations

Petar Sirkovic

The focus of this thesis is on developing efficient algorithms for two important problems arising in model reduction, estimation of the smallest eigenvalue for a parameter-dependent Hermitian matrix and solving large-scale linear matrix equations, by extra ...

EPFL2016

In this paper we review various numerical homogenization methods for monotone parabolic problems with multiple scales. The spatial discretisation is based on finite element methods and the multiscale strategy relies on the heterogeneous multiscale method. ...

2016

International portfolios: A comparison of solution methods

Serhiy Stepanchuk

We compare the performance of the perturbation-based (local) portfolio solution method of Devereux & Sutherland (2010a, 2011) with a global solution method. As a test suite we use model specifications that broadly capture features of international financia ...

Elsevier Science Bv2015

Many applied problems, like transport processes in porous media or ferromagnetism in composite materials, can be modeled by partial differential equations (PDEs) with heterogeneous coefficients that rapidly vary at small scales. To capture the effective be ...

EPFL2015

MATHICSE Technical Report: Numerical homogenization methods for parabolic monotone problems

Assyr Abdulle

MATHICSE2015

Finite elements in space and time for the analysis of generalised visco-elastic materials

Karen Scrivener, Cyrille Dunant, Alain Benjamin Giorla

Numerical analysis of linear visco-elastic materials requires robust and stable methods to integrate partial differential equations in both space and time. In this paper, symmetric space-time finite element operators are derived for the first time for elem ...

Wiley-Blackwell2014

A decoupled and unconditionally convergent linear FEM integrator for the Landau-Lifshitz-Gilbert equation with magnetostriction

Jonathan Rochat

To describe and simulate dynamic micromagnetic phenomena, we consider a coupled system of the non-linear Landau-Lifshitz-Gilbert equation and the conservation of momentum equation. This coupling allows one to include magnetostrictive effects into the simul ...

Oxford University Press2014

Bilinear Generalized Approximate Message Passing—Part I: Derivation

Volkan Cevher

In this paper, we extend the generalized approximate message passing (G-AMP) approach, originally proposed for high-dimensional generalized-linear regression in the context of compressive sensing, to the generalized-bilinear case, which enables its applica ...

Institute of Electrical and Electronics Engineers2014