MATHICSE Technical Report : Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration
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.
We present a novel, cell-local shock detector for use with discontinuous Galerkin (DG) methods. The output of this detector is a reliably scaled, element-wise smoothness estimate which is suited as a control input to a shock capture mechanism. Using an art ...
The numerical analysis of a dynamic constrained optimization problem is presented. It consists of a global minimization problem that is coupled with a system of ordinary differential equations. The activation and the deactivation of inequality constraints ...
The 3DVAR filter is prototypical of methods used to combine observed data with a dynamical system, online, in order to improve estimation of the state of the system. Such methods are used for high dimensional data assimilation problems, such as those arisi ...
We consider a method to efficiently evaluate in a real-time context an output based on the numerical solution of a partial differential equation depending on a large number of parameters. We state a result allowing to improve the computational performance ...
We consider the long time behavior of the semidiscrete scheme for the Perona-Malik equation in one dimension. We prove that approximated solutions converge, in a slow time scale, to solutions of a limit problem. This limit problem evolves piecewise constan ...
The bounded confidence model of opinion dynamics, introduced by Deffuant et al, is a stochastic model for the evolution of continuous-valued opinions within a finite group of peers. We prove that, as time goes to infinity, the opinions evolve globally into ...
Multiscale differential equations arise in the modeling of many important problems in the science and engineering. Numerical solvers for such problems have been extensively studied in the deterministic case. Here, we discuss numerical methods for (mean-squ ...
We discuss adaptive sparse grid algorithms for stochastic differential equations with a particular focus on applications to electromagnetic scattering by structures with holes of uncertain size, location, and quantity. Stochastic collocation (SC) methods a ...
B-series are a fundamental tool in practical and theoretical aspects of numerical integrators for ordinary differential equations. A composition law for B-series permits an elegant derivation of order conditions, and a substitution law gives much insight i ...
In this project, we study and compare two methods to solve stochastic ordinary differential equations. The first is the Monte Carlo method and the second uses Polynomial Chaos. In the first part, we will solve a stochastic ordinary differential equation by ...
