Publications related to A Continuized View on Nesterov Acceleration

ODE parameter estimation through a runner's model application

The monitoring of sports' performance has become increasingly popular in the past years. For instance, high precision measurement of runners' speed, foot pace and heart beat are available among others. Usually, coaches are interested in summary statistics ...

2016

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

Local trapping for elliptic random walks in random environments in Z(d)

Daniel Kious

We consider elliptic random walks in i.i.d. random environments on . The main goal of this paper is to study under which ellipticity conditions local trapping occurs. Our main result is to exhibit an ellipticity criterion for ballistic behavior which exten ...

Springer Heidelberg2016

MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

Fabio Nobile, Lorenzo Tamellini

We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation with random data, where the random coefficient is parametrized by means of a countable sequence of terms in a ...

MATHICSE2015

A continuation multilevel Monte Carlo algorithm

Fabio Nobile, Erik Gustaf Bogislaw Von Schwerin

We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the required error tolera ...

2015

MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm

Fabio Nobile, Erik Gustaf Bogislaw Von Schwerin

We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The CMLMC algorithm so ...

MATHICSE2014

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Fabio Nobile, Giovanni Migliorati, Erik Gustaf Bogislaw Von Schwerin

In this work we consider the random discrete

L^2

projection on polynomial spaces (hereafter RDP) for the approximation of scalar quantities of interest (QOIs) related to the solution of a partial differential equation model with random input parameters. ...

Siam Publications2013

Incremental Model Identification of Fluid-Fluid Reaction Systems – Dynamic Accumulation and Reactions in the Diffusion Layer

Dominique Bonvin, Julien Léo Billeter, Sriniketh Srinivasan

The identification of kinetic models is an important step for the monitoring, control and optimization of industrial processes. This is particularly the case for highly competitive business sectors such as chemical and pharmaceutical industries, where the ...

2013

Soft control of swarms: Analytical approach

Max-Olivier Hongler, Guillaume Adrien Sartoretti

We analytically study the collective dynamics of mutually interacting heterogeneous agents evolving in a random environment. Our formal framework consists of a collection of JV scalar drifted Brownian motions (BM) diffusing on R. The mutual interactions ar ...

2013

On the Asymptotic Validity of the Decoupling Assumption for Analyzing 802.11 MAC Protocol

Jean-Yves Le Boudec

Performance evaluation of the 802.11 MAC protocol is classically based on the decoupling assumption, which hypothesizes that the backoff processes at different nodes are independent. This decoupling assumption results from mean field convergence and is gen ...

Institute of Electrical and Electronics Engineers2012

A Continuized View on Nesterov Acceleration

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ODE parameter estimation through a runner's model application

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

Local trapping for elliptic random walks in random environments in Z(d)

MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

A continuation multilevel Monte Carlo algorithm

MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Incremental Model Identification of Fluid-Fluid Reaction Systems – Dynamic Accumulation and Reactions in the Diffusion Layer

Soft control of swarms: Analytical approach

On the Asymptotic Validity of the Decoupling Assumption for Analyzing 802.11 MAC Protocol

Local trapping for elliptic random walks in random environments in Z(d)

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

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm

Incremental Model Identification of Fluid-Fluid Reaction Systems – Dynamic Accumulation and Reactions in the Diffusion Layer

ODE parameter estimation through a runner's model application

A continuation multilevel Monte Carlo algorithm

On the Asymptotic Validity of the Decoupling Assumption for Analyzing 802.11 MAC Protocol

Soft control of swarms: Analytical approach