Publications related to Preconditioners for robust optimal control problems under uncertainty

The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractional heat equations in spatial dimension

1

driven by space-time white noise. The main topic is the study of hitting probabilities for the solutions to these ...

EPFL2018

Influence of density of large stems on the blocking probability at spillways

Anton Schleiss, Michael Pfister, José Pedro Gamito de Saldanha Calado Matos, Paloma Furlan

Dam safety is strongly linked to the probability of occurrence of large floods. Floods can transport large wood (LW) into reservoirs and towards water release structures as spillways. Due to blocking and clogging, LW may significantly influence the dischar ...

Utah State University2018

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

Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations

Alfio Quarteroni, Gianluigi Rozza, Peng Chen

In this paper we develop and analyze a multilevel weighted reduced basis method for solving stochastic optimal control problems constrained by Stokes equations. We prove the analytic regularity of the optimal solution in the probability space under certain ...

Springer Heidelberg2016

Nematodynamics and random homogenization

Tudor Ratiu

We study the homogenization problem for the system of equations of dynamics of a mixture of liquid crystals with random structure. We consider a simplified form of the Ericksen-Leslie equations for an incompressible medium with inhomogeneous density with r ...

Taylor & Francis2016

Distributionally Robust Control of Constrained Stochastic Systems

Daniel Kuhn

We investigate the control of constrained stochastic linear systems when faced with only limited information regarding the disturbance process, i.e. when only the first two moments of the disturbance distribution are known. We consider two types of distrib ...

Institute of Electrical and Electronics Engineers2016

On the well-posedness of the Holm-Staley b-family of equations

Hasan Inci

In this paper we consider the Holm-Staley b-family of equations in the Sobolev spaces H-s (R) for s > 3/2. Using a geometric approach we show that, for any value of the parameter b, the corresponding solution map, u(0) bar right arrow u(T), is nowhere loca ...

Taylor & Francis Ltd2016

What’s the Frequency, Kenneth?: Sublinear Fourier Sampling Off the Grid

Volkan Cevher, Yen-Huan Li

We design a sublinear Fourier sampling algorithm for a case of sparse off-grid frequency recovery. These are signals with the form f(t)=∑kj=1ajeiωjt+ν^ , t∈Z ; i.e., exponential polynomials with a noise term. The frequencies {ω j } satisfy ω j ∈ [η,2π − η ...

Springer Verlag2015

A stochastic collocation method for the second order wave equation with a discontinuous random speed

Fabio Nobile

In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical space and ...

Springer Verlag2013

Accurate and efficient evaluation of failure probability for partial different equations with random input data

Alfio Quarteroni, Peng Chen

Several computational challenges arise when evaluating the failure probability of a given system in the context of risk prediction or reliability analysis. When the dimension of the uncertainties becomes high, well established direct numerical methods can ...

Elsevier Science Sa2013

Preconditioners for robust optimal control problems under uncertainty

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The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

Influence of density of large stems on the blocking probability at spillways

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

Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations

Nematodynamics and random homogenization

Distributionally Robust Control of Constrained Stochastic Systems

On the well-posedness of the Holm-Staley b-family of equations

What’s the Frequency, Kenneth?: Sublinear Fourier Sampling Off the Grid

A stochastic collocation method for the second order wave equation with a discontinuous random speed

Accurate and efficient evaluation of failure probability for partial different equations with random input data

Influence of density of large stems on the blocking probability at spillways

Nematodynamics and random homogenization

Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations

The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

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

Accurate and efficient evaluation of failure probability for partial different equations with random input data

A stochastic collocation method for the second order wave equation with a discontinuous random speed

On the well-posedness of the Holm-Staley b-family of equations

Distributionally Robust Control of Constrained Stochastic Systems

What’s the Frequency, Kenneth?: Sublinear Fourier Sampling Off the Grid