Publications related to CONVERGENCE AND NONCONVERGENCE OF SCALED SELF-INTERACTING RANDOM WALKS TO BROWNIAN MOTION PERTURBED AT EXTREMA

Non-perturbative probability distribution function for cosmological counts in cells

We present a non-perturbative calculation of the 1-point probability distribution function (PDF) for the spherically-averaged matter density field. The PDF is represented as a path integral and is evaluated using the saddle-point method. It factorizes into ...

IOP PUBLISHING LTD2019

Multilevel Monte Carlo Approximation of Functions

Fabio Nobile, Sebastian Krumscheid

Many applications across sciences and technologies require a careful quantification of nondeterministic effects to a system output, for example, when evaluating the system’s reliability or when gearing it towards more robust operation conditions. At the he ...

2018

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

Fei Pu

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

MATHICSE Technical Report : Multilevel Monte Carlo approximation of functions

Fabio Nobile, Sebastian Krumscheid

Many applications across sciences and technologies require a careful quantification of non-deterministic effects to a system output, for example when evaluating the system's reliability or when gearing it towards more robust operation conditions. At the he ...

MATHICSE2017

Updated braking forces for the assessment of road bridges

João Miguel De Oliveira Durães Alves Martins

Safety assessments of road bridges to braking events combine the braking force, acting along the longitudinal axis of the deck, with a vertical load that accounts for the vertical component of the traffic action. In modern design standards the vertical loa ...

EPFL2016

Entrainment,motion, and deposition of coarse particles transported by water over a sloping mobile bed

Christophe Ancey, Joris Heyman

In gravel bed rivers, bed load transport exhibits considerable variability in time and space. Recently, stochastic bed load transport theories have been developed to address the mechanisms and effects of bed load transport fluctuations. Stochastic models i ...

Wiley-Blackwell2016

Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets

Fabio Nobile, Giovanni Migliorati

We analyze the stability and accuracy of discrete least squares on multivariate polynomial spaces to approximate a given function depending on a multivariate random variable uniformly distributed on a hypercube. The polynomial approximation is calculated s ...

2015

MATHICSE Technical Report : Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets

Fabio Nobile, Giovanni Migliorati

We analyze the stability and accuracy of discrete least squares on multivariate poly- nomial spaces to approximate a given function depending on a multivariate random variable uniformly distributed on a hypercube. The polynomial approximation is calculated ...

MATHICSE2015

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part II: Discrete-Domain Theory

Michaël Unser, Arash Amini, Pouya Dehghani Tafti, Hagay Kirshner

This paper is devoted to the characterization of an extended family of continuous-time autoregressive moving average (CARMA) processes that are solutions of stochastic differential equations driven by white Levy innovations. These are completely specified ...

Ieee-Inst Electrical Electronics Engineers Inc2014

Mass distributions marginalized over per-event errors

Frédéric Guillaume Dupertuis

We present generalizations of the Crystal Ball function to describe mass peaks in which the per event mass resolution is unknown and marginalized over. The presented probability density functions are tested using a series of toy Monte Carlo samples generat ...

Elsevier Science Bv2014

CONVERGENCE AND NONCONVERGENCE OF SCALED SELF-INTERACTING RANDOM WALKS TO BROWNIAN MOTION PERTURBED AT EXTREMA

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Non-perturbative probability distribution function for cosmological counts in cells

Multilevel Monte Carlo Approximation of Functions

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

MATHICSE Technical Report : Multilevel Monte Carlo approximation of functions

Updated braking forces for the assessment of road bridges

Entrainment,motion, and deposition of coarse particles transported by water over a sloping mobile bed

Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets

MATHICSE Technical Report : Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part II: Discrete-Domain Theory

Mass distributions marginalized over per-event errors

Mass distributions marginalized over per-event errors

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part II: Discrete-Domain Theory

Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets

Entrainment,motion, and deposition of coarse particles transported by water over a sloping mobile bed

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

MATHICSE Technical Report : Multilevel Monte Carlo approximation of functions

Updated braking forces for the assessment of road bridges

Non-perturbative probability distribution function for cosmological counts in cells

MATHICSE Technical Report : Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets

Multilevel Monte Carlo Approximation of Functions