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Publications associées (410)

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A posteriori error estimation for partial differential equations with random input data

Diane Sylvie Guignard

This thesis is devoted to the derivation of error estimates for partial differential equations with random input data, with a focus on a posteriori error estimates which are the basis for adaptive strategies. Such procedures aim at obtaining an approximati ...

EPFL2016

MATHICSE Technical Report : Multilevel tensor approximation of PDEs with random data

Daniel Kressner, Jonas Ballani, Michael Dieter Peters

In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a deterministic parame ...

MATHICSE2016

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

A Comment on “Computational Complexity of Stochastic Programming Problems”

Daniel Kuhn, Grani Adiwena Hanasusanto, Wolfram Wiesemann

Although stochastic programming problems were always believed to be computationally challenging, this perception has only recently received a theoretical justification by the seminal work of Dyer and Stougie (Mathematical Programming A, 106(3):423–432, 200 ...

Springer Heidelberg2016

Optimization of mesh hierarchies in multilevel Monte Carlo samplers

Fabio Nobile, Erik Gustaf Bogislaw Von Schwerin

We perform a general optimization of the parameters in the multilevel Monte Carlo (MLMC) discretization hierarchy based on uniform discretization methods with general approximation orders and computational costs. We optimize hierarchies with geometric and ...

2016

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

Challenges and Solutions to Next-Generation Single-Photon Imagers

Samuel Burri

Detecting and counting single photons is useful in an increasingly large number of applications. Most applications require large formats, approaching and even far exceeding 1 megapixel. In this thesis, we look at the challenges of massively parallel photon ...

EPFL2016

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

Circular Security Reconsidered

Serge Vaudenay, Fatma Betül Durak

The notion of circular security of pseudorandom functions (PRF) was introduced in Distance Bounding Protocols. So far, only a construction based on a random oracle model was proposed. Circular security stands between two new notions which we call Key Depen ...

Springer International Publishing2016

Amplitude And Phase Variation Of Point Processes

Victor Panaretos, Yoav Zemel

We develop a canonical framework for the study of the problem of registration of multiple point processes subjected to warping, known as the problem of separation of amplitude and phase variation. The amplitude variation of a real random function {Y(x) : x ...

Institute of Mathematical Statistics2016