Concept

Mixing (mathematics)

Publications associées (32)

Lp-regularity theory for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity

We study the existence, uniqueness, and regularity of the solution to the stochastic reaction-diffusion equation (SRDE) with colored noise F-center dot:partial derivative(t)u = aijuxixj +biuxi + cu - bu1+beta +xi u1+gamma F-center dot, (t, x) is ...

San Diego2023

HIERARCHICAL MARKOV CHAIN MONTE CARLO METHODS FOR BAYESIAN INVERSE PROBLEMS

Juan Pablo Madrigal Cianci

This thesis is devoted to the construction, analysis, and implementation of two types of hierarchical Markov Chain Monte Carlo (MCMC) methods for the solution of large-scale Bayesian Inverse Problems (BIP).The first hierarchical method we present is based ...

EPFL2022

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation

Sundar Subramaniam Ganesh

This work aims to study the effects of wind uncertainties in civil engineering structural design. Optimising the design of a structure for safety or operability without factoring in these uncertainties can result in a design that is not robust to these per ...

EPFL2022

Forward-reflected-backward method with variance reduction

Volkan Cevher, Ahmet Alacaoglu

We propose a variance reduced algorithm for solving monotone variational inequalities. Without assuming strong monotonicity, cocoercivity, or boundedness of the domain, we prove almost sure convergence of the iterates generated by the algorithm to a soluti ...

2021

Generalized parallel tempering on Bayesian inverse problems

Fabio Nobile, Juan Pablo Madrigal Cianci

In the current work we present two generalizations of the Parallel Tempering algorithm in the context of discrete-timeMarkov chainMonteCarlo methods for Bayesian inverse problems. These generalizations use state-dependent swapping rates, inspired by the so ...

SPRINGER2021

A decomposition of multicorrelation sequences for commuting transformations along primes

Florian Karl Richter

A decomposition of multicorrelation sequences for commuting transformations along primes, Discrete Analysis 2021:4, 27 pp. Szemerédi's theorem asserts that for every positive integer

k

and every

\delta>0

there exists

n

such that every subset of ${1, ...

2021

Temporal and spatial evolution of cavitating bubbles and coherent structures in a confined submerged jet shear layer

Sebastián Camilo Leguizamón Sarmiento, Yuchuan Wang

Purpose The study aims to display the bubbles' evolution in the shear layer and their relationship with the pressure fluctuations. Furthermore, the coherent structures of the first six modes are extracted, in order to provide insight into their temporal an ...

EMERALD GROUP PUBLISHING LTD2021

Multiple ergodic averages along functions from a Hardy field: convergence, recurrence and combinatorial applications

Florian Karl Richter

We obtain new results pertaining to convergence and recurrence of multiple ergodic averages along functions from a Hardy field. Among other things, we confirm some of the conjectures posed by Frantzikinakis in [Fra10; Fra16] and obtain combinatorial applic ...

2020

Quantitative lower bounds on the Lyapunov exponent from multivariate matrix inequalities

Marius Christopher Lemm

The Lyapunov exponent characterizes the asymptotic behavior of long matrix products. Recognizing scenarios where the Lyapunov exponent is strictly positive is a fundamental challenge that is relevant in many applications. In this work we establish a novel ...

2020

A generalization of Kátai's orthogonality criterion with applications

Florian Karl Richter

We study properties of arithmetic sets coming from multiplicative number theory and obtain applications in the theory of uniform distribution and ergodic theory. Our main theorem is a generalization of Kátai's orthogonality cri ...

2019

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