Concept

Variable aléatoire

Publications associées (449)

Symplectic Dynamical Low Rank approximation of wave equations with random parameters

In this paper we propose a dynamical low-rank strategy for the approximation of second order wave equations with random parameters. The governing equation is rewritten in Hamiltonian form and the approximate solution is expanded over a set of

2S

dynamica ...

2017

MATHICSE Technical Report : Symplectic dynamical low rank approximation of wave equations with random parameters

Fabio Nobile, Eleonora Musharbash, Eva Vidlicková

MATHICSE2017

First-principles calculation of lattice thermal conductivity in crystalline phase change materials: GeTe, Sb2Te3, and Ge2Sb2Te5

Davide Campi, Lorenzo Paulatto, Giorgia Fugallo

Thermal transport is a key feature for the operation of phase change memory devices which rest on a fast and reversible transformation between the crystalline and amorphous phases of chalcogenide alloys upon Joule heating. In this paper we report on the ab ...

Amer Physical Soc2017

Multi Level Monte Carlo Methods for Uncertainty Quantification and Robust Design Optimization in Aerodynamics

Michele Pisaroni

The vast majority of problems that arise in aircraft production and operation require decisions to be made in the presence of uncertainty. An effective and accurate quantification and control of the level of uncertainty introduced in the design phase and d ...

EPFL2017

Gaussian versus Sparse Stochastic Processes

Julien René Pierre Fageot

Although our work lies in the field of random processes, this thesis was originally motivated by signal processing applications, mainly the stochastic modeling of sparse signals. We develop a mathematical study of the innovation model, under which a signal ...

EPFL2017

Stochastic partial differential equations driven by Lévy white noises

Thomas Marie Jean-Baptiste Humeau

We study various aspects of stochastic partial differential equations driven by Lévy white noise. This driving noise, which is a generalization of Gaussian white noise, can be viewed either as a generalized random process or as an independently scattered r ...

EPFL2017

Unraveling Brittle-Fracture Statistics from Intermittent Patterns Formed During Femtosecond Laser Exposure

Yves Bellouard, Max-Olivier Hongler, Christos Edouardos Athanasiou

Femtosecond-laser-written patterns at the surface of brittle materials may show at random times spontaneous alternations from regular to disordered structures and vice versa. Here, we show that these random transitions carry relevant statistical informatio ...

2017

MATHICSE Technical Report : Multilevel weighted least squares polynomial approximation

Fabio Nobile

Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distribution of sample locations, the number of samples required to achieve quasi ...

MATHICSE2017

Multilevel weighted least squares polynomial approximation

Fabio Nobile

2017

Practical Sketching Algorithms For Low-Rank Matrix Approximation

Volkan Cevher, Alp Yurtsever

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image, or sketch, of the matrix. These methods can preserve structural properties of the input matrix, such as positive-semidefinite ...

Society for Industrial and Applied Mathematics2017

Graph Chatbot

Chattez avec Graph Search

Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.

AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.

Connectez-vous pour utiliser Chat avec Graph Search

Symplectic Dynamical Low Rank approximation of wave equations with random parameters

Fabio Nobile, Eleonora Musharbash

2S

dynamica ...

2017