Concept

Sum of normally distributed random variables

Publications associées (54)

Stochastic frequency reserve provision by chance-constrained control of commercial buildings

Robust programs with modulated uncertainty sets are problems in which the uncertainty sets are treated as optimization variables. In many applications, these uncertainty sets can be interpreted as reserve capacities for which rewards are offered. One examp ...

IEEE2015

Comparison of the two point bending and four point bending test methods for aged asphalt concrete field samples

André-Gilles Dumont, Michel Pittet, Manfred Partl

Complex modulus and fatigue behavior are important characteristics for all materials. Some European countries have developed performance oriented requirements for bituminous mixtures. Using such requirements it is expected that the life of pavements can be ...

Springer Verlag2015

MATHICSE Technical Report : A posteriori error estimations for elliptic partial differential equations with small uncertainties

Fabio Nobile, Marco Picasso, Diane Sylvie Guignard

In this paper, a finite element error analysis is performed on a class of linear and nonlinear elliptic problems with small uncertain input. Using a perturbation approach, the exact (random) solution is expanded up to a certain order with respect to a para ...

MATHICSE2014

Perturbation analysis for the Darcy problem with log-normal permeability

Fabio Nobile, Francesca Bonizzoni

We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...

2014

A study of the spatio-temporal behaviour of bed load transport rate fluctuations

Joris Heyman

This thesis addresses the problem of a statistical description of the transport of sediment as bed load. It highlights the role of fluctuations arising during the transport process, and their impact on macroscopic averages. The results presented here are b ...

EPFL2014

A New Entropy Power Inequality for Integer-Valued Random Variables

Emmanuel Abbé, Saeid Haghighatshoar

The entropy power inequality (EPI) yields lower bounds on the differential entropy of the sum of two independent real-valued random variables in terms of the individual entropies. Versions of the EPI for discrete random variables have been obtained for spe ...

Institute of Electrical and Electronics Engineers2014

MATHICSE Technical Report : Analytic regularity and collocation approximation for PDEs with random domain deformations

Fabio Nobile

In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by N random variables. The elliptic problem is remap ...

MATHICSE2013

Density approximations for multivariate affine jump-diffusion processes

Damir Filipovic

We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess all polynomial mom ...

Elsevier2013

Robust Capacity Assignment Solutions for Telecommunications Networks with Uncertain Demands

Frédéric Louis François Babonneau

We consider the capacity planning of telecommunications networks with linear investment costs and uncertain future traffic demands. Transmission capacities must be large enough to meet, with a high quality of service (QoS), the range of possible demands, a ...

Wiley-Blackwell2013

Multistable randomly switching oscillators: The odds of meeting a ghost

Martin Hasler, Igor Belykh

We consider oscillators whose parameters randomly switch between two values at equal time intervals. If random switching is fast compared to the oscillator's intrinsic time scale, one expects the switching system to follow the averaged system, obtained by ...

Springer Verlag2013

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