Personne

Eva Vidlicková

Cette personne n’est plus à l’EPFL

Publications associées (6)

Dynamical low rank approximation for uncertainty quantification of time-dependent problems

The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...

EPFL2022

Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations

Fabio Nobile, Yoshihito Kazashi, Eva Vidlicková

We consider the Dynamical Low Rank (DLR) approximation of random parabolic equations and propose a class of fully discrete numerical schemes. Similarly to the continuous DLR approximation, our schemes are shown to satisfy a discrete variational formulation ...

SPRINGER HEIDELBERG2021

Symplectic dynamical low rank approximation of wave equations with random parameters

Fabio Nobile, Eleonora Musharbash, Eva Vidlicková

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 dynamical ...

2020

MATHICSE Technical Report: Stability properties of a projector-splitting scheme for the dynamical low rank approximation of random parabolic equations

Fabio Nobile, Yoshihito Kazashi, Eva Vidlicková

MATHICSE2020

In this work we present a residual based a posteriori error estimation for a heat equation with a random forcing term and a random diffusion coefficient which is assumed to depend affinely on a finite number of independent random variables. The problem is ...

MATHICSE2019

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

Fabio Nobile, Eleonora Musharbash, Eva Vidlicková

MATHICSE2017

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