Publications associées à MATHICSE Technical Report : Optimization of mesh hierarchies in multilevel Monte Carlo samplers

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Fabio Nobile, Giovanni Migliorati, Erik Gustaf Bogislaw Von Schwerin

In this work we consider the random discrete

L^2

projection on polynomial spaces (hereafter RDP) for the approximation of scalar quantities of interest (QOIs) related to the solution of a partial differential equation model with random input parameters. ...

Siam Publications2013

Use of Transient Measurements for Real-Time Optimization via Modifier Adaptation

Dominique Bonvin, Grégory François

Real-time optimization (RTO) methods use measurements to offset the effect of uncertainty and drive the plant to optimality. Explicit RTO schemes, which are characterized by solving a static optimization problem repeatedly, typically require multiple itera ...

2013

Stabilized multilevel Monte Carlo method for stiff stochastic differential equations

Adrian Blumenthal, Assyr Abdulle

A multilevel Monte Carlo (MLMC) method for mean square stable stochastic differential equations with multiple scales is proposed. For such problems, that we call stiff, the performance of MLMC methods based on classical explicit methods deteriorates becaus ...

Academic Press Inc Elsevier Science2013

Sparse Stochastic Processes and Discretization of Linear Inverse Problems

Michaël Unser, Emrah Bostan, Ulugbek Kamilov, Masih Nilchian

We present a novel statistically-based discretization paradigm and derive a class of maximum a posteriori (MAP) estimators for solving ill-conditioned linear inverse problems. We are guided by the theory of sparse stochastic processes, which specifies cont ...

Ieee-Inst Electrical Electronics Engineers Inc2013

Masking vs. Multiparty Computation: How Large Is the Gap for AES?

Sebastian Faust

In this paper, we evaluate the performances of state-of-the art higher-order masking schemes for the AES. Doing so, we pay a particular attention to the comparison between specialized solutions introduced exclusively as countermeasures against side-channel ...

2013

Towards a High-Speed Quantum Random Number Generator

Edoardo Charbon, Francesco Regazzoni, Samuel Burri

Randomness is of fundamental importance in various fields, such as cryptography, numerical simulations, or the gaming industry. Quantum physics, which is fundamentally probabilistic, is the best option for a physical random number generator. In this articl ...

2013

Distributionally Robust Joint Chance Constraints with Second-Order Moment Information

Daniel Kuhn

We develop tractable semidefinite programming based approximations for distributionally robust individual and joint chance constraints, assuming that only the first- and second-order moments as well as the support of the uncertain parameters are given. It ...

2013

Fabrication-aware Design with Intersecting Planar Pieces

Mark Pauly, Yuliy Gennadievich Schwartzburg

We propose a computational design approach to generate 3D models composed of interlocking planar pieces. We show how intricate 3D forms can be created by sliding the pieces into each other along straight slits, leading to a simple construction that does no ...

Blackwell Publishing2013

Multilevel Monte Carlo methods for stochastic elliptic multiscale PDEs

Assyr Abdulle

In this paper Monte Carlo finite element approximations for elliptic homogenization problems with random coefficients, which oscillate on n is an element of N a priori known, separated microscopic length scales, are considered. The convergence of multileve ...

2013

Reduced Models for Optimal Control, Shape Optimization and Inverse Problems in Haemodynamics

Andrea Manzoni

The objective of this thesis is to develop reduced models for the numerical solution of optimal control, shape optimization and inverse problems. In all these cases suitable functionals of state variables have to be minimized. State variables are solutions ...

EPFL2012

MATHICSE Technical Report : Optimization of mesh hierarchies in multilevel Monte Carlo samplers

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Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Use of Transient Measurements for Real-Time Optimization via Modifier Adaptation

Stabilized multilevel Monte Carlo method for stiff stochastic differential equations

Sparse Stochastic Processes and Discretization of Linear Inverse Problems

Masking vs. Multiparty Computation: How Large Is the Gap for AES?

Towards a High-Speed Quantum Random Number Generator

Distributionally Robust Joint Chance Constraints with Second-Order Moment Information

Fabrication-aware Design with Intersecting Planar Pieces

Multilevel Monte Carlo methods for stochastic elliptic multiscale PDEs

Reduced Models for Optimal Control, Shape Optimization and Inverse Problems in Haemodynamics

Use of Transient Measurements for Real-Time Optimization via Modifier Adaptation

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Reduced Models for Optimal Control, Shape Optimization and Inverse Problems in Haemodynamics

Distributionally Robust Joint Chance Constraints with Second-Order Moment Information

Multilevel Monte Carlo methods for stochastic elliptic multiscale PDEs

Stabilized multilevel Monte Carlo method for stiff stochastic differential equations

Sparse Stochastic Processes and Discretization of Linear Inverse Problems

Masking vs. Multiparty Computation: How Large Is the Gap for AES?

Towards a High-Speed Quantum Random Number Generator

Fabrication-aware Design with Intersecting Planar Pieces