Publications @ CSQI

Only Fabio Nobile’s Publications

2024

A multigrid method for PDE-constrained optimization with uncertain inputs

G. Ciaramella; F. Nobile; T. Vanzan 

Journal of Scientific Computing. 2024. Vol. 101. DOI : 10.1007/s10915-024-02646-7.

Dynamical Low-Rank Approximation for Stochastic Differential Equations

Y. Kazashi; F. Nobile; F. Zoccolan 

Mathematics of Computation. 2024. Vol. Online. DOI : 10.1090/mcom/3999.

Unbiased Likelihood Estimation of Wright–Fisher Diffusion Processes

C. García-Pareja; F. Nobile 

2024. 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Linz, Austria, 2022-07-17 – 2022-07-21. p. 259 – 275. DOI : 10.1007/978-3-031-59762-6_12.

Multilevel quadrature formulae for the optimal control of random PDEs

F. Nobile; T. Vanzan 

2024

Petrov-Galerkin Dynamical Low Rank Approximation: SUPG stabilisation of advection-dominated problems

F. Nobile; T. S. S. Trigo Trindade 

2024. 

A Streamline Upwind Petrov-Galerkin Reduced Order Method for Advection-Dominated Partial Differential Equations Under Optimal Control

F. Zoccolan; M. Strazzullo; G. Rozza 

Computational Methods In Applied Mathematics. 2024. DOI : 10.1515/cmam-2023-0171.

Network-based kinetic models: Emergence of a statistical description of the graph topology

M. Nurisso; M. Raviola; A. Tosin 

European Journal Of Applied Mathematics. 2024. DOI : 10.1017/S0956792524000020.

A Combination Technique for Optimal Control Problems Constrained by Random PDEs

F. Nobile; T. Vanzan 

SIAM/ASA Journal on Uncertainty Quantification. 2024. Vol. 12, num. 2, p. 693 – 721. DOI : 10.1137/22M1532263.

Error estimates for SUPG-stabilised Dynamical Low Rank Approximations

F. Nobile; T. S. S. Trigo Trindade 

2024. 

A Method of Moments Estimator for Interacting Particle Systems and their Mean Field Limit

G. A. Pavliotis; A. Zanoni 

Siam-Asa Journal On Uncertainty Quantification. 2024. Vol. 12, num. 2, p. 262 – 288. DOI : 10.1137/22M153848X.

2023

Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method

S. S. Ganesh; F. Nobile 

Journal of Computational Physics. 2023. Vol. 495, num. 112523. DOI : 10.1016/j.jcp.2023.112523.

A new method to interpolate POD reduced bases-Application to the parametric model order reduction of a gas bearings supported rotor

D. Goutaudier; F. Nobile; J. Schiffmann 

International Journal For Numerical Methods In Engineering. 2023. DOI : 10.1002/nme.7305.

Homogenization results for the generator of multiscale Langevin dynamics in weighted Sobolev spaces

A. Zanoni 

Ima Journal Of Applied Mathematics. 2023. Vol. 88, num. 1, p. 67 – 101. DOI : 10.1093/imamat/hxad003.

Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings

J. P. Madrigal Cianci; F. Nobile; R. Tempone 

SIAM/ASA Journal on Uncertainty Quantification. 2023. Vol. 11, num. 1, p. 91 – 138. DOI : 10.1137/21M1420927.

Preconditioners for robust optimal control problems under uncertainty

F. Nobile; T. Vanzan 

Numerical Linear Algebra with Applications. 2023. Vol. 30, num. 2, p. e2472. DOI : 10.1002/nla.2472.

Density estimation in RKHS with application to Korobov spaces in high dimensions

Y. Kazashi; F. Nobile 

Siam Journal On Numerical Analysis. 2023. Vol. 61, num. 2, p. 1080 – 1102. DOI : 10.1137/22M147476X.

Robust optimization of control parameters for WEC arrays using stochastic methods

M. Gambarini; G. Ciaramella; E. Miglio; T. Vanzan; T. Vanzan 

Journal Of Computational Physics. 2023. Vol. 493, p. 112478.

A numerical algorithm based on probing to find optimized transmission conditions

M. J. Gander; R. Masson; T. Vanzan 

2023. 26th International Domain Decomposition Conference (DD26), [Online edition] Honk Kong, China, December 7 – 12, 2020. p. 597 – 605. DOI : 10.1007/978-3-030-95025-5_65.

On the asymptotic optimality of spectral coarse spaces

G. Ciaramella; T. Vanzan 

2023. 26th International Domain Decomposition Conference (DD26), [Online edition] Honk Kong, China, December 7 – 12, 2020. p. 187 – 195. DOI : 10.1007/978-3-030-95025-5_18.

On the nonlinear Dirichlet-Neumann method and preconditioner for Newton’s method

F. Chaouqui; M. J. Gander; P. M. Kumbhar; T. Vanzan 

2023. 26th International Domain Decomposition Conference (DD26), [Online edition] Honk Kong, China, December 7 – 12, 2020. p. 381 – 389. DOI : 10.1007/978-3-030-95025-5_40.

Quantifying uncertain system outputs via the multi-level Monte Carlo method — distribution and robustness measures

Q. Ayoul-Guilmard; S. S. Ganesh; S. Krumscheid; F. Nobile 

International Journal for Uncertainty Quantification. 2023. Vol. 13, num. 5, p. 61 – 98. DOI : 10.1615/Int.J.UncertaintyQuantification.2023045259.

2022

Linear and nonlinear substructured Restricted Additive Schwarz iterations and preconditioning

F. Chaouqui; M. J. Gander; P. M. Kumbhar; T. Vanzan 

Numerical Algorithms. 2022. Vol. 91, p. 81 – 107. DOI : 10.1007/s11075-022-01255-5.

Spectral Coarse Spaces for the Substructured Parallel Schwarz Method

G. Ciaramella; T. Vanzan 

Journal of Scientific Computing. 2022. Vol. 91, p. 69. DOI : 10.1007/s10915-022-01840-9.

Substructured Two-grid and Multi-grid Domain Decomposition Methods

G. Ciaramella; T. Vanzan 

Numerical Algorithms. 2022. Vol. 91, p. 413 – 448. DOI : 10.1007/s11075-022-01268-0.

Stable high-order randomized cubature formulae in arbitrary dimension

G. Migliorati; F. Nobile 

Journal of Approximation Theory. 2022. Vol. 275, p. 105706. DOI : 10.1016/j.jat.2022.105706.

A technique for non-intrusive greedy piecewise-rational model reduction of frequency response problems over wide frequency bands

D. Pradovera; F. Nobile 

Journal of Mathematics in Industry. 2022. Vol. 12, num. 2. DOI : 10.1186/s13362-021-00117-4.

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

S. S. Ganesh / F. Nobile (Dir.)  

Lausanne, EPFL, 2022. 

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

E. Vidlicková / F. Nobile (Dir.)  

Lausanne, EPFL, 2022. 

HIERARCHICAL MARKOV CHAIN MONTE CARLO METHODS FOR BAYESIAN INVERSE PROBLEMS

J. P. Madrigal Cianci / F. Nobile (Dir.)  

Lausanne, EPFL, 2022. 

Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation

M. J. Grote; S. Michel; F. Nobile 

SIAM/ASA Journal on Uncertainty Quantification. 2022. Vol. 10, num. 4, p. 1601 – 1628. DOI : 10.1137/21M1429047.

Tensor-Based Numerical Method For Stochastic Homogenization

Q. Ayoul-guilmard; A. Nouy; C. Binetruy 

Multiscale Modeling & Simulation. 2022. Vol. 20, num. 1, p. 36 – 71. DOI : 10.1137/18M1191221.

Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit

G. A. Pavliotis; A. Zanoni 

Siam Journal On Applied Dynamical Systems. 2022. Vol. 21, num. 4, p. 2338 – 2370. DOI : 10.1137/21M1464348.

Some first results on the consistency of spatial regression with partial differential equation regularization

E. Arnone; A. Kneip; F. Nobile; L. M. Sangalli 

Statistica Sinica. 2022. Vol. 32, num. 1, p. 209 – 238. DOI : 10.5705/ss.202019.0346.

Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes

A. Zanoni / F. Nobile; G. A. Pavliotis (Dir.)  

Lausanne, EPFL, 2022. 

Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification

V. Kaarnioja; Y. Kazashi; F. Y. Kuo; F. Nobile; I. H. Sloan 

Numerische Mathematik. 2022. Vol. 150, p. 33 – 77. DOI : 10.1007/s00211-021-01242-3.

2021

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

Y. Kazashi; F. Nobile; E. Vidlickova 

Numerische Mathematik. 2021. Vol. 149, num. 4, p. 973 – 1024. DOI : 10.1007/s00211-021-01241-4.

MATHICSE Technical Report : A technique for non-intrusive greedy piecewise-rational model reduction of frequency response problems over wide frequency bands

D. Pradovera; F. Nobile 

2021

Non-intrusive double-greedy parametric model reduction by interpolation of frequency-domain rational surrogates

F. Nobile; D. Pradovera 

ESAIM: Mathematical Modelling and Numerical Analysis. 2021. Vol. 55, num. 5, p. 1895 – 1920. DOI : 10.1051/m2an/2021040.

Generalized parallel tempering on Bayesian inverse problems

J. Latz; J. P. Madrigal-Cianci; F. Nobile; R. Tempone 

Statistics And Computing. 2021. Vol. 31, num. 5, p. 67. DOI : 10.1007/s11222-021-10042-6.

Complexity analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters

M. Martin; S. Krumscheid; F. Nobile 

ESAIM: Mathematical Modelling and Numerical Analysis. 2021. Vol. 55, num. 4, p. 1599 – 1633. DOI : 10.1051/m2an/2021025.

Function Integration, Reconstruction And Approximation Using Rank-1 Lattices

F. Y. Kuo; G. Migliorati; F. Nobile; D. Nuyens 

Mathematics Of Computation. 2021. Vol. 90, num. 330, p. 1861 – 1897. DOI : 10.1090/mcom/3595.

A hybrid collocation-perturbation approach for PDEs with random domains

J. E. Castrillon-Candas; F. Nobile; R. F. Tempone 

Advances In Computational Mathematics. 2021. Vol. 47, num. 3, p. 40. DOI : 10.1007/s10444-021-09859-6.

Shape optimization for a noise reduction problem by non-intrusive parametric reduced modeling

F. Bonizzoni; D. Pradovera 

2021. 14th WCCM-ECCOMAS Congress, Virtual Congress, January 11-15, 2021. DOI : 10.23967/wccm-eccomas.2020.300.

Wavelet-Fourier CORSING techniques for multidimensional advection-diffusion-reaction equations

S. Brugiapaglia; S. Micheletti; F. Nobile; S. Perotto 

IMA Journal of Numerical Analysis. 2021. Vol. 41, p. 2744 – 2781. DOI : 10.1093/imanum/draa036.

Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval

Y. Kazashi; F. Nobile 

Stochastics And Partial Differential Equations-Analysis And Computations. 2021. Vol. 9, p. 603 – 629. DOI : 10.1007/s40072-020-00177-4.

Multilevel ensemble Kalman filtering for spatio-temporal processes

A. Chernov; H. Hoel; K. J. H. Law; F. Nobile; R. Tempone 

Numerische Mathematik. 2021. Vol. 147, num. 1, p. 71 – 125. DOI : 10.1007/s00211-020-01159-3.

Model order reduction based on functional rational approximants for parametric PDEs with meromorphic structure

D. Pradovera / F. Nobile (Dir.)  

Lausanne, EPFL, 2021. 

Rational-based model order reduction of Helmholtz frequency response problems with adaptive finite element snapshots

F. Bonizzoni; D. Pradovera; M. Ruggeri 

2021

A Posteriori Error Estimation for the Stochastic Collocation Finite Element Approximation of the Heat Equation with Random Coefficients

F. Nobile; E. Vidlicková 

2021. Sparse Grids and Applications, Munich, 2018. DOI : 10.1007/978-3-030-81362-8_6.

Frequency-Domain Non-intrusive Greedy Model Order Reduction Based on Minimal Rational Approximation

D. Pradovera; F. Nobile 

2021. 13th International Conference on Scientific Computing in Electrical Engineering (SCEE), Eindhoven, NETHERLANDS, Feb 16-20, 2020. p. 159 – 167. DOI : 10.1007/978-3-030-84238-3_16.

PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA

M. C. Martin; F. Nobile 

SIAM/ASA Journal on Uncertainty Quantification. 2021. Vol. 9, num. 3, p. 979 – 1012. DOI : 10.1137/18M1224076.

2020

Integration of activation maps of epicardial veins in computational cardiac electrophysiology

S. Stella; C. Vergara; M. Maines; D. Catanzariti; P. C. Africa et al. 

Computers In Biology And Medicine. 2020. Vol. 127, p. 104047. DOI : 10.1016/j.compbiomed.2020.104047.

Interpolatory Rational Model Order Reduction of Parametric Problems Lacking Uniform Inf-Sup Stability

D. Pradovera 

SIAM Journal on Numerical Analysis. 2020. Vol. 58, num. 4, p. 2265 – 2293. DOI : 10.1137/19M1269695.

Numerical methods for conservation laws with rough flux

H. Hoel; K. H. Karlsen; N. H. Risebro; E. B. Storrosten 

Stochastics And Partial Differential Equations-Analysis And Computations. 2020. Vol. 8, num. 1, p. 186 – 261. DOI : 10.1007/s40072-019-00145-7.

MATHICSE Technical Report : Frequency-domain non-intrusive greedy Model Order Reduction based on minimal rational approximation

D. Pradovera; F. Nobile 

2020

Frequency-domain non-intrusive greedy Model Order Reduction based on minimal rational approximation

D. Pradovera; F. Nobile 

13th International Conference on Scientific Computing in Electrical Engineering, Eindhoven, Netherlands, February 16-20, 2020.

MATHICSE Technical Report : A Multilevel Stochastic Gradient method for PDE-constrained Optimal Control Problems with uncertain parameters

M. C. Martin; F. Nobile; P. Tsilifis 

2020

Multilevel weighted least squares polynomial approximation

A-L. Haji-Ali; F. Nobile; S. Wolfers; R. Tempone 

ESAIM: Mathematical Modelling and Numerical Analysis. 2020. Vol. 54, p. 649 – 677. DOI : 10.1051/m2an/2019045.

Sparse Polynomial Chaos expansions using variational relevance vector machines

P. Tsilifis; I. Papaioannou; D. Straub; F. Nobile 

Journal of Computational Physics. 2020. Vol. 416, p. 109498. DOI : 10.1016/j.jcp.2020.109498.

Fast Least-Squares Padé approximation of problems with normal operators and meromorphic structure

F. Bonizzoni; F. Nobile; I. Perugia; D. Pradovera 

Mathematics of Computation. 2020. Vol. 89, num. 323, p. 1229 – 1257. DOI : 10.1090/mcom/3511.

Least-Squares Padé approximation of parametric and stochastic Helmholtz maps

F. Bonizzoni; F. Nobile; I. Perugia; D. Pradovera 

Advances in Computational Mathematics. 2020. Vol. 46, num. 3, p. 46. DOI : 10.1007/s10444-020-09749-3.

Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem

F. Bonizzoni; F. Nobile 

Computers & Mathematics with Applications. 2020. Vol. 80, num. 12, p. 2925 – 2947. DOI : 10.1016/j.camwa.2020.10.014.

Symplectic dynamical low rank approximation of wave equations with random parameters

E. Musharbash; F. Nobile; E. Vidlicková 

BIT Numerical Mathematics. 2020. Vol. 60, p. 1153 – 1201. DOI : 10.1007/s10543-020-00811-6.

Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation

S. Krumscheid; F. Nobile; M. Pisaroni 

Journal of Computational Physics. 2020. Vol. 414, p. 109466. DOI : 10.1016/j.jcp.2020.109466.

2019

Distributed sampling for rational approximation of the acoustic scattering of an airfoil

F. Bonizzoni; D. Pradovera 

2019. 90th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM), Vienna, Austria, Feb 18-22, 2019. DOI : 10.1002/pamm.201900422.

Central limit theorems for multilevel Monte Carlo methods

H. Hoel; S. Krumscheid 

Journal Of Complexity. 2019. Vol. 54, p. 101407. DOI : 10.1016/j.jco.2019.05.001.

Compressive sensing adaptation for polynomial chaos expansions

P. Tsilifis; X. Huan; C. Safta; K. Sargsyan; G. Lacaze et al. 

Journal Of Computational Physics. 2019. Vol. 380, p. 29 – 47. DOI : 10.1016/j.jcp.2018.12.010.

Continuation Multilevel Monte Carlo Evolutionary Algorithm for Robust Aerodynamic Shape Design

M. Pisaroni; F. Nobile; P. Leyland 

Journal of Aircraft. 2019. Vol. 56, num. 2, p. 771 – 786. DOI : 10.2514/1.C035054.

Quantifying uncertainties in contact mechanics of rough surfaces using the multilevel Monte Carlo method

V. Rey; S. Krumscheid; F. Nobile 

International Journal of Engineering Science. 2019. Vol. 138, p. 50 – 64. DOI : 10.1016/j.ijengsci.2019.02.003.

Modeling spatially dependent functional data via regression with differential regularization

E. Arnone; L. Azzimonti; F. Nobile; L. M. Sangalli 

Journal of Multivariate Analysis. 2019. Vol. 170, p. 175 – 295. DOI : 10.1016/j.jmva.2018.09.006.

Stochastic approximation methods for PDE constrained optimal control problems with uncertain parameters

M. C. Martin / F. Nobile (Dir.)  

Lausanne, EPFL, 2019. 

2018

Bayesian adaptation of chaos representations using variational inference and sampling on geodesics

P. Tsilifis; R. G. Ghanem 

Proceedings Of The Royal Society A-Mathematical Physical And Engineering Sciences. 2018. Vol. 474, num. 2217, p. 20180285. DOI : 10.1098/rspa.2018.0285.

Sparse approximation of multilinear problems with applications to kernel-based methods in UQ

F. Nobile; R. Tempone; S. Wolfers 

Numerische Mathematik. 2018. Vol. 139, num. 1, p. 247 – 280. DOI : 10.1007/s00211-017-0932-4.

Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data

S. Krumscheid 

Mathematical Models and Methods in Applied Sciences. 2018. Vol. 28, num. 08, p. 1565 – 1597. DOI : 10.1142/S0218202518500434.

Path-dependent convex conservation laws

H. Hoel; K. Karlsen; N. Risebro; E. Storrosten 

JOURNAL OF DIFFERENTIAL EQUATIONS. 2018. Vol. 265, num. 6, p. 2708 – 2744. DOI : 10.1016/j.jde.2018.04.045.

Multilevel Monte Carlo Approximation of Functions

S. Krumscheid; F. Nobile 

SIAM/ASA Journal on Uncertainty Quantification. 2018. Vol. 6, num. 3, p. 1256 – 1293. DOI : 10.1137/17M1135566.

A theoretical study of COmpRessed SolvING for advection-diffusion-reaction problems

S. Brugiapaglia; F. Nobile; S. Micheletti; S. Perotto 

Mathematics of Computation. 2018. Vol. 87, p. 1 – 38. DOI : 10.1090/mcom/3209.

Dual Dynamically Orthogonal approximation of incompressible Navier Stokes equations with random boundary conditions

E. Musharbash; F. Nobile 

Journal of Computational Physics. 2018. Vol. 354, p. 135 – 162. DOI : 10.1016/j.jcp.2017.09.061.

Convergence analysis of Padé approximations for Helmholtz frequency response problems

F. Bonizzoni; F. Nobile; I. Perugia 

ESAIM: Mathematical Modelling and Numerical Analysis. 2018. Vol. 52, num. 4, p. 1261 – 1284. DOI : 10.1051/m2an/2017050.

A Posteriori Error Estimation for the Stochastic Collocation Finite Element Method

D. S. Guignard; F. Nobile 

SIAM Journal on Numerical Analysis. 2018. Vol. 56, num. 5, p. 3121 – 3143. DOI : 10.1137/17M1155454.

Uncertainty Quantification of geochemical and mechanical compaction in layered sedimentary basins

I. Colombo; F. Nobile; G. Porta; A. Scotti; L. Tamellini 

Computer Methods in Applied Mechanics and Engineering. 2018. Vol. 328, p. 122 – 146. DOI : 10.1016/j.cma.2017.08.049.

2017

MATHICSE Technical Report : Continuation Multi-Level Monte-Carlo method for Uncertainty Quantification in Turbulent Compressible Aerodynamics Problems modeled by RANS

M. Pisaroni; F. Nobile; P. Leyland 

2017

A posteriori error estimation for the steady Navier-Stokes equations in random domains

D. S. Guignard; F. Nobile; M. Picasso 

Computer Methods in Applied Mechanics and Engineering. 2017. Vol. 313, p. 483 – 511. DOI : 10.1016/j.cma.2016.10.008.

A Continuation Multi Level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics

M. Pisaroni; F. Nobile; P. Leyland 

Computer Methods in Applied Mechanics and Engineering. 2017. Vol. 326, p. 20 – 50. DOI : 10.1016/j.cma.2017.07.030.

Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension

A. Cohen; G. Migliorati; F. Nobile 

Constructive Approximation. 2017. Vol. 45, num. 3, p. 497 – 519. DOI : 10.1007/s00365-017-9364-8.

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

M. Pisaroni / P. Leyland; F. Nobile (Dir.)  

Lausanne, EPFL, 2017. 

On uncertainty quantification in hydrogeology and hydrogeophysics

N. Linde; D. Ginsbourger; J. Irving; F. Nobile; A. Doucet 

Advances in Water Resources. 2017. Vol. 110, p. 166 – 181. DOI : 10.1016/j.advwatres.2017.10.014.

Influence of Ablation on Vacuum-Ultraviolet Radiation in a Plasma Wind Tunnel Flow

T. Hermann; S. Lohle; S. Fasoulas; P. Leyland; L. Marraffa et al. 

Journal Of Thermophysics And Heat Transfer. 2017. Vol. 31, num. 3, p. 575 – 585. DOI : 10.2514/1.T4936.

A Multilevel Monte Carlo Evolutionary Algorithm for Robust Aerodynamic Shape Design

M. Pisaroni; F. Nobile; P. Leyland 

2017. 18th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, Denver, Colorado, USA, 5-9 June 2017. DOI : 10.2514/6.2017-3329.

Dynamical Low Rank approximation of PDEs with random parameters

E. Musharbash / F. Nobile (Dir.)  

Lausanne, EPFL, 2017. 

2016

A posteriori error estimations for elliptic partial differential equations with small uncertainties

D. S. Guignard; F. Nobile; M. Picasso 

Numerical Methods for Partial Differential Equations. 2016. Vol. 32, num. 1, p. 175 – 212. DOI : 10.1002/num.21991.

Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

A-L. Haji-Ali; F. Nobile; L. Tamellini; R. Tempone 

Foundations of Computational Mathematics. 2016. Vol. 16, num. 6, p. 1555 – 1605. DOI : 10.1007/s10208-016-9327-7.

An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient

F. Nobile; L. Tamellini; F. Tesei; R. Tempone 

Sparse Grids and Applications – Stuttgart 2014; Berlin: Springer, 2016. p. 191 – 220.

Multi-index Monte Carlo: when sparsity meets sampling

A-L. Haji-Ali; F. Nobile; R. Tempone 

Numerische Mathematik. 2016. Vol. 132, num. 4, p. 767 – 806. DOI : 10.1007/s00211-015-0734-5.

Tensor train approximation of moment equations for elliptic equations with lognormal coefficient

F. Bonizzoni; F. Nobile; D. Kressner 

Computer Methods in Applied Mechanics and Engineering. 2016. Vol. 308, p. 349 – 376. DOI : 10.1016/j.cma.2016.05.026.

A posteriori error estimation for partial differential equations with random input data

D. S. Guignard / F. Nobile; M. Picasso (Dir.)  

Lausanne, EPFL, 2016. 

Efficient approximation of the contact area between rough surfaces

V. Rey; J-F. Molinari; G. Anciaux; F. Nobile; S. Krumscheid 

Engineering Mechanics Institute International Conference, Metz, France, October 25-27, 2016.

Optimization of mesh hierarchies in multilevel Monte Carlo samplers

A-L. Haji-Ali; F. Nobile; E. von Schwerin; R. Tempone 

Stochastic Partial Differential Equations: Analysis and Computations. 2016. Vol. 4, num. 1, p. 76 – 112. DOI : 10.1007/s40072-015-0049-7.

Multi-index Stochastic Collocation for random PDEs

A-L. Haji-Ali; F. Nobile; L. Tamellini; R. Tempone 

Computer Methods in Applied Mechanics and Engineering. 2016. Vol. 306, p. 95 – 122. DOI : 10.1016/j.cma.2016.03.029.

Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs

F. Nobile; L. Tamellini; R. Tempone 

Numerische Mathematik. 2016. Vol. 134, num. 2, p. 343 – 388. DOI : 10.1007/s00211-015-0773-y.

Analytic regularity and collocation approximation for elliptic PDEs with Random domain deformations

J. E. Castrillón-Candás; F. Nobile; R. Tempone 

Computers and Mathematics with Applications. 2016. Vol. 71, num. 6, p. 1173 – 1197. DOI : 10.1016/j.camwa.2016.01.005.

A Multi Level Monte Carlo Algorithm for the Treatment of Geometrical and Operational Uncertainties in Internal and External Aerodynamics

M. Pisaroni; P. Leyland; F. Nobile 

2016. AIAA Aviation – 46th AIAA Fluid Dynamics Conference, Washington, D.C, 13-17 June 2016. DOI : 10.2514/6.2016-4398.

Numerical Approximation of Flows in Random Porous Media

F. Tesei / F. Nobile (Dir.)  

Lausanne, EPFL, 2016. 

Numerical methods for random and stochastic partial differential equations

A. Chernov; A. Debussche; F. Nobile 

Stochastics and Partial Differential Equations Analysis and Computations. 2016. Vol. 4, num. 1, p. 1 – 2. DOI : 10.1007/s40072-016-0073-2.

2015

Adaptive polynomial approximation by means of random discrete least squares

G. Migliorati 

2015. ENUMATH 2013, Lausanne, August 26-30, 2013. p. 547 – 554. DOI : 10.1007/978-3-319-10705-9_54.

Numerical Mathematics and Advanced Applications – ENUMATH 2013

A. Abdulle; S. Deparis; D. Kressner; F. Nobile; M. Picasso 

2015. 

A continuation multilevel Monte Carlo algorithm

N. Collier; A-L. Haji-Ali; F. Nobile; E. von Schwerin; R. Tempone 

BIT Numerical Mathematics. 2015. Vol. 55, num. 2, p. 399 – 432. DOI : 10.1007/s10543-014-0511-3.

Numerical Methods For Uncertainty Quantification

A. Chernov; F. Nobile 

International Journal For Uncertainty Quantification. 2015. Vol. 5, num. 3, p. VII – VIII. DOI : 10.1615/Int.J.UncertaintyQuantification.2015014190.

A Multi Level Monte Carlo Method with Control Variate for elliptic PDEs with log-normal coefficients

F. Tesei; F. Nobile 

Stochastic Partial Differential Equations: Analysis and Computations. 2015. Vol. 3, num. 3, p. 398 – 444. DOI : 10.1007/s40072-015-0055-9.

Analysis and Computation of Hyperbolic PDEs with Random Data

M. Motamed; F. Nobile; R. Tempone 

Encyclopedia of Applied and Computational Mathematics; 2015. p. 51 – 58.

Comparison of Clenshaw-Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs

F. Nobile; L. Tamellini; R. Tempone 

2015. International Conference on Spectral and High-Order Methods 2014 (ICOSAHOM’14), Salt Lake City, June 23-27, 2014. p. 475 – 482. DOI : 10.1007/978-3-319-19800-2_44.

Analysis and computation of the elastic wave equation with random coefficients

M. Motamed; F. Nobile; R. Tempone 

Computers and Mathematics with Applications. 2015. Vol. 70, num. 10, p. 2454 – 2473. DOI : 10.1016/j.camwa.2015.09.013.

Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points

G. Migliorati; F. Nobile; R. Tempone 

Journal of Multivariate Analysis. 2015. Vol. 142, p. 167 – 182. DOI : 10.1016/j.jmva.2015.08.009.

Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs

A. Chkifa; A. Cohen; G. Migliorati; F. Nobile; R. Tempone 

ESAIM: Mathematical Modelling and Numerical Analysis. 2015. Vol. 49, num. 3, p. 815 – 837. DOI : 10.1051/m2an/2014050.

Finite element differential forms on curvilinear cubic meshes and their approximation properties

D. N. Arnold; D. Boffi; F. Bonizzoni 

Numerische Mathematik. 2015. Vol. 129, num. 1, p. 1 – 20. DOI : 10.1007/s00211-014-0631-3.

Data-driven coarse graining in action: Modeling and prediction of complex systems

S. Krumscheid; M. Pradas; G. A. Pavliotis; S. Kalliadasis 

Physical Review E. 2015. Vol. 92, num. 4, p. 042139. DOI : 10.1103/PhysRevE.92.042139.

Multivariate Markov-type and Nikolskii-type inequalities for polynomials associated with downward closed multi-index sets

G. Migliorati 

Journal of Approximation Theory. 2015. Vol. 189, p. 137 – 159. DOI : 10.1016/j.jat.2014.10.010.

Low-rank tensor approximation for high-order correlation functions of Gaussian random fields

D. Kressner; R. Kumar; F. Nobile; C. Tobler 

SIAM/ASA Journal of Uncertainty Quantification. 2015. Vol. 3, num. 1, p. 393 – 416. DOI : 10.1137/140968938.

Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs

E. Musharbash; F. Nobile; T. Zhou 

Siam Journal on Scientific Computing. 2015. Vol. 37, num. 2, p. A776 – A810. DOI : 10.1137/140967787.

Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets

G. Migliorati; F. Nobile 

Journal of Complexity. 2015. Vol. 31, num. 4, p. 517 – 542. DOI : 10.1016/j.jco.2015.02.001.

Blood flow velocity field estimation via spatial regression with PDE penalization

L. Azzimonti; L. M. Sangalli; P. Secchi; M. Domanin; F. Nobile 

Journal of the American Statistical Association. 2015. Vol. 110, num. 511, p. 1057 – 1071. DOI : 10.1080/01621459.2014.946036.

An effective algorithm for the generation of patient-specific Purkinje networks in computational electrocardiology

S. Palamara; C. Vergara; E. Faggiano; F. Nobile 

Journal Of Computational Physics. 2015. Vol. 283, p. 495 – 517. DOI : 10.1016/j.jcp.2014.11.043.

2014

Implementation and analysis of an adaptive multilevel Monte Carlo algorithm

H. Hoel; E. Von Schwerin; A. Szepessy; R. Tempone 

Monte Carlo Methods and Applications. 2014. Vol. 20, num. 1, p. 1 – 41. DOI : 10.1515/mcma-2013-0014.

On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

M. Annunziato; A. Borzì; F. Nobile; R. Tempone 

Applied Mathematics. 2014. Vol. 5, p. 2476 – 2484. DOI : 10.4236/am.2014.516239.

Computational generation of the Purkinje network driven by clinical measurements: The case of pathological propagations

S. Palamara; C. Vergara; D. Catanzariti; E. Faggiano; C. Pangrazzi et al. 

International Journal for Numerical Methods in Biomedical Engineering. 2014. Vol. 30, num. 12, p. 1558 – 1577. DOI : 10.1002/cnm.2689.

A quasi-optimal sparse grids procedure for groundwater flows

J. Beck; F. Nobile; L. Tamellini; R. Tempone 

2014. International Conference on Spectral and High-Order Methods 2012 (ICOSAHOM’12), Gammarth, Tunisia, June 25-29, 2012. p. 1 – 16. DOI : 10.1007/978-3-319-01601-6_1.

Perturbation analysis for the Darcy problem with log-normal permeability

F. Bonizzoni; F. Nobile 

SIAM/ASA Journal on Uncertainty Quantification. 2014. Vol. 2, num. 1, p. 223 – 244. DOI : 10.1137/130949415.

On Nonasymptotic Optimal Stopping Criteria In Monte Carlo Simulations

C. Bayer; H. Hoel; E. Von Schwerin; R. Tempone 

Siam Journal On Scientific Computing. 2014. Vol. 36, num. 2, p. A869 – A885. DOI : 10.1137/130911433.

Inverse modeling of geochemical and mechanical compaction in sedimentary basins through Polynomial Chaos Expansion

G. Porta; L. Tamellini; V. Lever; M. Riva 

Water Resources Research. 2014. Vol. 50, num. 12, p. 9414 – 94. DOI : 10.1002/2014WR015838.

Convergence of quasi-optimal Stochastic Galerkin methods for a class of PDES with random coefficients

J. Beck; F. Nobile; L. Tamellini; R. Tempone 

Computers and Mathematics with Applications. 2014. Vol. 67, num. 4, p. 732 – 751. DOI : 10.1016/j.camwa.2013.03.004.

Mixed Finite Elements for spatial regression with PDE penalization

L. Azzimonti; F. Nobile; L. M. Sangalli; P. Secchi 

SIAM/ASA Journal on Uncertainty Quantification. 2014. Vol. 2, num. 1, p. 305 – . DOI : 10.1137/130925426.

Analysis of Discrete L2 Projection on Polynomial Spaces with Random Evaluations

G. Migliorati; F. Nobile; E. von Schwerin; R. Tempone 

Foundations of Computational Mathematics. 2014. Vol. 14, num. 3, p. 419 – 456. DOI : 10.1007/s10208-013-9186-4.

Model reduction based on proper generalized decomposition for the steady incompressible Navier-Stokes equations

L. Tamellini; O. Le Maitre; A. Nouy 

Siam Journal on Scientific Computing. 2014. Vol. 36, num. 3, p. A1089 – A1117. DOI : 10.1137/120878999.

Patient-specific generation of the Purkinje network driven by clinical measurements of a normal propagation

C. Vergara; S. Palamara; D. Catanzariti; F. Nobile; E. Faggiano et al. 

Medical & Biological Engineering & Computing. 2014. Vol. 52, num. 10, p. 813 – 826. DOI : 10.1007/s11517-014-1183-5.

Inexact accurate partitioned algorithms for fluid-structure interaction problems with finite elasticity in haemodynamics

F. Nobile; M. Pozzoli; C. Vergara 

Journal of Computational Physics. 2014. Vol. 273, p. 598 – 617. DOI : 10.1016/j.jcp.2014.05.020.

Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term

F. Bonizzoni; A. Buffa; F. Nobile 

IMA Journal of Numerical Analysis. 2014. Vol. 34, num. 4, p. 1328 – 1360. DOI : 10.1093/imanum/drt041.

2013

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

G. Migliorati; F. Nobile; E. Von Schwerin; R. Tempone 

SIAM Journal on Scientific Computing. 2013. Vol. 35, num. 3, p. A1440 – A1460. DOI : 10.1137/120897109.

Time accurate partitioned algorithms for the solution of fluid-structure interaction problems in haemodynamics

F. Nobile; M. Pozzoli; C. Vergara 

Computers & Fluids. 2013. Vol. 86, p. 470 – 482. DOI : 10.1016/j.compfluid.2013.07.031.

A stochastic collocation method for the second order wave equation with a discontinuous random speed

M. Motamed; F. Nobile; R. Tempone 

Numerische Mathematik. 2013. Vol. 123, num. 3, p. 493 – 536. DOI : 10.1007/s00211-012-0493-5.

2012

Partitioned Algorithms for Fluid-Structure Interaction Problems in Haemodynamics

F. Nobile; C. Vergara 

Milan Journal Of Mathematics. 2012. Vol. 80, num. 2, p. 443 – 467. DOI : 10.1007/s00032-012-0194-7.

An active strain electromechanical model for cardiac tissue

F. Nobile; A. Quarteroni; R. Ruiz-Baier 

International Journal for Numerical Methods in Biomedical Engineering. 2012. Vol. 28, num. 1, p. 52 – 71. DOI : 10.1002/cnm.1468.

Convergence Analysis For Spectral Approximation To A Scalar Transport Equation With A Random Wave Speed

T. Zhou; T. Tang 

Journal Of Computational Mathematics. 2012. Vol. 30, num. 6, p. 643 – 656. DOI : 10.4208/jcm.1206-m4012.

On the optimal polynomial approximation of stochastic PDEs by Galerkin and Collocation methods

J. Beck; F. Nobile; L. Tamellini; R. Tempone 

Mathematical Models and Methods in Applied Sciences (M3AS). 2012. Vol. 22, num. 9, p. 1250023.1 – 1250023.33. DOI : 10.1142/S0218202512500236.

Sparse spectral approximations for computing polynomial functionals

E. Faou; F. Nobile; C. Vuillot 

2012

2011

A posteriori error estimator for model adaptivity in electrocardiology

L. Mirabella; F. Nobile; A. Veneziani 

Computer Methods In Applied Mechanics And Engineering. 2011. Vol. 200, num. 37-40, p. 2727 – 2737. DOI : 10.1016/j.cma.2010.03.009.

Mathematical modelling for the evolution of aeolian dunes formed by a mixture of sands: entrainment-deposition formulation

M. Pischiutta; L. Formaggia; F. Nobile 

Communications in Applied and Industrial Mathematics. 2011. Vol. 2, num. 2. DOI : 10.1685/journal.caim.377.

Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison

F. Nobile; J. Back; L. Tamellini; R. Tempone 

Spectral and high order methods for partial differential equations : selected papers from the ICOSAHOM ’09 Conference, June 22-26, Trondheim, Norway; Berlin: Springer, 2011. p. 43 – 62.

Multilevel Schwarz methods for elliptic partial differential equations

G. Migliorati; A. Quarteroni 

Computer Methods In Applied Mechanics And Engineering. 2011. Vol. 200, p. 2282 – 2296. DOI : 10.1016/j.cma.2011.03.017.

Electromechanical Coupling In Cardiac Dynamics: The Active Strain Approach

D. Ambrosi; G. Arioli; F. Nobile; A. Quarteroni 

Siam Journal On Applied Mathematics. 2011. Vol. 71, p. 605 – 621. DOI : 10.1137/100788379.

Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients

J. Back; F. Nobile; L. Tamellini; R. Tempone 

ESAIM Proceedings. 2011. Vol. 33, p. 10 – 21. DOI : 10.1051/proc/201133002.

2010

A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

F. Nobile; I. Babuska; R. Tempone 

Siam Review. 2010. Vol. 52, num. 2, p. 317 – 355. DOI : 10.1137/100786356.

Analysis And Optimization Of Robin-Robin Partitioned Procedures In Fluid-Structure Interaction Problems

L. Gerardo-Giorda; F. Nobile; C. Vergara 

Siam Journal On Numerical Analysis. 2010. Vol. 48, num. 6, p. 2091 – 2116. DOI : 10.1137/09076605X.

2009

Robin-Robin preconditioned Krylov methods for fluid-structure interaction problems

S. Badia; F. Nobile; C. Vergara 

Computer Methods In Applied Mechanics And Engineering. 2009. Vol. 198, num. 33-36, p. 2768 – 2784. DOI : 10.1016/j.cma.2009.04.004.

A model-based block-triangular preconditioner for the Bidomain system in electrocardiology

L. Gerardo-Giorda; L. Mirabella; F. Nobile; M. Perego; A. Veneziani 

Journal Of Computational Physics. 2009. Vol. 228, num. 10, p. 3625 – 3639. DOI : 10.1016/j.jcp.2009.01.034.

Coupling strategies for the numerical simulation of blood flow in deformable arteries by 3D and 1D models

F. Nobile 

Mathematical and Computer Modelling. 2009. Vol. 49, num. 11-12, p. 2152 – 2160. DOI : 10.1016/j.mcm.2008.07.019.

Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients

F. Nobile; R. Tempone 

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING. 2009. Vol. 80, num. 6-7, p. 979 – 1006. DOI : 10.1002/nme.2656.

2008

A sparse grid stochastic collocation method for partial differential equations with random input data

F. Nobile; R. Tempone; C. G. Webster 

Siam Journal On Numerical Analysis. 2008. Vol. 46, num. 5, p. 2309 – 2345. DOI : 10.1137/060663660.

An effective fluid-structure interaction formulation for vascular dynamics by generalized Robin conditions

F. Nobile; C. Vergara 

Siam Journal On Scientific Computing. 2008. Vol. 30, num. 2, p. 731 – 763. DOI : 10.1137/060678439.

An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data

F. Nobile; R. Tempone; C. G. Webster 

Siam Journal On Numerical Analysis. 2008. Vol. 46, num. 5, p. 2411 – 2442. DOI : 10.1137/070680540.

Formulation of the static frame problem

I. Babuska; F. Nobile; R. Tempone 

Computer Methods In Applied Mechanics And Engineering. 2008. Vol. 197, p. 2496 – 2499. DOI : 10.1016/j.cma.2007.12.010.

A systematic approach to model validation based on Bayesian updates and prediction related rejection criteria

I. Babuška; F. Nobile; R. Tempone 

Computer Methods in Applied Mechanics and Engineering. 2008. Vol. 197, num. 29-32, p. 2517 – 2539. DOI : 10.1016/j.cma.2007.08.031.

Fluid-structure partitioned procedures based on Robin transmission conditions

S. Badia; F. Nobile; C. Vergara 

Journal Of Computational Physics. 2008. Vol. 227, num. 14, p. 7027 – 7051. DOI : 10.1016/j.jcp.2008.04.006.

2007

A stochastic collocation method for elliptic partial differential equations with random input data

I. Babuska; F. Nobile; R. Tempone 

Siam Journal On Numerical Analysis. 2007. Vol. 45, num. 3, p. 1005 – 1034. DOI : 10.1137/050645142.

Reliability of computational science

I. Babuska; F. Nobile; R. Tempone 

Numerical Methods For Partial Differential Equations. 2007. Vol. 23, num. 4, p. 753 – 784. DOI : 10.1002/num.20263.

On the stability of the coupling of 3d and 1d fluid-structure interaction models for blood flow simulations

L. Formaggia; A. Moura; F. Nobile 

Esaim-Mathematical Modelling And Numerical Analysis-Modelisation Mathematique Et Analyse Numerique. 2007. Vol. 41, num. 4, p. 743 – 769. DOI : 10.1051/m2an:2007039.

2005

Worst-case scenario analysis for elliptic PDEs with uncertainty

I. Babuska; F. Nobile; R. Tempone 

2005. EURODYN, Paris, September 4-7, 2005. p. 889 – 894.

Theory and methodology for estimation and control of errors due to modeling, approximation, and uncertainty

I. Babuska; F. Nobile; Y. S. Feng; R. Tempone; J. T. Oden 

Computer Methods In Applied Mechanics And Engineering. 2005. Vol. 194, num. 2-5, p. 195 – 204. DOI : 10.1016/j.cma.2003.06.003.

Added-mass effect in the design of partitioned algorithms for fluid-structure problems

J. F. Gerbeau; F. Nobile; P. Causin 

Computer Methods In Applied Mechanics And Engineering. 2005. Vol. 194, num. 42-44, p. 4506 – 4527. DOI : 10.1016/j.cma.2004.12.005.

Worst case scenario analysis for elliptic problems with uncertainty

F. Nobile; R. Tempone; I. Babuska 

Numerische Mathematik. 2005. Vol. 101, p. 185 – 219. DOI : 10.1007/s00211-005-0601-x.

2004

Analysis of a subdomain-based error estimator for finite element approximations of elliptic problems

S. Prudhomme; F. Nobile; L. Chamoin; J. T. Oden 

Numerical Methods for Partial Differential Equations. 2004. Vol. 20, num. 2, p. 165 – 192. DOI : 10.1002/num.10082.

Stability analysis of second-order time accurate schemes for ALE-FEM

F. Nobile; L. Formaggia 

Computer Methods In Applied Mechanics And Engineering. 2004. Vol. 193, p. 4097 – 4116. DOI : 10.1016/j.cma.2003.09.028.

2003

A posteriori error estimates for the finite element approximation of the Stokes problem

F. Nobile 

TICAM Report 03-13. 2003. 

Modified fixed point algorithm in fluid–structure interaction

S. Deparis; M. A. Fernández; L. Formaggia; F. Nobile 

Comptes rendus Mecanique. 2003. Vol. 331, num. 8, p. 525 – 530. DOI : 10.1016/S1631-0721(03)00119-0.

2002

Numerical treatment of defective boundary conditions for the Navier-Stokes equations

L. Formaggia; J. F. Gerbeau; F. Nobile; A. Quarteroni 

SIAM Journal on Numerical Analysis. 2002. Vol. 40, num. 1, p. 376 – 401. DOI : 10.1137/S003614290038296X.

2001

On the coupling of 3D and 1D Navier-Stokes equations for flow problems in compliant vessels

L. Formaggia; J. F. Gerbeau; F. Nobile; A. Quarteroni 

Computer Methods in Applied Mechanics and Engineering. 2001. Vol. 191, num. 6-7, p. 561 – 582. DOI : 10.1016/S0045-7825(01)00302-4.

Advances on numerical modelling of blood flow problems

L. Formaggia; F. Nobile 

2001. ECCOMAS 2000.

1999

Fluid structure interaction in blood flow problems

A. Veneziani; F. Nobile 

1999. GAMM meeting, Bremen, 1998. p. S255 – S258. DOI : 10.1002/zamm.19990791367.

A Stability Analysis for the Arbitrary Lagrangian Eulerian Formulation with Finite Elements

F. Nobile; L. Formaggia 

East-West Journal of Numerical Mathematics. 1999. Vol. 7, num. 2, p. 105 – 132.

Multiscale modelling of the circulatory system: a preliminary analysis

L. Formaggia; F. Nobile; A. Quarteroni; A. Veneziani 

1999.  p. 75 – 83. DOI : 10.1007/s007910050030.