2024
A multigrid method for PDE-constrained optimization with uncertain inputs
Journal of Scientific Computing. 2024. Vol. 101. DOI : 10.1007/s10915-024-02646-7.Dynamical Low-Rank Approximation for Stochastic Differential Equations
Mathematics of Computation. 2024. Vol. Online. DOI : 10.1090/mcom/3999.Unbiased Likelihood Estimation of Wright–Fisher Diffusion Processes
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
2024
Petrov-Galerkin Dynamical Low Rank Approximation: SUPG stabilisation of advection-dominated problems
2024.A Combination Technique for Optimal Control Problems Constrained by Random PDEs
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
2024.2023
Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method
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
International Journal For Numerical Methods In Engineering. 2023. DOI : 10.1002/nme.7305.Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings
SIAM/ASA Journal on Uncertainty Quantification. 2023. Vol. 11, num. 1, p. 91 – 138. DOI : 10.1137/21M1420927.Density estimation in RKHS with application to Korobov spaces in high dimensions
Siam Journal On Numerical Analysis. 2023. Vol. 61, num. 2, p. 1080 – 1102. DOI : 10.1137/22M147476X.Quantifying uncertain system outputs via the multi-level Monte Carlo method — distribution and robustness measures
International Journal for Uncertainty Quantification. 2023. Vol. 13, num. 5, p. 61 – 98. DOI : 10.1615/Int.J.UncertaintyQuantification.2023045259.Preconditioners for robust optimal control problems under uncertainty
Numerical Linear Algebra with Applications. 2023. Vol. 30, num. 2, p. e2472. DOI : 10.1002/nla.2472.2022
Stable high-order randomized cubature formulae in arbitrary dimension
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
Journal of Mathematics in Industry. 2022. Vol. 12, num. 2. DOI : 10.1186/s13362-021-00117-4.Some first results on the consistency of spatial regression with partial differential equation regularization
Statistica Sinica. 2022. Vol. 32, num. 1, p. 209 – 238. DOI : 10.5705/ss.202019.0346.Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation
Lausanne, EPFL, 2022.Dynamical low rank approximation for uncertainty quantification of time-dependent problems
Lausanne, EPFL, 2022.HIERARCHICAL MARKOV CHAIN MONTE CARLO METHODS FOR BAYESIAN INVERSE PROBLEMS
Lausanne, EPFL, 2022.Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification
Numerische Mathematik. 2022. Vol. 150, p. 33 – 77. DOI : 10.1007/s00211-021-01242-3.Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation
SIAM/ASA Journal on Uncertainty Quantification. 2022. Vol. 10, num. 4, p. 1601 – 1628. DOI : 10.1137/21M1429047.Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes
Lausanne, EPFL, 2022.2021
Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations
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
2021
Non-intrusive double-greedy parametric model reduction by interpolation of frequency-domain rational surrogates
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
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
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
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
Advances In Computational Mathematics. 2021. Vol. 47, num. 3, p. 40. DOI : 10.1007/s10444-021-09859-6.Frequency-Domain Non-intrusive Greedy Model Order Reduction Based on Minimal Rational Approximation
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
SIAM/ASA Journal on Uncertainty Quantification. 2021. Vol. 9, num. 3, p. 979 – 1012. DOI : 10.1137/18M1224076.Wavelet-Fourier CORSING techniques for multidimensional advection-diffusion-reaction equations
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
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
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
Lausanne, EPFL, 2021.A Posteriori Error Estimation for the Stochastic Collocation Finite Element Approximation of the Heat Equation with Random Coefficients
2021. Sparse Grids and Applications, Munich, 2018. DOI : 10.1007/978-3-030-81362-8_6.2020
Integration of activation maps of epicardial veins in computational cardiac electrophysiology
Computers In Biology And Medicine. 2020. Vol. 127, p. 104047. DOI : 10.1016/j.compbiomed.2020.104047.MATHICSE Technical Report : Frequency-domain non-intrusive greedy Model Order Reduction based on minimal rational approximation
2020
Frequency-domain non-intrusive greedy Model Order Reduction based on minimal rational approximation
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
2020
Symplectic dynamical low rank approximation of wave equations with random parameters
BIT Numerical Mathematics. 2020. Vol. 60, p. 1153 – 1201. DOI : 10.1007/s10543-020-00811-6.Fast Least-Squares Padé approximation of problems with normal operators and meromorphic structure
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
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
Computers & Mathematics with Applications. 2020. Vol. 80, num. 12, p. 2925 – 2947. DOI : 10.1016/j.camwa.2020.10.014.Multilevel weighted least squares polynomial approximation
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
Journal of Computational Physics. 2020. Vol. 416, p. 109498. DOI : 10.1016/j.jcp.2020.109498.Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation
Journal of Computational Physics. 2020. Vol. 414, p. 109466. DOI : 10.1016/j.jcp.2020.109466.2019
Continuation Multilevel Monte Carlo Evolutionary Algorithm for Robust Aerodynamic Shape Design
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
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
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
Lausanne, EPFL, 2019.2018
Dual Dynamically Orthogonal approximation of incompressible Navier Stokes equations with random boundary conditions
Journal of Computational Physics. 2018. Vol. 354, p. 135 – 162. DOI : 10.1016/j.jcp.2017.09.061.A theoretical study of COmpRessed SolvING for advection-diffusion-reaction problems
Mathematics of Computation. 2018. Vol. 87, p. 1 – 38. DOI : 10.1090/mcom/3209.Multilevel Monte Carlo Approximation of Functions
SIAM/ASA Journal on Uncertainty Quantification. 2018. Vol. 6, num. 3, p. 1256 – 1293. DOI : 10.1137/17M1135566.Uncertainty Quantification of geochemical and mechanical compaction in layered sedimentary basins
Computer Methods in Applied Mechanics and Engineering. 2018. Vol. 328, p. 122 – 146. DOI : 10.1016/j.cma.2017.08.049.Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
Numerische Mathematik. 2018. Vol. 139, num. 1, p. 247 – 280. DOI : 10.1007/s00211-017-0932-4.Convergence analysis of Padé approximations for Helmholtz frequency response problems
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
SIAM Journal on Numerical Analysis. 2018. Vol. 56, num. 5, p. 3121 – 3143. DOI : 10.1137/17M1155454.2017
MATHICSE Technical Report : Continuation Multi-Level Monte-Carlo method for Uncertainty Quantification in Turbulent Compressible Aerodynamics Problems modeled by RANS
2017
A posteriori error estimation for the steady Navier-Stokes equations in random domains
Computer Methods in Applied Mechanics and Engineering. 2017. Vol. 313, p. 483 – 511. DOI : 10.1016/j.cma.2016.10.008.Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension
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
Lausanne, EPFL, 2017.On uncertainty quantification in hydrogeology and hydrogeophysics
Advances in Water Resources. 2017. Vol. 110, p. 166 – 181. DOI : 10.1016/j.advwatres.2017.10.014.A Continuation Multi Level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics
Computer Methods in Applied Mechanics and Engineering. 2017. Vol. 326, p. 20 – 50. DOI : 10.1016/j.cma.2017.07.030.Dynamical Low Rank approximation of PDEs with random parameters
Lausanne, EPFL, 2017.A Multilevel Monte Carlo Evolutionary Algorithm for Robust Aerodynamic Shape Design
2017. 18th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, Denver, Colorado, USA, 5-9 June 2017. DOI : 10.2514/6.2017-3329.2016
Multi-index Stochastic Collocation for random PDEs
Computer Methods in Applied Mechanics and Engineering. 2016. Vol. 306, p. 95 – 122. DOI : 10.1016/j.cma.2016.03.029.Optimization of mesh hierarchies in multilevel Monte Carlo samplers
Stochastic Partial Differential Equations: Analysis and Computations. 2016. Vol. 4, num. 1, p. 76 – 112. DOI : 10.1007/s40072-015-0049-7.Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs
Numerische Mathematik. 2016. Vol. 134, num. 2, p. 343 – 388. DOI : 10.1007/s00211-015-0773-y.A posteriori error estimations for elliptic partial differential equations with small uncertainties
Numerical Methods for Partial Differential Equations. 2016. Vol. 32, num. 1, p. 175 – 212. DOI : 10.1002/num.21991.Efficient approximation of the contact area between rough surfaces
Engineering Mechanics Institute International Conference, Metz, France, October 25-27, 2016.Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
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
Sparse Grids and Applications – Stuttgart 2014; Berlin: Springer, 2016. p. 191 – 220.Numerical methods for random and stochastic partial differential equations
Stochastics and Partial Differential Equations Analysis and Computations. 2016. Vol. 4, num. 1, p. 1 – 2. DOI : 10.1007/s40072-016-0073-2.Multi-index Monte Carlo: when sparsity meets sampling
Numerische Mathematik. 2016. Vol. 132, num. 4, p. 767 – 806. DOI : 10.1007/s00211-015-0734-5.Numerical Approximation of Flows in Random Porous Media
Lausanne, EPFL, 2016.Analytic regularity and collocation approximation for elliptic PDEs with Random domain deformations
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
2016. AIAA Aviation – 46th AIAA Fluid Dynamics Conference, Washington, D.C, 13-17 June 2016. DOI : 10.2514/6.2016-4398.A posteriori error estimation for partial differential equations with random input data
Lausanne, EPFL, 2016.Tensor train approximation of moment equations for elliptic equations with lognormal coefficient
Computer Methods in Applied Mechanics and Engineering. 2016. Vol. 308, p. 349 – 376. DOI : 10.1016/j.cma.2016.05.026.2015
Blood flow velocity field estimation via spatial regression with PDE penalization
Journal of the American Statistical Association. 2015. Vol. 110, num. 511, p. 1057 – 1071. DOI : 10.1080/01621459.2014.946036.Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs
Siam Journal on Scientific Computing. 2015. Vol. 37, num. 2, p. A776 – A810. DOI : 10.1137/140967787.Low-rank tensor approximation for high-order correlation functions of Gaussian random fields
SIAM/ASA Journal of Uncertainty Quantification. 2015. Vol. 3, num. 1, p. 393 – 416. DOI : 10.1137/140968938.An effective algorithm for the generation of patient-specific Purkinje networks in computational electrocardiology
Journal Of Computational Physics. 2015. Vol. 283, p. 495 – 517. DOI : 10.1016/j.jcp.2014.11.043.Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets
Journal of Complexity. 2015. Vol. 31, num. 4, p. 517 – 542. DOI : 10.1016/j.jco.2015.02.001.Adaptive polynomial approximation by means of random discrete least squares
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
2015.A continuation multilevel Monte Carlo algorithm
BIT Numerical Mathematics. 2015. Vol. 55, num. 2, p. 399 – 432. DOI : 10.1007/s10543-014-0511-3.Numerical Methods For Uncertainty Quantification
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
Stochastic Partial Differential Equations: Analysis and Computations. 2015. Vol. 3, num. 3, p. 398 – 444. DOI : 10.1007/s40072-015-0055-9.Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
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
ESAIM: Mathematical Modelling and Numerical Analysis. 2015. Vol. 49, num. 3, p. 815 – 837. DOI : 10.1051/m2an/2014050.Analysis and Computation of Hyperbolic PDEs with Random Data
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
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
Computers and Mathematics with Applications. 2015. Vol. 70, num. 10, p. 2454 – 2473. DOI : 10.1016/j.camwa.2015.09.013.2014
Analysis of Discrete L2 Projection on Polynomial Spaces with Random Evaluations
Foundations of Computational Mathematics. 2014. Vol. 14, num. 3, p. 419 – 456. DOI : 10.1007/s10208-013-9186-4.Mixed Finite Elements for spatial regression with PDE penalization
SIAM/ASA Journal on Uncertainty Quantification. 2014. Vol. 2, num. 1, p. 305 – . DOI : 10.1137/130925426.Perturbation analysis for the Darcy problem with log-normal permeability
SIAM/ASA Journal on Uncertainty Quantification. 2014. Vol. 2, num. 1, p. 223 – 244. DOI : 10.1137/130949415.On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks
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
International Journal for Numerical Methods in Biomedical Engineering. 2014. Vol. 30, num. 12, p. 1558 – 1577. DOI : 10.1002/cnm.2689.Inexact accurate partitioned algorithms for fluid-structure interaction problems with finite elasticity in haemodynamics
Journal of Computational Physics. 2014. Vol. 273, p. 598 – 617. DOI : 10.1016/j.jcp.2014.05.020.A quasi-optimal sparse grids procedure for groundwater flows
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.Patient-specific generation of the Purkinje network driven by clinical measurements of a normal propagation
Medical & Biological Engineering & Computing. 2014. Vol. 52, num. 10, p. 813 – 826. DOI : 10.1007/s11517-014-1183-5.Convergence of quasi-optimal Stochastic Galerkin methods for a class of PDES with random coefficients
Computers and Mathematics with Applications. 2014. Vol. 67, num. 4, p. 732 – 751. DOI : 10.1016/j.camwa.2013.03.004.Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term
IMA Journal of Numerical Analysis. 2014. Vol. 34, num. 4, p. 1328 – 1360. DOI : 10.1093/imanum/drt041.2013
A stochastic collocation method for the second order wave equation with a discontinuous random speed
Numerische Mathematik. 2013. Vol. 123, num. 3, p. 493 – 536. DOI : 10.1007/s00211-012-0493-5.Time accurate partitioned algorithms for the solution of fluid-structure interaction problems in haemodynamics
Computers & Fluids. 2013. Vol. 86, p. 470 – 482. DOI : 10.1016/j.compfluid.2013.07.031.Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces
SIAM Journal on Scientific Computing. 2013. Vol. 35, num. 3, p. A1440 – A1460. DOI : 10.1137/120897109.2012
Partitioned Algorithms for Fluid-Structure Interaction Problems in Haemodynamics
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
International Journal for Numerical Methods in Biomedical Engineering. 2012. Vol. 28, num. 1, p. 52 – 71. DOI : 10.1002/cnm.1468.On the optimal polynomial approximation of stochastic PDEs by Galerkin and Collocation methods
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
2012