Publications by Fabio Nobile | EPFL Graph Search

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We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDE) with random data, where the random coefficient is parametrized by means of a countable sequence of term ...

We consider an optimal control problem (OCP) for a partial differential equation (PDE) with random coefficients. The optimal control function is a deterministic, distributed forcing term that minimizes an expected quadratic regularized loss functional. For ...

We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation with random data, where the random coefficient is parametrized by means of a countable sequence of terms in a suitable expansion. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data and, naturally, the error analysis uses the joint regularity of the solution both with respect to the ph

We analyse the problem of approximating a multivariate function by discrete least-squares projection on a polynomial space starting from random, noise-free observations. An area of possible application of such technique is Uncertainty Quantification (UQ) f ...

In this work we provide a convergence analysis for the quasi-optimal version of the sparse-grids stochastic collocation method we presented in a previous work: “On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods” ...

Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distribution of sample locations, the number of samples required to achieve quasi ...

We consider the numerical approximation of an optimal control problem for an elliptic Partial Differential Equation (PDE) with random coefficients. Specifically, the control function is a deterministic, distributed forcing term that minimizes the expected ...

In this work we address the issue of validating the monodomain equation used in combination with the Bueno-Orovio ionic model for the prediction of the activation times in cardiac electro-physiology of the left ventricle. To this aim, we consider four pati ...

We analyze the accuracy of the discrete least-squares approximation of a function u in multivariate polynomial spaces

P_\Lambda := span\{y \mapsto y^\nu | \nu \in \Lambda\}

with

\Lambda\subset N_0^d

over the domain

\Gamma := [-1,1]^d

, based on the sampling of this function at points

y^1,...,y^m \in \Gamma

. The samples are independently drawn according to a given probability density

\rho

belonging to the class of multivariate beta densities, which includes the uniform and Chebyshev densities as par

In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical space and depends on a finite number of random variables. The numerical scheme consists of a finite difference or finite element method in the physical space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the prob

This work dealt with the assessment of a computational tool to estimate the electrical activation in the left ventricle focusing on the latest electrically activated segment (LEAS) in patients with left bundle branch block and possible myocardial fibrosis. ...

We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of optimal control problems (OCPs) constrained by random partial differential equ ...

We consider the numerical approximation of a risk-averse optimal control problem for an elliptic partial differential equation (PDE) with random coefficients. Specifically, the control function is a deterministic, dis- tributed forcing term that minimizes ...

In this work, we tackle the problem of minimising the Conditional-Value-at-Risk (CVaR) of output quantities of complex differential models with random input data, using gradient-based approaches in combination with the Multi-Level Monte Carlo (MLMC) method ...

We study the accuracy of the discrete least-squares approximation on a finite dimensional space of a real-valued target function from noisy pointwise evaluations at independent random points distributed according to a given sampling probability measure. The convergence estimates are given in mean-square sense with respect to the sampling measure. The noise may be correlated with the location of the evaluation and may have nonzero mean (offset). We consider both cases of bounded or square-integrable noise /

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 ...

The challenges for non-intrusive methods for Polynomial Chaos modeling lie in the computational efficiency and accuracy under a limited number of model simulations. These challenges can be addressed by enforcing sparsity in the series representation throug ...

Motivated by the numerical treatment of parametric and stochastic PDEs, we analyze the least-squares method for polynomial approximation of multivariate func- tions based on random sampling according to a given probability measure. Recent work has shown that in the univariate case, the least-squares method is quasi-optimal in expec- tation in [8] and in probability in [20], under suitable conditions that relate the number of samples with respect to the dimension of the polynomial space. Here \quasi-optimal"

We present a theoretical and numerical analysis of Monte Carlo methods for the estimation of statistical moments of random variables

X:Ω\rightarrow E

taking values in a Banach space

E

. For practical computation, we consider finite-dimensional approximation subspaces

{(E_\ell)_{\ell\in\mathbb{N}}\subset E}

of increasing dimension. We develop a refined error analysis that explicitly accounts for a dependence of the Rademacher type constants on the dimension of

E_\ell

, leading to novel complexity resul

Fabio Nobile

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

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

PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA

MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

Analysis of Discrete L2 Projection on Polynomial Spaces with Random Evaluations

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

Multilevel weighted least squares polynomial approximation

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

Integration of activation maps of epicardial veins in computational cardiac electrophysiology

MATHICSE Technical Report : Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension

MATHICSE Technical Report : A stochastic collocation method for the second order wave equation with a discontiuous random speed

Computational electrophysiology of the coronary sinus branches based on electro-anatomical mapping for the prediction of the latest activated region

A Combination Technique for Optimal Control Problems Constrained by Random PDEs

MATHICSE Technical Report : Analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters

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

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

Symplectic dynamical low rank approximation of wave equations with random parameters

Sparse Polynomial Chaos expansions using variational relevance vector machines

MATHICSE Technical Report : Discrete least squares polynomial approximation with random evaluations – application to parametric and stochastic elliptic PDES

Optimized multilevel Monte Carlo methods in Banach spaces