Electric vehicle charging facilities offer their capacity constrained electric charge and parking to users for a fee. As electric vehicle adoption grows, so too does the potential for excessive resource utilization. In this paper, we study how prices set b ...
Modern digital connectivity has necessitated the creation of robust methods for securely storing and transferring data. At the heart of all security infrastructure is the random number generator (RNG). While random numbers find use in a variety of applicat ...
In this paper, we consider the first eigenvalue.1(O) of the Grushin operator.G :=.x1 + |x1|2s.x2 with Dirichlet boundary conditions on a bounded domain O of Rd = R d1+ d2. We prove that.1(O) admits a unique minimizer in the class of domains with prescribed ...
The objective of this paper is to investigate a new numerical method for the approximation of the self-diffusion matrix of a tagged particle process defined on a grid. While standard numerical methods make use of long-time averages of empirical means of de ...
We present a framework for performing regression when both covariate and response are probability distributions on a compact and convex subset of Rd. Our regression model is based on the theory of optimal transport and links the conditional Fr'echet m ...
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 ...
In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a deterministic parame ...
We study the problem of identifying the source of a stochastic diffusion process spreading on a graph based on the arrival times of the diffusion at a few queried nodes. In a graph G=(V,E), an unknown source node v∗∈V is drawn uniformly at random, ...
Although our work lies in the field of random processes, this thesis was originally motivated by signal processing applications, mainly the stochastic modeling of sparse signals. We develop a mathematical study of the innovation model, under which a signal ...
We study the behaviour of a natural measure defined on the leaves of the genealogical tree of some branching processes, namely self-similar growth-fragmentation processes. Each particle, or cell, is attributed a positive mass that evolves in continuous tim ...
In this work, we focus on the Dynamical Low Rank (DLR) approximation of PDEs equations with random parameters. This can be interpreted as a reduced basis method, where the approximate solution is expanded in separable form over a set of few deterministic b ...
We consider elliptic random walks in i.i.d. random environments on . The main goal of this paper is to study under which ellipticity conditions local trapping occurs. Our main result is to exhibit an ellipticity criterion for ballistic behavior which exten ...
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 ...
In this paper, we propose a multi-fidelity approach for parameter estimation problems based on Physics-Informed Neural Networks (PINNs). The proposed methods apply to models expressed by linear or nonlinear differential equations, whose parameters need to ...
We introduce the "continuized" Nesterov acceleration, a close variant of Nesterov acceleration whose variables are indexed by a continuous time parameter. The two variables continuously mix following a linear ordinary differential equation and take gradien ...
We show that algebraic proofs are hard to find: Given an unsatisfiable CNF formula F, it is NP-hard to find a refutation of F in the Nullstellensatz, Polynomial Calculus, or Sherali-Adams proof systems in time polynomial in the size of the shortest such re ...
Several non-linear behaviors in scales space, in the framework of Scale Relativity Theory, are highlighted. All these are possible through the employment of fractal-type Airy functions, which allow a revaluation of the wave/corpuscle duality, from the pers ...
This thesis is devoted to the derivation of error estimates for partial differential equations with random input data, with a focus on a posteriori error estimates which are the basis for adaptive strategies. Such procedures aim at obtaining an approximati ...
We study the homogenization problem for the system of equations of dynamics of a mixture of liquid crystals with random structure. We consider a simplified form of the Ericksen-Leslie equations for an incompressible medium with inhomogeneous density with r ...
Testing for mutual independence among several random vectors is a challenging problem, and in recent years, it has gained significant attention in statistics and machine learning literature. Most of the existing tests of independence deal with only two ran ...