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Concept

Processus stochastique

Publications associées (32)

Autocatalysis and CO2: Carbon Capture and Utilization (CCU) Meets Natural Processes

Paul Joseph Dyson, Martin Hulla, Jorge Gustavo Uranga

Autocatalytic reactions were proposed to play a key role at the beginning of life starting from the first reduction of CO2 to formate, acetate and C-1-C-4 hydrocarbons. In carbon capture and utilization (CCU) processes, the same reactions were demonstrated ...

Wiley-VCH Verlag2023

Wind, Hail, and Climate Extremes: Modelling and Attribution Studies for Environmental Data

Ophélia Mireille Anna Miralles

This thesis presents work at the junction of statistics and climate science. We first provide methodology for use by climate scientists when performing fast event attribution using extreme value theory, and then describe two interdisciplinary projects in c ...

EPFL2023

Lp-regularity theory for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity

Jaeyun Yi

We study the existence, uniqueness, and regularity of the solution to the stochastic reaction-diffusion equation (SRDE) with colored noise F-center dot:partial derivative(t)u = aijuxixj +biuxi + cu - bu1+beta +xi u1+gamma F-center dot, (t, x) is ...

Academic Press Inc Elsevier Science2023

Stochastic Models for Comparison-based Search

Daniyar Chumbalov

In this thesis we study a problem of searching in a space of objects using comparisons. To navigate through the space to the target object

t

, we ask a sequence of questions of the form ``which object

i

j

is closer to

t

?'' for which we observe no ...

EPFL2023

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

Fabio Nobile, Juan Pablo Madrigal Cianci

In this work, we present, analyze, and implement a class of multilevel Markov chain Monte Carlo(ML-MCMC) algorithms based on independent Metropolis--Hastings proposals for Bayesian inverse problems. In this context, the likelihood function involves solving ...

2023

On a Finite-Size Neuronal Population Equation

Tilo Schwalger, Valentin Marc Schmutz

Population equations for infinitely large networks of spiking neurons have a long tradition in theoret-ical neuroscience. In this work, we analyze a recent generalization of these equations to populations of finite size, which takes the form of a nonlinear ...

SIAM PUBLICATIONS2023

Millimeter-wave to near-terahertz sensors based on reversible insulator-to-metal transition in VO2

Mihai Adrian Ionescu, Teodor Rosca, Fatemeh Qaderi Rahaqi

In the quest for low power bio-inspired spiking sensors, functional oxides like vanadium dioxide are expected to enable future energy efficient sensing. Here, we report uncooled millimeter-wave spiking detectors based on the sensitivity of insulator-to-met ...

SPRINGERNATURE2023

Tensor approximation of the self-diffusion matrix of tagged particle processes

Christoph Max Strössner

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 ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2023

Low-Rank Tensor Methods for High-Dimensional Problems

Christoph Max Strössner

In this thesis, we propose and analyze novel numerical algorithms for solving three different high-dimensional problems involving tensors. The commonality of these problems is that the tensors can potentially be well approximated in low-rank formats. Ident ...

EPFL2023

Adaptive Laser Welding Control: A Reinforcement Learning Approach

Giulio Masinelli, Silvio Zanoli

Despite extensive research efforts in the field of laser welding, the imperfect repeatability of the weld quality still represents an open topic. Indeed, the inherent complexity of the underlying physical phenomena prevents the implementation of an effecti ...

2020

Robust optimization of control parameters for WEC arrays using stochastic methods

Tommaso Vanzan

This work presents a new computational optimization framework for the robust control of parks of Wave Energy Converters (WEC) in irregular waves. The power of WEC parks is maximized with respect to the individual control damping and stiffness coefficients ...

Journal of Computational Physics2023

Constrained expectation-maximization algorithm for stochastic inertial error modeling: study of feasibility

Jan Skaloud, Stéphane Guerrier, Yannick Stebler

Stochastic modeling is a challenging task for low-cost sensors whose errors can have complex spectral structures. This makes the tuning process of the INS/GNSS Kalman filter often sensitive and difficult. For example, first-order Gauss–Markov processes are ...

IOP Publishing2011