In this thesis we propose and analyze algorithms for some numerical linear algebra tasks: finding low-rank approximations of matrices, computing matrix functions, and estimating the trace of matrices.In the first part, we consider algorithms for building ...
We propose the realization of exceptional points (EP) at bound states in the continuum (BIC), with two coupled strips, made of an electron-beam resist and patterned on the thin film photonic integrated platform, which makes possible etchless photonics inte ...
There has been a recent surge of interest in the study of asymptotic reconstruction performance in various cases of generalized linear estimation problems in the teacher-student setting, especially for the case of i.i.d standard normal matrices. Here, we g ...
Since the birth of Information Theory, researchers have defined and exploited various information measures, as well as endowed them with operational meanings. Some were born as a "solution to a problem", like Shannon's Entropy and Mutual Information. Other ...
We study the computational complexity of the optimal transport problem that evaluates the Wasser- stein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in polynomial time in th ...
This paper is concerned with two improved variants of the Hutch++ algorithm for estimating the trace of a square matrix, implicitly given through matrix-vector products. Hutch++ combines randomized low-rank approximation in a first phase with stochastic tr ...
Characteristics of the spent nuclear fuel (SNF) are typically calculated, requiring validation a priori. The validation process relies on the difference between calculations and measurements, namely the bias. Usually, predicting the bias based on benchmark ...
This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for performing low-rank up ...
The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...
The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random realizations. Despite its ...
