Only Fabio Nobile’s Publications
2024
A Streamline Upwind Petrov-Galerkin Reduced Order Method for Advection-Dominated Partial Differential Equations Under Optimal Control
Computational Methods In Applied Mathematics. 2024-04-24. DOI : 10.1515/cmam-2023-0171.A Method of Moments Estimator for Interacting Particle Systems and their Mean Field Limit
Siam-Asa Journal On Uncertainty Quantification. 2024-01-01. Vol. 12, num. 2, p. 262-288. DOI : 10.1137/22M153848X.Error estimates for SUPG-stabilised Dynamical Low Rank Approximations
2024.Network-based kinetic models: Emergence of a statistical description of the graph topology
European Journal Of Applied Mathematics. 2024-02-02. DOI : 10.1017/S0956792524000020.2023
Dynamically Orthogonal Approximation for Stochastic Differential Equations
2023-08-23. p. 32. DOI : 10.48550/arXiv.2308.11581.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. 2023-06-09. DOI : 10.1002/nme.7305.Density estimation in RKHS with application to Korobov spaces in high dimensions
Siam Journal On Numerical Analysis. 2023-01-01. Vol. 61, num. 2, p. 1080-1102. DOI : 10.1137/22M147476X.Robust optimization of control parameters for WEC arrays using stochastic methods
Journal Of Computational Physics. 2023. Vol. 493, p. 112478.Homogenization results for the generator of multiscale Langevin dynamics in weighted Sobolev spaces
Ima Journal Of Applied Mathematics. 2023-02-16. Vol. 88, num. 1, p. 67-101. DOI : 10.1093/imamat/hxad003.Unbiased likelihood-based estimation of Wright-Fisher diffusion processes
2023-03-09. 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Linz, Austria, July 17-21, 2022. DOI : 10.48550/arXiv.2303.05390.A multigrid method for PDE-constrained optimization with uncertain inputs
2023-02-27.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.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.Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method
Journal of Computational Physics. 2023-12-15. Vol. 495, num. 112523. DOI : 10.1016/j.jcp.2023.112523.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.On the nonlinear Dirichlet-Neumann method and preconditioner for Newton’s method
2023. 26th International Domain Decomposition Conference (DD26), [Online edition] Honk Kong, China, December 7 – 12, 2020. p. 381–389. DOI : 10.1007/978-3-030-95025-5_40.A numerical algorithm based on probing to find optimized transmission conditions
2023. 26th International Domain Decomposition Conference (DD26), [Online edition] Honk Kong, China, December 7 – 12, 2020. p. 597–605. DOI : 10.1007/978-3-030-95025-5_65.On the asymptotic optimality of spectral coarse spaces
2023. 26th International Domain Decomposition Conference (DD26), [Online edition] Honk Kong, China, December 7 – 12, 2020. p. 187–195. DOI : 10.1007/978-3-030-95025-5_18.2022
Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit
Siam Journal On Applied Dynamical Systems. 2022-01-01. Vol. 21, num. 4, p. 2338-2370. DOI : 10.1137/21M1464348.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.Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation
Lausanne, EPFL, 2022.A combination technique for optimal control problems constrained by random PDEs
2022-11-01
Dynamical low rank approximation for uncertainty quantification of time-dependent problems
Lausanne, EPFL, 2022.Linear and nonlinear substructured Restricted Additive Schwarz iterations and preconditioning
Numerical Algorithms. 2022-04-22. Vol. 91, p. 81–107. DOI : 10.1007/s11075-022-01255-5.Spectral Coarse Spaces for the Substructured Parallel Schwarz Method
Journal of Scientific Computing. 2022-04-16. Vol. 91, p. 69. DOI : 10.1007/s10915-022-01840-9.HIERARCHICAL MARKOV CHAIN MONTE CARLO METHODS FOR BAYESIAN INVERSE PROBLEMS
Lausanne, EPFL, 2022.Tensor-Based Numerical Method For Stochastic Homogenization
Multiscale Modeling & Simulation. 2022-01-01. Vol. 20, num. 1, p. 36-71. DOI : 10.1137/18M1191221.A technique for non-intrusive greedy piecewise-rational model reduction of frequency response problems over wide frequency bands
Journal of Mathematics in Industry. 2022-01-03. Vol. 12, num. 2. DOI : 10.1186/s13362-021-00117-4.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.Substructured Two-grid and Multi-grid Domain Decomposition Methods
Numerical Algorithms. 2022-03-13. Vol. 91, p. 413–448. DOI : 10.1007/s11075-022-01268-0.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.Stable high-order randomized cubature formulae in arbitrary dimension
Journal of Approximation Theory. 2022-03-01. Vol. 275, p. 105706. DOI : 10.1016/j.jat.2022.105706.2021
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.Frequency-Domain Non-intrusive Greedy Model Order Reduction Based on Minimal Rational Approximation
2021-01-01. 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.Rational-based model order reduction of Helmholtz frequency response problems with adaptive finite element snapshots
2021
Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations
Numerische Mathematik. 2021-11-17. Vol. 149, num. 4, p. 973-1024. DOI : 10.1007/s00211-021-01241-4.Model order reduction based on functional rational approximants for parametric PDEs with meromorphic structure
Lausanne, EPFL, 2021.Generalized parallel tempering on Bayesian inverse problems
Statistics And Computing. 2021-09-01. Vol. 31, num. 5, p. 67. DOI : 10.1007/s11222-021-10042-6.Non-intrusive double-greedy parametric model reduction by interpolation of frequency-domain rational surrogates
ESAIM: Mathematical Modelling and Numerical Analysis. 2021-09-17. Vol. 55, num. 5, p. 1895-1920. DOI : 10.1051/m2an/2021040.Complexity analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters
ESAIM: Mathematical Modelling and Numerical Analysis. 2021-08-03. Vol. 55, num. 4, p. 1599-1633. DOI : 10.1051/m2an/2021025.Function Integration, Reconstruction And Approximation Using Rank-1 Lattices
Mathematics Of Computation. 2021-07-01. 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. 2021-06-01. Vol. 47, num. 3, p. 40. DOI : 10.1007/s10444-021-09859-6.Shape optimization for a noise reduction problem by non-intrusive parametric reduced modeling
2021-03-11. 14th WCCM-ECCOMAS Congress, Virtual Congress, January 11-15, 2021. DOI : 10.23967/wccm-eccomas.2020.300.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.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.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.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 : 10.1137/18M1224076.2020
Integration of activation maps of epicardial veins in computational cardiac electrophysiology
Computers In Biology And Medicine. 2020-12-01. Vol. 127, p. 104047. DOI : 10.1016/j.compbiomed.2020.104047.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.Interpolatory Rational Model Order Reduction of Parametric Problems Lacking Uniform Inf-Sup Stability
SIAM Journal on Numerical Analysis. 2020-08-12. Vol. 58, num. 4, p. 2265-2293. DOI : 10.1137/19M1269695.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.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.Numerical methods for conservation laws with rough flux
Stochastics And Partial Differential Equations-Analysis And Computations. 2020-03-01. Vol. 8, num. 1, p. 186-261. DOI : 10.1007/s40072-019-00145-7.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.Multilevel weighted least squares polynomial approximation
ESAIM: Mathematical Modelling and Numerical Analysis. 2020. Vol. 54, p. 649-677. DOI : 10.1051/m2an/2019045.MATHICSE Technical Report : A Multilevel Stochastic Gradient method for PDE-constrained Optimal Control Problems with uncertain parameters
2020-01-09
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/s10444-020-09749-3.2019
Distributed sampling for rational approximation of the acoustic scattering of an airfoil
2019-11-18. 90th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM), Vienna, Austria, Feb 18-22, 2019. DOI : 10.1002/pamm.201900422.Central limit theorems for multilevel Monte Carlo methods
Journal Of Complexity. 2019-10-01. Vol. 54, p. 101407. DOI : 10.1016/j.jco.2019.05.001.Compressive sensing adaptation for polynomial chaos expansions
Journal Of Computational Physics. 2019-03-01. Vol. 380, p. 29-47. DOI : 10.1016/j.jcp.2018.12.010.Stochastic approximation methods for PDE constrained optimal control problems with uncertain parameters
Lausanne, EPFL, 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.2018.09.006.2018
Bayesian adaptation of chaos representations using variational inference and sampling on geodesics
Proceedings Of The Royal Society A-Mathematical Physical And Engineering Sciences. 2018-09-01. Vol. 474, num. 2217, p. 20180285. DOI : 10.1098/rspa.2018.0285.Path-dependent convex conservation laws
JOURNAL OF DIFFERENTIAL EQUATIONS. 2018. Vol. 265, num. 6, p. 2708-2744. DOI : 10.1016/j.jde.2018.04.045.Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data
Mathematical Models and Methods in Applied Sciences. 2018. Vol. 28, num. 08, p. 1565-1597. DOI : 10.1142/S0218202518500434.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.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.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.Multilevel Monte Carlo Approximation of Functions
SIAM/ASA Journal on Uncertainty Quantification. 2018. Vol. 6, num. 3, p. 1256-1293. DOI : 10.1137/17M1135566.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.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 theoretical study of COmpRessed SolvING for advection-diffusion-reaction problems
Mathematics of Computation. 2018. Vol. 87, p. 1-38. DOI : 10.1090/mcom/3209.2017
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.Influence of Ablation on Vacuum-Ultraviolet Radiation in a Plasma Wind Tunnel Flow
Journal Of Thermophysics And Heat Transfer. 2017. Vol. 31, num. 3, p. 575-585. DOI : 10.2514/1.T4936.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.MATHICSE Technical Report : Continuation Multi-Level Monte-Carlo method for Uncertainty Quantification in Turbulent Compressible Aerodynamics Problems modeled by RANS
2017-05-11