Publications @ CSQI

Only Fabio Nobile’s Publications

2024

A Streamline Upwind Petrov-Galerkin Reduced Order Method for Advection-Dominated Partial Differential Equations Under Optimal Control

F. Zoccolan; M. Strazzullo; G. Rozza 

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

G. A. Pavliotis; A. Zanoni 

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

F. Nobile; T. S. S. Trigo Trindade 

2024. 

Network-based kinetic models: Emergence of a statistical description of the graph topology

M. Nurisso; M. Raviola; A. Tosin 

European Journal Of Applied Mathematics. 2024-02-02. DOI : 10.1017/S0956792524000020.

2023

Dynamically Orthogonal Approximation for Stochastic Differential Equations

Y. Kazashi; F. Nobile; F. Zoccolan 

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

D. Goutaudier; F. Nobile; J. Schiffmann 

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

Y. Kazashi; F. Nobile 

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

M. Gambarini; G. Ciaramella; E. Miglio; T. Vanzan; T. Vanzan 

Journal Of Computational Physics. 2023. Vol. 493, p. 112478.

Homogenization results for the generator of multiscale Langevin dynamics in weighted Sobolev spaces

A. Zanoni 

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

G. Ciaramella; F. Nobile; T. Vanzan 

2023-02-27. 

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

J. P. Madrigal Cianci; F. Nobile; R. Tempone 

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

F. Nobile; T. Vanzan 

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

S. S. Ganesh; F. Nobile 

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

Q. Ayoul-Guilmard; S. S. Ganesh; S. Krumscheid; F. Nobile 

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

F. Chaouqui; M. J. Gander; P. M. Kumbhar; T. Vanzan 

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

M. J. Gander; R. Masson; T. Vanzan 

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

G. Ciaramella; T. Vanzan 

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

G. A. Pavliotis; A. Zanoni 

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

M. J. Grote; S. Michel; F. Nobile 

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

A. Zanoni / F. Nobile; G. A. Pavliotis (Dir.)  

Lausanne, EPFL, 2022. 

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation

S. S. Ganesh / F. Nobile (Dir.)  

Lausanne, EPFL, 2022. 

A combination technique for optimal control problems constrained by random PDEs

F. Nobile; T. Vanzan 

2022-11-01

Dynamical low rank approximation for uncertainty quantification of time-dependent problems

E. Vidlicková / F. Nobile (Dir.)  

Lausanne, EPFL, 2022. 

Linear and nonlinear substructured Restricted Additive Schwarz iterations and preconditioning

F. Chaouqui; M. J. Gander; P. M. Kumbhar; T. Vanzan 

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

G. Ciaramella; T. Vanzan 

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

J. P. Madrigal Cianci / F. Nobile (Dir.)  

Lausanne, EPFL, 2022. 

Tensor-Based Numerical Method For Stochastic Homogenization

Q. Ayoul-guilmard; A. Nouy; C. Binetruy 

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

D. Pradovera; F. Nobile 

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

V. Kaarnioja; Y. Kazashi; F. Y. Kuo; F. Nobile; I. H. Sloan 

Numerische Mathematik. 2022. Vol. 150, p. 33–77. DOI : 10.1007/s00211-021-01242-3.

Substructured Two-grid and Multi-grid Domain Decomposition Methods

G. Ciaramella; T. Vanzan 

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

E. Arnone; A. Kneip; F. Nobile; L. M. Sangalli 

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

G. Migliorati; F. Nobile 

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

F. Nobile; E. Vidlicková 

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

D. Pradovera; F. Nobile 

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

F. Bonizzoni; D. Pradovera; M. Ruggeri 

2021

Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations

Y. Kazashi; F. Nobile; E. Vidlickova 

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

D. Pradovera / F. Nobile (Dir.)  

Lausanne, EPFL, 2021. 

Generalized parallel tempering on Bayesian inverse problems

J. Latz; J. P. Madrigal-Cianci; F. Nobile; R. Tempone 

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

F. Nobile; D. Pradovera 

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

M. Martin; S. Krumscheid; F. Nobile 

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

F. Y. Kuo; G. Migliorati; F. Nobile; D. Nuyens 

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

J. E. Castrillon-Candas; F. Nobile; R. F. Tempone 

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

F. Bonizzoni; D. Pradovera 

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

A. Chernov; H. Hoel; K. J. H. Law; F. Nobile; R. Tempone 

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

Y. Kazashi; F. Nobile 

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

S. Brugiapaglia; S. Micheletti; F. Nobile; S. Perotto 

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

M. C. Martin; F. Nobile 

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

S. Stella; C. Vergara; M. Maines; D. Catanzariti; P. C. Africa et al. 

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

F. Bonizzoni; F. Nobile 

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

D. Pradovera 

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

P. Tsilifis; I. Papaioannou; D. Straub; F. Nobile 

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

S. Krumscheid; F. Nobile; M. Pisaroni 

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

E. Musharbash; F. Nobile; E. Vidlicková 

BIT Numerical Mathematics. 2020. Vol. 60, p. 1153-1201. DOI : 10.1007/s10543-020-00811-6.

Numerical methods for conservation laws with rough flux

H. Hoel; K. H. Karlsen; N. H. Risebro; E. B. Storrosten 

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

D. Pradovera; F. Nobile 

13th International Conference on Scientific Computing in Electrical Engineering, Eindhoven, Netherlands, February 16-20, 2020.

Multilevel weighted least squares polynomial approximation

A-L. Haji-Ali; F. Nobile; S. Wolfers; R. Tempone 

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

M. C. Martin; F. Nobile; P. Tsilifis 

2020-01-09

Fast Least-Squares Padé approximation of problems with normal operators and meromorphic structure

F. Bonizzoni; F. Nobile; I. Perugia; D. Pradovera 

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

F. Bonizzoni; F. Nobile; I. Perugia; D. Pradovera 

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

F. Bonizzoni; D. Pradovera 

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

H. Hoel; S. Krumscheid 

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

P. Tsilifis; X. Huan; C. Safta; K. Sargsyan; G. Lacaze et al. 

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

M. C. Martin / F. Nobile (Dir.)  

Lausanne, EPFL, 2019. 

Continuation Multilevel Monte Carlo Evolutionary Algorithm for Robust Aerodynamic Shape Design

M. Pisaroni; F. Nobile; P. Leyland 

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

V. Rey; S. Krumscheid; F. Nobile 

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

E. Arnone; L. Azzimonti; F. Nobile; L. M. Sangalli 

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

P. Tsilifis; R. G. Ghanem 

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

H. Hoel; K. Karlsen; N. Risebro; E. Storrosten 

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

S. Krumscheid 

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

F. Nobile; R. Tempone; S. Wolfers 

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

D. S. Guignard; F. Nobile 

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

I. Colombo; F. Nobile; G. Porta; A. Scotti; L. Tamellini 

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

S. Krumscheid; F. Nobile 

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

E. Musharbash; F. Nobile 

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

F. Bonizzoni; F. Nobile; I. Perugia 

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

S. Brugiapaglia; F. Nobile; S. Micheletti; S. Perotto 

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

M. Pisaroni / P. Leyland; F. Nobile (Dir.)  

Lausanne, EPFL, 2017. 

On uncertainty quantification in hydrogeology and hydrogeophysics

N. Linde; D. Ginsbourger; J. Irving; F. Nobile; A. Doucet 

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

T. Hermann; S. Lohle; S. Fasoulas; P. Leyland; L. Marraffa et al. 

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

E. Musharbash / F. Nobile (Dir.)  

Lausanne, EPFL, 2017. 

A Multilevel Monte Carlo Evolutionary Algorithm for Robust Aerodynamic Shape Design

M. Pisaroni; F. Nobile; P. Leyland 

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

M. Pisaroni; F. Nobile; P. Leyland 

2017-05-11

A Continuation Multi Level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics

M. Pisaroni; F. Nobile; P. Leyland 

Computer Methods in Applied Mechanics and Engineering. 2017. Vol. 326, p. 20-50. DOI : 10.1016/j.cma.2017.07.030.

A posteriori error estimation for the steady Navier-Stokes equations in random domains

D. S. Guignard; F. Nobile; M. Picasso 

Computer Methods in Applied Mechanics and Engineering. 2017. Vol. 313, p. 483-511. DOI : 10.1016/j.cma.2016.10.008.

Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension

A. Cohen; G. Migliorati; F. Nobile 

Constructive Approximation. 2017. Vol. 45, num. 3, p. 497-519. DOI : 10.1007/s00365-017-9364-8.

2016

Efficient approximation of the contact area between rough surfaces

V. Rey; J-F. Molinari; G. Anciaux; F. Nobile; S. Krumscheid 

Engineering Mechanics Institute International Conference, Metz, France, October 25-27, 2016.

A posteriori error estimation for partial differential equations with random input data

D. S. Guignard / F. Nobile; M. Picasso (Dir.)  

Lausanne, EPFL, 2016. 

A Multi Level Monte Carlo Algorithm for the Treatment of Geometrical and Operational Uncertainties in Internal and External Aerodynamics

M. Pisaroni; P. Leyland; F. Nobile 

2016. AIAA Aviation – 46th AIAA Fluid Dynamics Conference, Washington, D.C, 13-17 June 2016. p. 4398. DOI : 10.2514/6.2016-4398.

Numerical methods for random and stochastic partial differential equations

A. Chernov; A. Debussche; F. Nobile 

Stochastics and Partial Differential Equations Analysis and Computations. 2016. Vol. 4, num. 1, p. 1-2. DOI : 10.1007/s40072-016-0073-2.

An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient

F. Nobile; L. Tamellini; F. Tesei; R. Tempone 

Sparse Grids and Applications – Stuttgart 2014; Berlin: Springer, 2016. p. 191-220.

Numerical Approximation of Flows in Random Porous Media

F. Tesei / F. Nobile (Dir.)  

Lausanne, EPFL, 2016. 

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

A-L. Haji-Ali; F. Nobile; L. Tamellini; R. Tempone 

Foundations of Computational Mathematics. 2016. Vol. 16, num. 6, p. 1555-1605. DOI : 10.1007/s10208-016-9327-7.

Multi-index Stochastic Collocation for random PDEs

A-L. Haji-Ali; F. Nobile; L. Tamellini; R. Tempone 

Computer Methods in Applied Mechanics and Engineering. 2016. Vol. 306, p. 95-122. DOI : 10.1016/j.cma.2016.03.029.

A posteriori error estimations for elliptic partial differential equations with small uncertainties

D. S. Guignard; F. Nobile; M. Picasso 

Numerical Methods for Partial Differential Equations. 2016. Vol. 32, num. 1, p. 175-212. DOI : 10.1002/num.21991.

Tensor train approximation of moment equations for elliptic equations with lognormal coefficient

F. Bonizzoni; F. Nobile; D. Kressner 

Computer Methods in Applied Mechanics and Engineering. 2016. Vol. 308, p. 349-376. DOI : 10.1016/j.cma.2016.05.026.

Analytic regularity and collocation approximation for elliptic PDEs with Random domain deformations

J. E. Castrillón-Candás; F. Nobile; R. Tempone 

Computers and Mathematics with Applications. 2016. Vol. 71, num. 6, p. 1173-1197. DOI : 10.1016/j.camwa.2016.01.005.

Multi-index Monte Carlo: when sparsity meets sampling

A-L. Haji-Ali; F. Nobile; R. Tempone 

Numerische Mathematik. 2016. Vol. 132, num. 4, p. 767-806. DOI : 10.1007/s00211-015-0734-5.

Optimization of mesh hierarchies in multilevel Monte Carlo samplers

A-L. Haji-Ali; F. Nobile; E. von Schwerin; R. Tempone 

Stochastic Partial Differential Equations: Analysis and Computations. 2016. Vol. 4, num. 1, p. 76-112. DOI : 10.1007/s40072-015-0049-7.

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

F. Nobile; L. Tamellini; R. Tempone 

Numerische Mathematik. 2016. Vol. 134, num. 2, p. 343-388. DOI : 10.1007/s00211-015-0773-y.

2015

Analysis and Computation of Hyperbolic PDEs with Random Data

M. Motamed; F. Nobile; R. Tempone 

Encyclopedia of Applied and Computational Mathematics. 2015.  p. 51-58. DOI : 10.1007/978-3-540-70529-1_527.

Data-driven coarse graining in action: Modeling and prediction of complex systems

S. Krumscheid; M. Pradas; G. A. Pavliotis; S. Kalliadasis 

Physical Review E. 2015. Vol. 92, num. 4, p. 042139. DOI : 10.1103/PhysRevE.92.042139.

Numerical Mathematics and Advanced Applications – ENUMATH 2013

A. Abdulle; S. Deparis; D. Kressner; F. Nobile; M. Picasso 

2015. 

Numerical Methods For Uncertainty Quantification

A. Chernov; F. Nobile 

International Journal For Uncertainty Quantification. 2015. Vol. 5, num. 3, p. VII-VIII. DOI : 10.1615/Int.J.UncertaintyQuantification.2015014190.

Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs

E. Musharbash; F. Nobile; T. Zhou 

Siam Journal on Scientific Computing. 2015. Vol. 37, num. 2, p. A776-A810. DOI : 10.1137/140967787.

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

G. Migliorati; F. Nobile; R. Tempone 

Journal of Multivariate Analysis. 2015. Vol. 142, p. 167-182. DOI : 10.1016/j.jmva.2015.08.009.

Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets

G. Migliorati; F. Nobile 

Journal of Complexity. 2015. Vol. 31, num. 4, p. 517-542. DOI : 10.1016/j.jco.2015.02.001.

An effective algorithm for the generation of patient-specific Purkinje networks in computational electrocardiology

S. Palamara; C. Vergara; E. Faggiano; F. Nobile 

Journal Of Computational Physics. 2015. Vol. 283, p. 495-517. DOI : 10.1016/j.jcp.2014.11.043.

A Multi Level Monte Carlo Method with Control Variate for elliptic PDEs with log-normal coefficients

F. Tesei; F. Nobile 

Stochastic Partial Differential Equations: Analysis and Computations. 2015. Vol. 3, num. 3, p. 398-444. DOI : 10.1007/s40072-015-0055-9.

Adaptive polynomial approximation by means of random discrete least squares

G. Migliorati 

2015. ENUMATH 2013, Lausanne, August 26-30, 2013. p. 547-554. DOI : 10.1007/978-3-319-10705-9_54.

Multivariate Markov-type and Nikolskii-type inequalities for polynomials associated with downward closed multi-index sets

G. Migliorati 

Journal of Approximation Theory. 2015. Vol. 189, p. 137-159. DOI : 10.1016/j.jat.2014.10.010.

Comparison of Clenshaw-Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs

F. Nobile; L. Tamellini; R. Tempone 

2015. International Conference on Spectral and High-Order Methods 2014 (ICOSAHOM’14), Salt Lake City, June 23-27, 2014. p. 475-482. DOI : 10.1007/978-3-319-19800-2_44.

A continuation multilevel Monte Carlo algorithm

N. Collier; A-L. Haji-Ali; F. Nobile; E. von Schwerin; R. Tempone 

BIT Numerical Mathematics. 2015. Vol. 55, num. 2, p. 399-432. DOI : 10.1007/s10543-014-0511-3.

Low-rank tensor approximation for high-order correlation functions of Gaussian random fields

D. Kressner; R. Kumar; F. Nobile; C. Tobler 

SIAM/ASA Journal of Uncertainty Quantification. 2015. Vol. 3, num. 1, p. 393-416. DOI : 10.1137/140968938.

Blood flow velocity field estimation via spatial regression with PDE penalization

L. Azzimonti; L. M. Sangalli; P. Secchi; M. Domanin; F. Nobile 

Journal of the American Statistical Association. 2015. Vol. 110, num. 511, p. 1057-1071. DOI : 10.1080/01621459.2014.946036.

Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs

A. Chkifa; A. Cohen; G. Migliorati; F. Nobile; R. Tempone 

ESAIM: Mathematical Modelling and Numerical Analysis. 2015. Vol. 49, num. 3, p. 815-837. DOI : 10.1051/m2an/2014050.

Finite element differential forms on curvilinear cubic meshes and their approximation properties

D. N. Arnold; D. Boffi; F. Bonizzoni 

Numerische Mathematik. 2015. Vol. 129, num. 1, p. 1-20. DOI : 10.1007/s00211-014-0631-3.

Analysis and computation of the elastic wave equation with random coefficients

M. Motamed; F. Nobile; R. Tempone 

Computers and Mathematics with Applications. 2015. Vol. 70, num. 10, p. 2454-2473. DOI : 10.1016/j.camwa.2015.09.013.

2014

Implementation and analysis of an adaptive multilevel Monte Carlo algorithm

H. Hoel; E. Von Schwerin; A. Szepessy; R. Tempone 

Monte Carlo Methods and Applications. 2014. Vol. 20, num. 1, p. 1-41. DOI : 10.1515/mcma-2013-0014.

Patient-specific generation of the Purkinje network driven by clinical measurements of a normal propagation

C. Vergara; S. Palamara; D. Catanzariti; F. Nobile; E. Faggiano et al. 

Medical & Biological Engineering & Computing. 2014. Vol. 52, num. 10, p. 813-826. DOI : 10.1007/s11517-014-1183-5.

Computational generation of the Purkinje network driven by clinical measurements: The case of pathological propagations

S. Palamara; C. Vergara; D. Catanzariti; E. Faggiano; C. Pangrazzi et al. 

International Journal for Numerical Methods in Biomedical Engineering. 2014. Vol. 30, num. 12, p. 1558-1577. DOI : 10.1002/cnm.2689.

On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

M. Annunziato; A. Borzì; F. Nobile; R. Tempone 

Applied Mathematics. 2014. Vol. 5, p. 2476-2484. DOI : 10.4236/am.2014.516239.

On Nonasymptotic Optimal Stopping Criteria In Monte Carlo Simulations

C. Bayer; H. Hoel; E. Von Schwerin; R. Tempone 

Siam Journal On Scientific Computing. 2014. Vol. 36, num. 2, p. A869-A885. DOI : 10.1137/130911433.

Model reduction based on proper generalized decomposition for the steady incompressible Navier-Stokes equations

L. Tamellini; O. Le Maitre; A. Nouy 

Siam Journal on Scientific Computing. 2014. Vol. 36, num. 3, p. A1089-A1117. DOI : 10.1137/120878999.

Mixed Finite Elements for spatial regression with PDE penalization

L. Azzimonti; F. Nobile; L. M. Sangalli; P. Secchi 

SIAM/ASA Journal on Uncertainty Quantification. 2014. Vol. 2, num. 1, p. 305–335. DOI : 10.1137/130925426.

Analysis of Discrete L2 Projection on Polynomial Spaces with Random Evaluations

G. Migliorati; F. Nobile; E. von Schwerin; R. Tempone 

Foundations of Computational Mathematics. 2014. Vol. 14, num. 3, p. 419-456. DOI : 10.1007/s10208-013-9186-4.

Perturbation analysis for the Darcy problem with log-normal permeability

F. Bonizzoni; F. Nobile 

SIAM/ASA Journal on Uncertainty Quantification. 2014. Vol. 2, num. 1, p. 223-244. DOI : 10.1137/130949415.

Inverse modeling of geochemical and mechanical compaction in sedimentary basins through Polynomial Chaos Expansion

G. Porta; L. Tamellini; V. Lever; M. Riva 

Water Resources Research. 2014. Vol. 50, num. 12, p. 9414-94. DOI : 10.1002/2014WR015838.

A quasi-optimal sparse grids procedure for groundwater flows

J. Beck; F. Nobile; L. Tamellini; R. Tempone 

2014. International Conference on Spectral and High-Order Methods 2012 (ICOSAHOM’12), Gammarth, Tunisia, June 25-29, 2012. p. 1-16. DOI : 10.1007/978-3-319-01601-6_1.

Inexact accurate partitioned algorithms for fluid-structure interaction problems with finite elasticity in haemodynamics

F. Nobile; M. Pozzoli; C. Vergara 

Journal of Computational Physics. 2014. Vol. 273, p. 598-617. DOI : 10.1016/j.jcp.2014.05.020.

Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term

F. Bonizzoni; A. Buffa; F. Nobile 

IMA Journal of Numerical Analysis. 2014. Vol. 34, num. 4, p. 1328-1360. DOI : 10.1093/imanum/drt041.

Convergence of quasi-optimal Stochastic Galerkin methods for a class of PDES with random coefficients

J. Beck; F. Nobile; L. Tamellini; R. Tempone 

Computers and Mathematics with Applications. 2014. Vol. 67, num. 4, p. 732-751. DOI : 10.1016/j.camwa.2013.03.004.

2013

Time accurate partitioned algorithms for the solution of fluid-structure interaction problems in haemodynamics

F. Nobile; M. Pozzoli; C. Vergara 

Computers & Fluids. 2013. Vol. 86, p. 470-482. DOI : 10.1016/j.compfluid.2013.07.031.

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

M. Motamed; F. Nobile; R. Tempone 

Numerische Mathematik. 2013. Vol. 123, num. 3, p. 493-536. DOI : 10.1007/s00211-012-0493-5.

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

G. Migliorati; F. Nobile; E. Von Schwerin; R. Tempone 

SIAM Journal on Scientific Computing. 2013. Vol. 35, num. 3, p. A1440-A1460. DOI : 10.1137/120897109.

2012

Partitioned Algorithms for Fluid-Structure Interaction Problems in Haemodynamics

F. Nobile; C. Vergara 

Milan Journal Of Mathematics. 2012. Vol. 80, num. 2, p. 443-467. DOI : 10.1007/s00032-012-0194-7.

Convergence Analysis For Spectral Approximation To A Scalar Transport Equation With A Random Wave Speed

T. Zhou; T. Tang 

Journal Of Computational Mathematics. 2012. Vol. 30, num. 6, p. 643-656. DOI : 10.4208/jcm.1206-m4012.

On the optimal polynomial approximation of stochastic PDEs by Galerkin and Collocation methods

J. Beck; F. Nobile; L. Tamellini; R. Tempone 

Mathematical Models and Methods in Applied Sciences (M3AS). 2012. Vol. 22, num. 9, p. 1250023.1-1250023.33. DOI : 10.1142/S0218202512500236.

An active strain electromechanical model for cardiac tissue

F. Nobile; A. Quarteroni; R. Ruiz-Baier 

International Journal for Numerical Methods in Biomedical Engineering. 2012. Vol. 28, num. 1, p. 52-71. DOI : 10.1002/cnm.1468.

2011

Mathematical modelling for the evolution of aeolian dunes formed by a mixture of sands: entrainment-deposition formulation

M. Pischiutta; L. Formaggia; F. Nobile 

Communications in Applied and Industrial Mathematics. 2011. Vol. 2, num. 2. DOI : 10.1685/journal.caim.377.

Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients

J. Back; F. Nobile; L. Tamellini; R. Tempone 

ESAIM Proceedings. 2011. Vol. 33, p. 10-21. DOI : 10.1051/proc/201133002.

A posteriori error estimator for model adaptivity in electrocardiology

L. Mirabella; F. Nobile; A. Veneziani 

Computer Methods In Applied Mechanics And Engineering. 2011. Vol. 200, num. 37-40, p. 2727-2737. DOI : 10.1016/j.cma.2010.03.009.

Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison

F. Nobile; J. Back; L. Tamellini; R. Tempone 

Spectral and high order methods for partial differential equations : selected papers from the ICOSAHOM ’09 Conference, June 22-26, Trondheim, Norway; Berlin: Springer, 2011. p. 43-62.

Electromechanical Coupling In Cardiac Dynamics: The Active Strain Approach

D. Ambrosi; G. Arioli; F. Nobile; A. Quarteroni 

Siam Journal On Applied Mathematics. 2011. Vol. 71, p. 605-621. DOI : 10.1137/100788379.

Multilevel Schwarz methods for elliptic partial differential equations

G. Migliorati; A. Quarteroni 

Computer Methods In Applied Mechanics And Engineering. 2011. Vol. 200, p. 2282-2296. DOI : 10.1016/j.cma.2011.03.017.

2010

A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

F. Nobile; I. Babuska; R. Tempone 

Siam Review. 2010. Vol. 52, num. 2, p. 317-355. DOI : 10.1137/100786356.

Analysis And Optimization Of Robin-Robin Partitioned Procedures In Fluid-Structure Interaction Problems

L. Gerardo-Giorda; F. Nobile; C. Vergara 

Siam Journal On Numerical Analysis. 2010. Vol. 48, num. 6, p. 2091-2116. DOI : 10.1137/09076605X.

2009

Coupling strategies for the numerical simulation of blood flow in deformable arteries by 3D and 1D models

F. Nobile 

Mathematical and Computer Modelling. 2009. Vol. 49, num. 11-12, p. 2152-2160. DOI : 10.1016/j.mcm.2008.07.019.

Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients

F. Nobile; R. Tempone 

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING. 2009. Vol. 80, num. 6-7, p. 979-1006. DOI : 10.1002/nme.2656.

Robin-Robin preconditioned Krylov methods for fluid-structure interaction problems

S. Badia; F. Nobile; C. Vergara 

Computer Methods In Applied Mechanics And Engineering. 2009. Vol. 198, num. 33-36, p. 2768-2784. DOI : 10.1016/j.cma.2009.04.004.

A model-based block-triangular preconditioner for the Bidomain system in electrocardiology

L. Gerardo-Giorda; L. Mirabella; F. Nobile; M. Perego; A. Veneziani 

Journal Of Computational Physics. 2009. Vol. 228, num. 10, p. 3625-3639. DOI : 10.1016/j.jcp.2009.01.034.

2008

Fluid-structure partitioned procedures based on Robin transmission conditions

S. Badia; F. Nobile; C. Vergara 

Journal Of Computational Physics. 2008. Vol. 227, num. 14, p. 7027-7051. DOI : 10.1016/j.jcp.2008.04.006.

Formulation of the static frame problem

I. Babuska; F. Nobile; R. Tempone 

Computer Methods In Applied Mechanics And Engineering. 2008. Vol. 197, p. 2496-2499. DOI : 10.1016/j.cma.2007.12.010.

A systematic approach to model validation based on Bayesian updates and prediction related rejection criteria

I. Babuška; F. Nobile; R. Tempone 

Computer Methods in Applied Mechanics and Engineering. 2008. Vol. 197, num. 29-32, p. 2517-2539. DOI : 10.1016/j.cma.2007.08.031.

An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data

F. Nobile; R. Tempone; C. G. Webster 

Siam Journal On Numerical Analysis. 2008. Vol. 46, num. 5, p. 2411-2442. DOI : 10.1137/070680540.

A sparse grid stochastic collocation method for partial differential equations with random input data

F. Nobile; R. Tempone; C. G. Webster 

Siam Journal On Numerical Analysis. 2008. Vol. 46, num. 5, p. 2309-2345. DOI : 10.1137/060663660.

An effective fluid-structure interaction formulation for vascular dynamics by generalized Robin conditions

F. Nobile; C. Vergara 

Siam Journal On Scientific Computing. 2008. Vol. 30, num. 2, p. 731-763. DOI : 10.1137/060678439.

2007

Reliability of computational science

I. Babuska; F. Nobile; R. Tempone 

Numerical Methods For Partial Differential Equations. 2007. Vol. 23, num. 4, p. 753-784. DOI : 10.1002/num.20263.

On the stability of the coupling of 3d and 1d fluid-structure interaction models for blood flow simulations

L. Formaggia; A. Moura; F. Nobile 

Esaim-Mathematical Modelling And Numerical Analysis-Modelisation Mathematique Et Analyse Numerique. 2007. Vol. 41, num. 4, p. 743-769. DOI : 10.1051/m2an:2007039.

A stochastic collocation method for elliptic partial differential equations with random input data

I. Babuska; F. Nobile; R. Tempone 

Siam Journal On Numerical Analysis. 2007. Vol. 45, num. 3, p. 1005-1034. DOI : 10.1137/050645142.

2005

Worst-case scenario analysis for elliptic PDEs with uncertainty

I. Babuska; F. Nobile; R. Tempone 

2005. EURODYN, Paris, September 4-7, 2005. p. 889-894.

Worst case scenario analysis for elliptic problems with uncertainty

F. Nobile; R. Tempone; I. Babuska 

Numerische Mathematik. 2005. Vol. 101, p. 185-219. DOI : 10.1007/s00211-005-0601-x.

Added-mass effect in the design of partitioned algorithms for fluid-structure problems

J. F. Gerbeau; F. Nobile; P. Causin 

Computer Methods In Applied Mechanics And Engineering. 2005. Vol. 194, num. 42-44, p. 4506-4527. DOI : 10.1016/j.cma.2004.12.005.

Theory and methodology for estimation and control of errors due to modeling, approximation, and uncertainty

I. Babuska; F. Nobile; Y. S. Feng; R. Tempone; J. T. Oden 

Computer Methods In Applied Mechanics And Engineering. 2005. Vol. 194, num. 2-5, p. 195-204. DOI : 10.1016/j.cma.2003.06.003.

2004

Analysis of a subdomain-based error estimator for finite element approximations of elliptic problems

S. Prudhomme; F. Nobile; L. Chamoin; J. T. Oden 

Numerical Methods for Partial Differential Equations. 2004. Vol. 20, num. 2, p. 165-192. DOI : 10.1002/num.10082.

Stability analysis of second-order time accurate schemes for ALE-FEM

F. Nobile; L. Formaggia 

Computer Methods In Applied Mechanics And Engineering. 2004. Vol. 193, p. 4097-4116. DOI : 10.1016/j.cma.2003.09.028.

2003

A posteriori error estimates for the finite element approximation of the Stokes problem

F. Nobile 

TICAM Report 03-13. 2003. 

Modified fixed point algorithm in fluid–structure interaction

S. Deparis; M. A. Fernández; L. Formaggia; F. Nobile 

Comptes rendus Mecanique. 2003. Vol. 331, num. 8, p. 525-530. DOI : 10.1016/S1631-0721(03)00119-0.

2002

Numerical treatment of defective boundary conditions for the Navier-Stokes equations

L. Formaggia; J. F. Gerbeau; F. Nobile; A. Quarteroni 

SIAM Journal on Numerical Analysis. 2002. Vol. 40, num. 1, p. 376-401. DOI : 10.1137/S003614290038296X.

2001

Advances on numerical modelling of blood flow problems

L. Formaggia; F. Nobile 

2001. ECCOMAS 2000.

On the coupling of 3D and 1D Navier-Stokes equations for flow problems in compliant vessels

L. Formaggia; J. F. Gerbeau; F. Nobile; A. Quarteroni 

Computer Methods in Applied Mechanics and Engineering. 2001. Vol. 191, num. 6-7, p. 561-582. DOI : 10.1016/S0045-7825(01)00302-4.

1999

A Stability Analysis for the Arbitrary Lagrangian Eulerian Formulation with Finite Elements

F. Nobile; L. Formaggia 

East-West Journal of Numerical Mathematics. 1999. Vol. 7, num. 2, p. 105-132.

Fluid structure interaction in blood flow problems

A. Veneziani; F. Nobile 

1999. GAMM meeting, Bremen, 1998. p. S255-S258. DOI : 10.1002/zamm.19990791367.

Multiscale modelling of the circulatory system: a preliminary analysis

L. Formaggia; F. Nobile; A. Quarteroni; A. Veneziani 

1999.  p. 75-83. DOI : 10.1007/s007910050030.