Publications de Fabio Nobile

MATHICSE Technical Report : A posteriori error estimation for the stochastic collocation finite element approximation of the heat equation with random coefficients

F. Nobile; E. Vidlicková 

2019-04-30

Stochastic approximation methods for PDE constrained optimal control problems with uncertain parameters

M. C. Martin / F. Nobile (Dir.)  

Lausanne, EPFL, 2019. 

MATHICSE Technical Report : A continuation-multilevel Monte Carlo evolutionary algorithm for robust aerodynamic shape design

M. Pisaroni; F. Nobile; P. Leyland 

2018-04-10

MATHICSE Technical Report : Quantifying uncertainties in contact mechanics of rough surfaces using the Multilevel Monte Carlo method

V. Rey; S. Krumscheid; F. Nobile 

2018-04-10

MATHICSE Technical Report : Analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters

M. Martin; S. Krumscheid; F. Nobile 

2018-03-09

MATHICSE Technical Report : Modelling spatially dependent functional data via regression with differential regularization

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

2018-01-17

MATHICSE Technical Report : A posteriori error estimation for the stochastic collocation finite element method

D. S. Guignard; F. Nobile 

2017-11-03

MATHICSE Technical Report : Quantifying uncertain system outputs via the multilevel Monte Carlo method – Part I: Central moment estimation

M. Pisaroni; S. Krumscheid; F. Nobile 

2017-06-11

MATHICSE Technical Report : Multilevel ensemble Kalman filtering for spatio-temporal processes

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

2017-10-20

MATHICSE Technical Report : Multilevel weighted least squares polynomial approximation

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

2017-09-11

MATHICSE Technical Report : Symplectic dynamical low rank approximation of wave equations with random parameters

E. Musharbash; F. Nobile 

2017-08-29

MATHICSE Technical Report : Multilevel Monte Carlo approximation of functions

S. Krumscheid; F. Nobile 

2017-04-10

MATHICSE Technical Report : Dual dynamically orthogonal approximation of incompressible Navier Stokes equations with random boundary conditions

E. Musharbash; F. Nobile 

2017

MATHICSE Technical Report : A continuation multi level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible aerodynamics

M. Pisaroni; F. Nobile; P. Leyland 

2016-07-27

MATHICSE Technical Report :Convergence analysis of Padé approximations for Helmholtz frequency response problems

F. Bonizzoni; F. Nobile; I. Perugia 

2016-07-19

MATHICSE Technical Report : A posteriori error estimation for the steady Navier-Stokes equations in random domains

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

2016-04-18

MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

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

2015-11-04

MATHICSE Technical Report : Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension

A. Cohen; G. Migliorati; F. Nobile 

2015-11-03

MATHICSE Technical Report : A theoretical study of COmpRessed SolvING for advection-diffusion-reaction problems

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

2015-09-10

MATHICSE Technical Report : Multi-index stochastic collocation for random PDEs

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

2015-09-10

MATHICSE Technical Report : An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient

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

2015-03-11

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

G. Migliorati; F. Nobile; R. Tempone 

2015-03-31

MATHICSE Technical Report : A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients

F. Nobile; F. Tesei 

2014-12-19

MATHICSE Technical Report : Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs

F. Nobile; L. Tamellini; R. Tempone 

2014-10-02

MATHICSE Technical Report : A posteriori error estimations for elliptic partial differential equations with small uncertainties

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

2014-07-21

MATHICSE Technical Report : Tensor train approximation of moment equations for the log-normal Darcy problem

F. Bonizzoni; F. Nobile; D. Kressner 

2014-09-30

MATHICSE Technical Report : Multi index Monte Carlo: when sparsity meets sampling

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

2014-06-17

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

G. Migliorati; F. Nobile 

2015-01-29

MATHICSE Technical Report : Low-rank tensor approximation for high-order correlation functions of Gaussian random fields

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

2014-05-12

MATHICSE Technical Report : On the dynamically orthogonal approximation of time dependent random PDEs

E. Musharbash; F. Nobile; T. Zhou 

2014-03-18

MATHICSE Technical Report : Optimization of mesh hierarchies in multilevel Monte Carlo samplers

A. L. Haji Ali; F. Nobile; E. G. B. Von Schwerin; R. Tempone 

2014-03-12

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

F. Nobile; L. Tamellini; R. Tempone 

2014-09-30

MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm

N. Collier; A. L. Haji Ali; F. Nobile; E. G. B. Von Schwerin; R. Tempone 

2014-02

MATHICSE Technical Report : Perturbation analysis for the Darcy problem with log-normal permeability

F. Bonizzoni; F. Nobile 

2013-09-17

MATHICSE Technical Report : A quasi-optimal sparse grids procedure for groundwater flows

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

2012-11

MATHICSE Technical Report : Analytic regularity and collocation approximation for PDEs with random domain deformations

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

2013-12

MATHICSE Technical Report : 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 

2014-12-16

MATHICSE Technical Report : Analysis and computation of the elastic wave equation with random coefficients

M. Motamed; F. Nobile; R. Tempone 

2012-08-23

MATHICSE Technical Report : Moment equations for the mixed formulation of the Hodge Laplacian with stochastic data

F. Bonizzoni; A. Buffa; F. Nobile 

2012-08-21

MATHICSE Technical Report : Sparse spectral approximations for computing polynomial functionals

E. Faou; F. Nobile; C. Vuillot 

2012-07-12

MATHICSE Technical Report : Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients

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

2012-07-13

MATHICSE Technical Report : Time accurate partitioned\ algorithms for the solution of fluid-structure\ interaction problems in haemodynamics

F. Nobile; M. Pozzoli; C. Vergara 

2012-01-25

MATHICSE Technical Report : Analysis of the discrete $L^2$ projection on polynomial spaces with random evaluations

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

2011-12-06

MATHICSE Technical Report : A stochastic collocation method for the second order wave equation with a discontiuous random speed

M. Motamed; F. Nobile; R. Tempone 

2011-11-07

Wavelet-Fourier CORSING techniques for multi-dimensional advection-diffusion-reaction equations

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

2018. 

Stable high-order randomized cubature formulae in arbitrary dimension

G. Migliorati; F. Nobile 

. 2018. 

PDE-constrained optimal control problems with uncertain parameters using SAGA

M. C. Martin; F. Nobile 

. 2018. 

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

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

. 2018. 

Least-Squares Padé approximation of parametric and stochastic Helmholtz maps

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

2018. 

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.

Multi Level Monte Carlo Methods for Uncertainty Quantification and Robust Design Optimization in Aerodynamics

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

Lausanne, EPFL, 2017. 

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.

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.

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.

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

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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 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.

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.

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.

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.

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.

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.

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.

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.

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.

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.