From the 1 of 668 papers with an AI index.
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24 papers · 1 filter
Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Application to Microgrid Management
Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara +1
We consider a microgrid where different prosumers exchange energy altogether by the edges of a given network. Each prosumer is located to a node of the network and encompasses ener…
Parareal computation of stochastic differential equations with time-scale separation: a numerical study
Tony Lelièvre, Frédéric Legoll, Keith Myerscough +1
The parareal algorithm is known to allow for a significant reduction in wall clock time for accurate numerical solutions by parallelising across the time dimension. We present and…
Mixed Spatial and Temporal Decompositions for Large Scale Multistage Stochastic Optimization Problems
Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara +1
We consider multistage stochastic optimization problems involving multiple units. Each unit is a (small) control system. Static constraints couple units at each stage. We present a…
Statistical Estimation of the Poincar{é} constant and Application to Sampling Multimodal Distributions
Loucas Pillaud-Vivien, Francis Bach, Tony Lelièvre +2
Poincar{é} inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence of Markov chains). The…
A variational discrete element method for quasi-static and dynamic elasto-plasticity
Frédéric Marazzato, Alexandre Ern, Laurent Monasse
We propose a new discrete element method supporting general polyhedral meshes. The method can be understood as a lowest-order discontinuous Galerkin method parametrized by the cont…
adcc: A versatile toolkit for rapid development of algebraic-diagrammatic construction methods
Michael F. Herbst, Maximilian Scheurer, Thomas Fransson +2
ADC-connect (adcc) is a hybrid python/C++ module for performing excited state calculations based on the algebraic-diagrammatic construction scheme for the polarisation propagator (…