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20042026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

Showing 2019Show all

17 papers · 1 filter

math.PR2019

McKean Feynman-Kac probabilistic representations of non-linear partial differential equations

Lucas Izydorczyk, Nadia Oudjane, Francesco Russo

This paper presents a partial state of the art about the topic of representation of generalized Fokker-Planck Partial Differential Equations (PDEs) by solutions of McKean Feynman-K…

eess.SP2019★ 67 cited

Learning to run a power network challenge for training topology controllers

Antoine Marot, Benjamin Donnot, Camilo Romero +4

For power grid operations, a large body of research focuses on using generation redispatching, load shedding or demand side management flexibilities. However, a less costly and pot…

cond-mat.mtrl-sci2019★ 63 cited

The dominant mechanisms for the formation of solute-rich clusters in low-Cu steels under irradiation

N. Castin, G. Bonny, A. Bakaev +6

The formation of nano-sized, coherent, solute-rich clusters (NSRC) is known to be an important factor causing the degradation of the macroscopic properties of steels under irradiat…

cs.CE2019★ 1 cited

A Metamodel of the Telemac Errors

Fabrice Zaoui, Cédric Goeury, Yoann Audouin

A Telemac study is a computationally intensive application for the real cases and in the context of quantifying or optimizing uncertainties, the running times can be too long. This…

stat.ME2019★ 34 cited

Background Error Covariance Iterative Updating with Invariant Observation Measures for Data Assimilation

Sibo Cheng, Jean-Philippe Argaud, Bertrand Iooss +2

In order to leverage the information embedded in the background state and observations, covariance matrices modelling is a pivotal point in data assimilation algorithms. These matr…

eess.SP2019★ 10 cited

LEAP nets for power grid perturbations

Benjamin Donnot, Balthazar Donon, Isabelle Guyon +4

We propose a novel neural network embedding approach to model power transmission grids, in which high voltage lines are disconnected and reconnected with one-another from time to t…

math.NA2019★ 18 cited

PBDW method for state estimation: error analysis for noisy data and nonlinear formulation

Helin Gong, Yvon Maday, Olga Mula +1

We present an error analysis and further numerical investigations of the Parameterized-Background Data-Weak (PBDW) formulation to variational Data Assimilation (state estimation),…

physics.ins-det2019★ 100 cited

Exploring CEvNS with NUCLEUS at the Chooz Nuclear Power Plant

G. Angloher, F. Ardellier-Desages, A. Bento +34

Coherent elastic neutrino-nucleus scattering (CENS) offers a unique way to study neutrino properties and to search for new physics beyond the Standard Model. Nuclear reactors ar…

cs.LG2019★ 10 cited

Decision-Oriented Communications: Application to Energy-Efficient Resource Allocation

Hang Zou, Chao Zhang, Samson Lasaulce +2

In this paper, we introduce the problem of decision-oriented communications, that is, the goal of the source is to send the right amount of information in order for the intended de…

math.ST2019★ 1 cited

Large scale in transit computation of quantiles for ensemble runs

Alejandro Ribes, Théophile Terraz, Bertrand Iooss +2

The classical approach for quantiles computation requires availability of the full sample before ranking it. In uncertainty quantification of numerical simulation models, this appr…

math.AP2019★ 8 cited

Inside-outside duality with artificial backgrounds

Lorenzo Audibert, Lucas Chesnel, Houssem Haddar

We use the inside-outside duality approach proposed by Kirsch-Lechleiter to identify transmission eigenvalues associated with artificial backgrounds. We prove that for well chosen…

stat.ME2019★ 1 cited

Computer code validation via mixture model estimation

Kaniav Kamary, Merlin Keller, Pierre Barbillon +2

When computer codes are used for modeling complex physical systems, their unknown parameters are tuned by calibration techniques. A discrepancy function may be added to the compute…

cond-mat.mtrl-sci2019★ 117 cited

Effects of the grain size and shape on the flow stress: A dislocation dynamics study

Maoyuan Jiang, Benoit Devincre, Ghiath Monnet

Dislocation dynamics simulation is used to investigate the effect of grain size and grain shape on the flow stress in model copper grains. We consider grains of 1.25-10 m size,…

math.PR2019★ 11 cited

Deep backward schemes for high-dimensional nonlinear PDEs

Côme Huré, Huyên Pham, Xavier Warin

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equa…

math.NA2019★ 18 cited

An acoustic-convective splitting-based approach for the Kapila two-phase flow model

M. ten Eikelder, F. Daude, B. Koren +1

In this paper we propose a new acoustic-convective splitting-based numerical scheme for the Kapila five-equation two-phase flow model. The splitting operator decouples the acoustic…

cs.LG2019★ 4 cited

Target Tracking for Contextual Bandits: Application to Demand Side Management

Margaux Brégère, Pierre Gaillard, Yannig Goude +1

We propose a contextual-bandit approach for demand side management by offering price incentives. More precisely, a target mean consumption is set at each round and the mean consump…

stat.ME2019★ 14 cited

Optimal Uncertainty Quantification of a risk measurement from a thermal-hydraulic code using Canonical Moments

Jerome Stenger, Fabrice Gamboa, Merlin Keller +1

We study an industrial computer code related to nuclear safety. A major topic of interest is to assess the uncertainties tainting the results of a computer simulation. In this work…