17 citations · 19 across the 4 of their papers we have counts for
11 papers
Preconditioners for robust optimal control problems under uncertainty
Fabio Nobile, Tommaso Vanzan
The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point…
Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings
Juan Pablo Madrigal-Cianci, Fabio Nobile, Raul Tempone
In this work, we present, analyze, and implement a class of Multi-Level Markov chain Monte Carlo (ML-MCMC) algorithms based on independent Metropolis-Hastings proposals for Bayesia…
Integration of activation maps of epicardial veins in computational cardiac electrophysiology
Simone Stella, Christian Vergara, Massimiliano Maines +7
In this work we address the issue of validating the monodomain equation used in combination with the Bueno-Orovio ionic model for the prediction of the activation times in cardiac…
Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem
Francesca Bonizzoni, Fabio Nobile
We study the Darcy boundary value problem with log-normal permeability field. We adopt a perturbation approach, expanding the solution in Taylor series around the nominal value of…
Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval
Yoshihito Kazashi, Fabio Nobile
An existence result is presented for the dynamical low rank (DLR) approximation for random semi-linear evolutionary equations. The DLR solution approximates the true solution at ea…
A Multilevel Stochastic Gradient method for PDE-constrained Optimal Control Problems with uncertain parameters
Matthieu Martin, Fabio Nobile, Panagiotis Tsilifis
In this paper, we present a multilevel Monte Carlo (MLMC) version of the Stochastic Gradient (SG) method for optimization under uncertainty, in order to tackle Optimal Control Prob…