activity
20122023
most citedA Continuation Multilevel Monte Carlo algorithm

85 citations · 405 across the 34 of their papers we have counts for

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Showing 2018Show all

5 papers · 1 filter

math.NA2018

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

Simone Brugiapaglia, Stefano Micheletti, Fabio Nobile +1

We present and analyze a novel wavelet-Fourier technique for the numerical treatment of multidimensional advection-diffusion-reaction equations based on the CORSING (COmpRessed Sol…

math.NA2018★ 1 cited

Stable high-order randomized cubature formulae in arbitrary dimension

Giovanni Migliorati, Fabio Nobile

We propose and analyse randomized cubature formulae for the numerical integration of functions with respect to a given probability measure defined on a domain $Γ\subseteq \math…

math.OC2018

PDE-constrained optimal control problems with uncertain parameters using SAGA

Matthieu C. Martin, Fabio Nobile

We consider an optimal control problem (OCP) for a partial differential equation (PDE) with random coefficients. The optimal control function is a deterministic, distributed forcin…

math.NA2018★ 14 cited

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

Francesca Bonizzoni, Fabio Nobile, Ilaria Perugia +1

In this work, we consider the approximation of Hilbert space-valued meromorphic functions that arise as solution maps of parametric PDEs whose operator is the shift of an operator…

math.NA2018★ 2 cited

Least-Squares Padé approximation of parametric and stochastic Helmholtz maps

Francesca Bonizzoni, Fabio Nobile, Ilaria Perugia +1

The present work deals with the rational model order reduction method based on the single-point Least-Square (LS) Padé approximation technique introduced in [3]. Algorithmical aspe…