Publications related to Stochastic process

An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

We give an extension of Le's stochastic sewing lemma. The stochastic sewing lemma proves convergence in

L_m

of Riemann type sums

\sum _{[s,t] \in \pi } A_{s,t}

for an adapted two-parameter stochastic process A, under certain conditions on the moments o ...

Cambridge Univ Press2024

Experimental characterization and stochastic models for time-dependent rupture of thin-ply composite laminates

Thin-laminate composites with thicknesses below 200 mu m hold significant promise for future, larger, and lighter deployable structures. This paper presents a study of the time-dependent failure behavior of thin carbon-fiber laminates under bending, focusi ...

2024

Transportation-based functional ANOVA and PCA for covariance operators

Victor Panaretos, Yoav Zemel, Valentina Masarotto

We consider the problem of comparing several samples of stochastic processes with respect to their second-order structure, and describing the main modes of variation in this second order structure, if present. These tasks can be seen as an Analysis of Vari ...

Inst Mathematical Statistics-Ims2024

Quantitative convergence rates for scaling limit of SPDEs with transport noise

Lucio Galeati

We consider on the torus the scaling limit of stochastic 2D (inviscid) fluid dynamics equations with transport noise to deterministic viscous equations. Quantitative estimates on the convergence rates are provided by combining analytic and probabilistic ar ...

Academic Press Inc Elsevier Science2024

Two-particle Bose-Einstein correlations and their Lévy parameters in PbPb collisions at √sNN=5.02 TeV

Matthias Finger, Konstantin Androsov, Qian Wang, Jan Steggemann, Anna Mascellani, Yiming Li, Varun Sharma, Xin Chen, Rakesh Chawla, Matteo Galli, Jian Wang, João Miguel das Neves Duarte, Tagir Aushev, Matthias Wolf, Yi Zhang, Tian Cheng, Yixing Chen, Werner Lustermann, Andromachi Tsirou, Alexis Kalogeropoulos, Andrea Rizzi, Ioannis Papadopoulos, Paolo Ronchese, Hua Zhang, Leonardo Cristella, Siyuan Wang, Tao Huang, David Vannerom, Michele Bianco, Sebastiana Gianì, Sun Hee Kim, Davide Di Croce, Kun Shi, Abhisek Datta, Jian Zhao, Federica Legger, Gabriele Grosso, Ji Hyun Kim, Donghyun Kim, Zheng Wang, Sanjeev Kumar, Wei Li, , , , , , , , , , , , , , , , , , , , , , , ,

Separation of CO2 and TFE by using diethanolamine and diisopropylamine

Elia Mercedes Ruiz Pachon, Muhammad Salman

The near-azeotrope mixture of TFE and CO2 is an important concern urging the scientific community to develop new ways for TFE/CO2 separations. In this work, for the first time, Diisopropylamine (DIPA) and Diethanolamine (DEA) are used as solvents for separ ...

Taylor & Francis Inc2024

A Combination Technique for Optimal Control Problems Constrained by Random PDEs

Fabio Nobile, Tommaso Vanzan

We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of optimal control problems (OCPs) constrained by random partial differential equ ...

2024

Non-normal forms

Yves-Marie François Ducimetière

In this thesis, we propose to formally derive amplitude equations governing the weakly nonlinear evolution of non-normal dynamical systems, when they respond to harmonic or stochastic forcing, or to an initial condition. This approach reconciles the non-mo ...

EPFL2024

Fair real-time control of energy storage systems in active distribution networks in the presence of uncertainties

Plouton Grammatikos

The thesis explores the issue of fairness in the real-time (RT) control of battery energy storage systems (BESSs) hosted in active distribution networks (ADNs) in the presence of uncertainties by proposing and experimentally validating appropriate control ...

EPFL2024

A Spectral Ansatz for The Long-Time Homogenization of The Wave Equation

Matthias Ruf, Matthias Benjamin Ruf

Consider the wave equation with heterogeneous coefficients in the homogenization regime. At large times, the wave interacts in a nontrivial way with the heterogeneities, giving rise to effective dispersive effects. The main achievement of the present wor ...

Ecole Polytechnique2024

Static and Dynamic Stochastic Analysis of a Temperature-Sensitive VO2 Spiking Neuron

Mihai Adrian Ionescu, Teodor Rosca

In this work, we investigate the intrinsic cycle-to-cycle variations in a spiking temperature-sensitive neuron, based on the resistive switching of a Vanadium dioxide (VO2) two-terminal device. We study how this phenomenon impacts the spike rate jitter, an ...

IEEE2023

Functional data analysis with rough sample paths?

Victor Panaretos, Neda Mohammadi Jouzdani

Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is imposed to allow for ...

TAYLOR & FRANCIS LTD2024

Climatic Affinities or Type As A Structure Of Relations, Based On Typological Transfer In The Work Of Lacaton & Vassal And Other Similar Precedents

Tiago André Pratas Borges

It is a generally accepted idea that typology is an essential element in the disciplinary dimension of architecture. The concept of typology, in its most common definition, is sufficiently malleable to cover a wide range of uses, but it is also this vaguen ...

2023

Climatic Affinities or Type As A Structure Of Relations Based On Typological Transfer In The Work Of Lacaton & Vassal And Other Similar Precedents

Tiago André Pratas Borges

It is a generally accepted idea that typology is an essential element in the disciplinary dimension of architecture. The concept of typology, in its most common definition, is sufficiently malleable to cover a wide range of uses, but it is also this vaguen ...

2023

Detecting whether a stochastic process is finitely expressed in a basis

Victor Panaretos, Neda Mohammadi Jouzdani

Is it possible to detect if the sample paths of a stochastic process almost surely admit a finite expansion with respect to some/any basis? The determination is to be made on the basis of a finite collection of discretely/noisily observed sample paths. We ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2023

Stochastic homogenization of degenerate integral functionals with linear growth

Matthias Ruf, Matthias Benjamin Ruf

We study the limit behaviour of sequences of non-convex, vectorial, random integral functionals, defined on W1,1, whose integrands are ergodic and satisfy degenerate linear growth conditions. The latter involve suitable random, scale-dependent weight-funct ...

2023

Estimation of Self-Exciting Point Processes from Time-Censored Data

Thomas Alois Weber, Philipp Schneider

Self-exciting point processes, widely used to model arrival phenomena in nature and society, are often difficult to identify. The estimation becomes even more challenging when arrivals are recorded only as bin counts on a finite partition of the observatio ...

2023

Positive Definite Completions and Continuous Graphical Models

Kartik Waghmare

This thesis concerns the theory of positive-definite completions and its mutually beneficial connections to the statistics of function-valued or continuously-indexed random processes, better known as functional data analysis. In particular, it dwells upon ...

EPFL2023

Splitting probabilities and mean first-passage times across multiple thresholds of jump-and-drift transition paths

Paolo Perona, Giulio Calvani

We apply the stochastic-trajectory analysis to derive exact expressions for the mean first passage times of jump-and-drift transition paths across two or more consecutive thresholds. We perform the analysis of the crossing statistics in terms of dimensionl ...

2023

Byzantine Fault-Tolerance in Federated Local SGD Under 2f-Redundancy

Nirupam Gupta

In this article, we study the problem of Byzantine fault-tolerance in a federated optimization setting, where there is a group of agents communicating with a centralized coordinator. We allow up to

f

Byzantine-faulty agents, which may not follow a prescr ...

Ieee-Inst Electrical Electronics Engineers Inc2023