Publications associées à Stochastique

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

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

Robust optimization of control parameters for WEC arrays using stochastic methods

Tommaso Vanzan, Edie Miglio

This work presents a new computational optimization framework for the robust control of parks of Wave Energy Converters (WEC) in irregular waves. The power of WEC parks is maximized with respect to the individual control damping and stiffness coefficients ...

Journal of Computational Physics2023

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

Lp-regularity theory for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity

Jaeyun Yi

We study the existence, uniqueness, and regularity of the solution to the stochastic reaction-diffusion equation (SRDE) with colored noise F-center dot:partial derivative(t)u = aijuxixj +biuxi + cu - bu1+beta +xi u1+gamma F-center dot, (t, x) is ...

Academic Press Inc Elsevier Science2023

Reinforcement Learning for Joint Design and Control of Battery-PV Systems

Christophe Ballif, Nicolas Würsch, Laure-Emmanuelle Perret Aebi, Marine Dominique Cauz

The decentralisation and unpredictability of new renewable energy sources require rethinking our energy system. Data-driven approaches, such as reinforcement learning (RL), have emerged as new control strategies for operating these systems, but they have n ...

2023

Stochastic Models for Comparison-based Search

Daniyar Chumbalov

In this thesis we study a problem of searching in a space of objects using comparisons. To navigate through the space to the target object

t

, we ask a sequence of questions of the form ``which object

i

or

j

is closer to

t

?'' for which we observe no ...

EPFL2023

Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems

Volkan Cevher, Thomas Michaelsen Pethick

This paper introduces a new extragradient-type algorithm for a class of nonconvex-nonconcave minimax problems. It is well-known that finding a local solution for general minimax problems is computationally intractable. This observation has recently motivat ...

2022

STEPS 4.0: Fast and memory-efficient molecular simulations of neurons at the nanoscale

Felix Schürmann, James Gonzalo King, Pramod Shivaji Kumbhar, Omar Awile, Christos Kotsalos, Tristan Mathieu Carel, Iain Hepburn, Samuel Marie A Melchior, Weiliang Chen, Baudouin Paul Michel Maria Joseph Del Marmol, Alessandro Cattabiani, Giacomo Castiglioni, Nicola Cantarutti

Recent advances in computational neuroscience have demonstrated the usefulness and importance of stochastic, spatial reaction-diffusion simulations. However, ever increasing model complexity renders traditional serial solvers, as well as naive parallel imp ...

FRONTIERS MEDIA SA2022

The Completion Of Covariance Kernels

Victor Panaretos, Kartik Waghmare

We consider the problem of positive-semidefinite continuation: extending a partially specified covariance kernel from a subdomain Omega of a rectangular domain I x I to a covariance kernel on the entire domain I x I. For a broad class of domains Omega call ...

INST MATHEMATICAL STATISTICS-IMS2022

Numerical study of delta-function current sheets arising from resonant magnetic perturbations

Joaquim Loizu Cisquella, Yao Zhou

General three-dimensional toroidal ideal magnetohydrodynamic equilibria with a continuum of nested flux surfaces are susceptible to forming singular current sheets when resonant perturbations are applied. The presence of singular current sheets indicates t ...

2022

Weakly nonlinear evolution of stochastically driven non-normal systems

François Gallaire, Edouard Boujo, Yves-Marie François Ducimetière

We consider nonlinear dynamical systems driven by stochastic forcing. It has been largely evidenced in the literature that the linear response of non-normal systems (e.g. fluid flows) may exhibit a large variance amplification, even in a linearly stable re ...

Cambridge University Press2022

On the numerical simulation of a confined cavitating tip leakage vortex under geometrical and operational uncertainties

Mohamed Farhat

The effects of operational and geometrical uncertainties on Tip Leakage Vortex (TLV) characteristics are investigated in the current research. Geometrical uncertainties are comprised of manufacturing tolerances or gradual geometry degradation over the time ...

PERGAMON-ELSEVIER SCIENCE LTD2021

Implicit Bias of SGD for Diagonal Linear Networks: a Provable Benefit of Stochasticity

Nicolas Henri Bernard Flammarion, Scott William Pesme, Loucas Pillaud-Vivien

Understanding the implicit bias of training algorithms is of crucial importance in order to explain the success of overparametrised neural networks. In this paper, we study the dynamics of stochastic gradient descent over diagonal linear networks through i ...

2021

A Planner-Trader Decomposition for Multi-Market Hydro Scheduling

Daniel Kuhn, Napat Rujeerapaiboon, Kilian Schindler, Wolfram Wiesemann

Peak/off-peak spreads on European electricity forward and spot markets are eroding due to the ongoing nuclear phaseout and the steady growth in photovoltaic capacity. The reduced profitability of peak/off- peak arbitrage forces hydropower producers to reco ...

2024

Simulated Half-Fourier Acquisitions Single-shot Turbo Spin Echo (HASTE) of the Fetal Brain: Application to Super-Resolution Reconstruction

Meritxell Bach Cuadra, Tobias Kober, Tom Hilbert, Thomas Yu, Reto Meuli, Sébastien Tourbier, Patric Hagmann, Hamza Kebiri

Accurate characterization of in utero human brain maturation is critical as it involves complex interconnected structural and functional processes that may influence health later in life. Magnetic resonance imaging is a powerful tool complementary to the u ...

SPRINGER INTERNATIONAL PUBLISHING AG2021

Gramian-Based Adaptive Combination Policies For Diffusion Learning Over Networks

Ali H. Sayed, Stefan Vlaski, Yigit Efe Erginbas

This paper presents an adaptive combination strategy for distributed learning over diffusion networks. Since learning relies on the collaborative processing of the stochastic information at the dispersed agents, the overall performance can be improved by d ...

IEEE2021

Supersymmetries in nonequilibrium Langevin dynamics

Elisabeth Agoritsas

Stochastic phenomena are often described by Langevin equations, which serve as a mesoscopic model for microscopic dynamics. It has been known since the work of Parisi and Sourlas that reversible (or equilibrium) dynamics present supersymmetries (SUSYs). Th ...

2021

A Pareto Dominance Principle for Data-Driven Optimization

Daniel Kuhn, Tobias Sutter

We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that maps the available training data to a feasible action. It can always be exp ...

2024

A Modular Workflow for Model Building, Analysis, and Parameter Estimation in Systems Biology and Neuroscience

Daniel Keller, Andrii Stepaniuk

Neuroscience incorporates knowledge from a range of scales, from single molecules to brain wide neural networks. Modeling is a valuable tool in understanding processes at a single scale or the interactions between two adjacent scales and researchers use a ...

HUMANA PRESS INC2022