The tensor-train (TT) format is a highly compact low-rank representation for high-
dimensional tensors. TT is particularly useful when representing approximations to the …

Every “x”-adjustment in the so-called xVA financial risk management framework relies on the
computation of exposures. Considering thousands of Monte Carlo paths and tens of …

The present work addresses the problems of high-dimensional approximation and
uncertainty quantification in the context of electromagnetic field simulations. In the presence …

In the present work, we propose a reduced‐order method to solve the state estimation
problem when nonlinear parametric time‐dependent systems are at hand. The method is …

This thesis addresses the topic of surrogate modeling for forward and inverse problems, in
the context of parameter dependent systems described by differential equations. The …

This article investigates the application of tensor decomposition and the stochastic Galerkin
method for the uncertainty quantification of complex systems characterized by high …

This work deals with the computation of industry-relevant bond wire failure probabilities in
microelectronic packages. Under operating conditions, a package is subject to Joule heating …

This thesis is related to modeling uncertainties in magnetic properties of ferromagnetic
materials which occur due to, eg, manufacturing imperfections. The modeling procedure is …

In the present work, numerical methods for the solution of multi-linear system are presented.
Most large-scale multi-linear solvers rely on either the alternating leastsquares or low rank …

The main purpose of this thesis has been to improve the deterministic computational
simulations of two industrial problems with a stochastic approach. For this purpose …