A reduced basis approach for variational problems with stochastic parameters: application to heat conduction with variable Robin coefficient

DOI10.1016/j.cma.2009.05.019zbMath1230.80013MaRDI QIDQ660371

Ngoc Cuong Nguyen, Claude Le Bris, Sebastien Boyabal, Yvon Maday, Anthony T. Patera

Publication date: 1 February 2012

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/99354

zbMATH Keywords

Monte Carlo; reduced basis method; a posteriori error estimation; Karhunen-Loève; stochastic parameterized partial differential equations

Mathematics Subject Classification ID

65C05: Monte Carlo methods

65C30: Numerical solutions to stochastic differential and integral equations

80M31: Monte Carlo methods applied to problems in thermodynamics and heat transfer

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