Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing
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Gaussian random fieldimportance samplinglarge deviation principlenumerical examplePoisson equationrare eventssmall random perturbationuncertainty quantification
Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Monte Carlo methods (65C05)
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Cites work
- A minimum action method with optimal linear time scaling
- An \(hp\)-adaptive minimum action method based on a posteriori error estimate
- An adaptive high-order minimum action method
- Approximation of quasi-potentials and exit problems for multidimensional RDE's with noise
- Counterexamples in importance sampling for large deviations probabilities
- Efficient rare event simulation for failure problems in random media
- Efficient Spectral-Galerkin Method I. Direct Solvers of Second- and Fourth-Order Equations Using Legendre Polynomials
- Escaping from an attractor: Importance sampling and rest points. I.
- Finite elements for elliptic problems with stochastic coefficients
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- Importance Sampling, Large Deviations, and Differential Games
- Introduction to rare event simulation.
- Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
- Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions
- Large fluctuations for a nonlinear heat equation with noise
- Minimum action method for the study of rare events
- Mixed and Hybrid Finite Element Methods
- Model the nonlinear instability of wall-bounded shear flows as a rare event: a study on two-dimensional Poiseuille flow
- Moderate deviation for random elliptic PDE with small noise
- Noise-induced transition in barotropic flow over topography and application to Kuroshio
- Numerical study for the nucleation of one-dimensional stochastic Cahn-Hilliard dynamics
- Quasipotential and exit time for 2D stochastic Navier-Stokes equations driven by space time white noise
- Rare event simulation via importance sampling for linear SPDE's
- Stochastic Equations in Infinite Dimensions
- The geometric minimum action method: A least action principle on the space of curves
- The instanton method and its numerical implementation in fluid mechanics
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