Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing (Q4603510)
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scientific article; zbMATH DE number 6841491
Language | Label | Description | Also known as |
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English | Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing |
scientific article; zbMATH DE number 6841491 |
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Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing (English)
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21 February 2018
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small random perturbation
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Gaussian random field
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importance sampling
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large deviation principle
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rare events
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uncertainty quantification
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numerical example
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Poisson equation
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