A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation (Q503308)

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English	A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation	scientific article

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scholarly article

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title

A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation (English)

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published in

Computer Methods in Applied Mechanics and Engineering

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publication date

12 January 2017

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full work available at URL

https://arxiv.org/abs/1202.0781

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zbMATH Keywords

Monte Carlo method

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variance reduction

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reduced basis method

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partial differential equations with stochastic coefficients

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uncertainty quantification

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Bayes MMSE estimation

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author

Sebastien Boyabal

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describes a project that uses

rbMIT

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

zbMATH Open document ID

1354.65010

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Mathematics Subject Classification ID

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10.1016/J.CMA.2012.05.003

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Sitelinks

Mathematics(1 entry)

mardi Publication:503308