A method for solving stochastic equations by reduced order models and local approximations
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Publication:2446964
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Cited in
(13)- Some reduction methods of problems of nonlinear stochastic dynamics
- An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk
- Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity
- An efficient Monte Carlo solution for problems with random matrices
- Bayesian methods for characterizing unknown parameters of material models
- Stochastic reduced-order models for stable nonlinear ordinary differential equations
- Finite dimensional models for random functions
- Predicting laser weld reliability with stochastic reduced‐order models
- Parametric models for samples of random functions
- Estimates of system response maxima by extreme value theory and surrogate models
- Robust topology optimization under loading uncertainties via stochastic reduced order models
- Adaptive particle-based approximations of the Gibbs posterior for inverse problems
- Stochastic subspace via probabilistic principal component analysis for characterizing model error
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