A Measure-Theoretic Computational Method for Inverse Sensitivity Problems III: Multiple Quantities of Interest

DOI10.1137/130930406MaRDI QIDQ2938440zbMATH OpenOpenAlexFDO

Authors T. Butler, D. Estep, S. J. Tavener, C. Dawson, J. J. Westerink

Publication date 14 January 2015

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/21bff4e5fe2d5b7eb54161ac1c25ae6f433ceb8a

zbMATH Keywords

approximationprobability measuresstochastic inverse problemsset-valued solutionsinverse sensitivity problemsmeasure disintegration

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

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