Efficient bounds for the Monte Carlo-Neumann solution of stochastic systems

DOI10.1016/J.AMC.2014.09.126MaRDI QIDQ298530zbMATH OpenOpenAlexFDO

Authors Cláudio R. Ávila da S., A. Beck

Publication date 20 June 2016

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2014.09.126

zbMATH Keywords

stochastic processesMonte Carlo simulationstochastic systemsNeumann seriesuncertainty propagation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites work

• scientific article; zbMATH DE number 5950695 (Why is no real title available?)
• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• A stochastic finite element dynamic analysis of structures with uncertain parameters
• An efficient 3D stochastic finite element method
• Analysis of a curved beam on uncertain elastic foundation.
• Explicit solution to the stochastic system of linear algebraic equations \((\alpha _{1}\boldsymbol{A}_{1} + \alpha _{2}\boldsymbol{A}_{2} +\cdots+ \alpha _{m}\boldsymbol{A}_{m})\boldsymbol{x} = \boldsymbol{b}\)
• Galerkin Solution of Stochastic Beam Bending on Winkler Foundations
• On stochastic finite elements for structural analysis
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
• Stochastic finite element method for spatial distribution of material properties and external loading
• Stochastic finite element simulation of random structure on uncertain foundation under random loading

Cited in

(2)

• Modelling uncertainty in incompressible flow simulation using Galerkin based generalized ANOVA
• New error estimators, based on the Neumann-Monte Carlo methodology for quantification of the uncertainty of the problem of stochastic bending of Levinson-Bickford beam

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