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

DOI10.1016/J.AMC.2014.09.126zbMATH Open1338.60170OpenAlexW2045202410MaRDI QIDQ298530FDOQ298530

A. Beck, Cláudio R. Ávila da S.

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

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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)

Cites Work

• Title not available (Why is that?)
• Analysis of a curved beam on uncertain elastic foundation.
• An efficient 3D stochastic finite element method
• A stochastic finite element dynamic analysis of structures with uncertain parameters
• Explicit solution to the stochastic system of linear algebraic equations \((\alpha _{1}\boldsymbol{A}_{1} + \alpha _{2}\boldsymbol{A}_{2} +\cdots+ \alpha _{m}\boldsymbol{A}_{m})\boldsymbol{x} = \boldsymbol{b}\)
• Stochastic finite element simulation of random structure on uncertain foundation under random loading
• Galerkin Solution of Stochastic Beam Bending on Winkler Foundations
• On stochastic finite elements for structural analysis
• Title not available (Why is that?)
• Stochastic finite element method for spatial distribution of material properties and external loading
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation

Cited In (1)

• Modelling uncertainty in incompressible flow simulation using Galerkin based generalized ANOVA

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