Parametric models for samples of random functions

DOI10.1016/J.JCP.2015.04.053zbMATH Open1349.65012OpenAlexW224149442MaRDI QIDQ350126FDOQ350126

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2015.04.053

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singular value decomposition Monte Carlo simulation random elements parametric models sample properties Karhunen-Loève expansion

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited In (12)

Finite dimensional models for random functions
Title not available (Why is that?)
Microstructure models and material response by extreme value theory
Parametric and nonparametric models of the impedance matrix of a random medium
Finite dimensional models for random microstructures
A rapid and efficient isogeometric design space exploration framework with application to structural mechanics
Model selection for random functions with bounded range: applications in science and engineering
Identification of input random field samples causing extreme responses
Data-based importance sampling estimates for extreme events
Variance properties of sample path derivatives of parametric random variables
Parametric translation models for stationary non-Gaussian processes and fields
Estimates of system response maxima by extreme value theory and surrogate models

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