A systematic study of efficient sampling methods to quantify uncertainty in crack propagation and the Burgers equation
uncertainty quantificationBurgers equationMonte Carlo methodquasi-Monte Carlo methodParis lawsensitivity derivativesvariance-reduction
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brittle fracture (74R10) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)
- Variance reduction method based on sensitivity derivatives. II.
- A variance reduction method based on sensitivity derivatives
- An efficient sampling method for stochastic inverse problems
- Sensitivity Analysis of Burgers' Equation with Shocks
- Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods
- A variance reduction method based on sensitivity derivatives
- AUTO\_DERIV: Tool for automatic differentiation of a FORTRAN code
- An efficient Monte Carlo method for optimal control problems with uncertainty
- An efficient sampling method for stochastic inverse problems
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- Measures of agreement between computation and experiment: validation metrics
- Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
- On the expected optimal value and the optimal expected value
- Optimal Control and Stochastic Parameter Estimation
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