A systematic study of efficient sampling methods to quantify uncertainty in crack propagation and the Burgers equation

DOI10.1515/MCMA.2010.002zbMATH Open1253.74092MaRDI QIDQ3564645FDOQ3564645

Authors:

Publication date: 26 May 2010

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

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zbMATH Keywords

uncertainty quantificationBurgers equationMonte Carlo methodquasi-Monte Carlo methodParis lawsensitivity derivativesvariance-reduction

Mathematics Subject Classification ID

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)

Cites Work

• AUTO\_DERIV: Tool for automatic differentiation of a FORTRAN code
• Control variates for quasi-Monte Carlo (with comments and rejoinder)
• A variance reduction method based on sensitivity derivatives
• An efficient Monte Carlo method for optimal control problems with uncertainty
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
• Measures of agreement between computation and experiment: validation metrics
• Optimal Control and Stochastic Parameter Estimation
• On the expected optimal value and the optimal expected value
• An efficient sampling method for stochastic inverse problems

Cited In (2)

• An efficient sampling method for stochastic inverse problems
• Variance reduction method based on sensitivity derivatives. II.

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