Reduced basis techniques for stochastic problems

DOI10.1007/s11831-010-9056-zzbMath1269.65005arXiv1004.0357WikidataQ56601025 ScholiaQ56601025MaRDI QIDQ358488

Tony Lelièvre, Yvon Maday, Ngoc Cuong Nguyen, Claude Le Bris, Anthony T. Patera, Sebastien Boyabal

Publication date: 9 August 2013

Published in: Archives of Computational Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.0357

Mathematics Subject Classification ID

62F15: Bayesian inference

60H25: Random operators and equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

65C30: Numerical solutions to stochastic differential and integral equations

Uses Software

• rbMIT