A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation
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Publication:503308
DOI10.1016/j.cma.2012.05.003zbMath1354.65010arXiv1202.0781OpenAlexW1971965579MaRDI QIDQ503308
Publication date: 12 January 2017
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.0781
Monte Carlo methodreduced basis methodvariance reductionuncertainty quantificationBayes MMSE estimationpartial differential equations with stochastic coefficients
Bayesian inference (62F15) Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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