Stochastic Methods for Solving High-Dimensional Partial Differential Equations
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Publication:5117925
DOI10.1007/978-3-030-43465-6_6OpenAlexW3023475849MaRDI QIDQ5117925FDOQ5117925
Marie Billaud Friess, A. Nouy, Arthur Macherey, Clémentine Prieur
Publication date: 26 August 2020
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.05423
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Cited In (7)
- Robust design optimization by polynomial dimensional decomposition
- Split S-ROCK methods for high-dimensional stochastic differential equations
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
- Stochastic PDE Projection on Manifolds: Assumed-Density and Galerkin Filters
- A stochastic solution of a high order parabolic equation
- Multi-element probabilistic collocation method in high dimensions
- A probabilistic reduced basis method for parameter-dependent problems
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