Stochastic systems. Uncertainty quantification and propagation
DOI10.1007/978-1-4471-2327-9zbMATH Open1247.60002OpenAlexW4235676302MaRDI QIDQ660356FDOQ660356
Publication date: 1 February 2012
Published in: Springer Series in Reliability Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4471-2327-9
modellingstochastic partial differential equationsMarkov processesstochastic differential equationsstochastic systemsstochastic Galerkin methodstochastic reduced order method
Monte Carlo methods (65C05) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Other physical applications of random processes (60K40) Modeling and interdisciplinarity (aspects of mathematics education) (97M10) Distributions and stochastic processes (educational aspects) (97K60)
Cited In (25)
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- Multivariate predictions of local reduced-order-model errors and dimensions
- A random field-based method to estimate convergence of apparent properties in computational homogenization
- Uncertainty propagation in nerve impulses through the action potential mechanism
- Microstructure models and material response by extreme value theory
- Addressing the curse of dimensionality in stochastic dynamics: a Wiener path integral variational formulation with free boundaries
- Uncertainty propagation in dynamical systems
- Divergence instability of pipes conveying fluid with uncertain flow velocity
- Four finite dimensional (FD) surrogates for continuous random processes
- Non-stationary response statistics of nonlinear oscillators with fractional derivative elements under evolutionary stochastic excitation
- Estimates of System Response Maxima by Extreme Value Theory and Surrogate Models
- Uncertainty quantification in hybrid dynamical systems
- Computing Invariant Sets of Random Differential Equations Using Polynomial Chaos
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- Data-based importance sampling estimates for extreme events
- Parametric models for samples of random functions
- Representability of stochastic systems
- RVE problem: mathematical aspects and related stochastic mechanics
- Stochastic modelling of symmetric positive definite material tensors
- Specification of Additional Information for Solving Stochastic Inverse Problems
- An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators
- Stochastic response of uncertain systems
- Bayesian inference of random fields represented with the Karhunen-Loève expansion
- Nonlinear Young integrals and differential systems in Hölder media
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