Pages that link to "Item:Q2550266"
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The following pages link to Hermite expansions in Monte-Carlo computation (Q2550266):
Displayed 33 items.
- A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms (Q401608) (← links)
- Numerical study of interacting particles approximation for integro-differential equations (Q556315) (← links)
- Uncertainty propagation using Wiener-Haar expansions (Q598122) (← links)
- Multi-resolution analysis of Wiener-type uncertainty propagation schemes (Q598158) (← links)
- Building blocks for computer vision with stochastic partial differential equations (Q847471) (← links)
- Stochastic spectral methods for efficient Bayesian solution of inverse problems (Q886042) (← links)
- Stochastic finite difference lattice Boltzmann method for steady incompressible viscous flows (Q995232) (← links)
- Unbiased Monte Carlo evaluation of certain functional integrals (Q1089719) (← links)
- Random vortex methods for the Navier-Stokes equation (Q1101284) (← links)
- An extension of the Black-Scholes model of security valuation (Q1106069) (← links)
- Variance reduction in Monte Carlo computations using multi-dimensional Hermite polynomials (Q1141450) (← links)
- The Monte Carlo method (Q1148097) (← links)
- Adaptive estimation procedures for multi-parameter Monte Carlo computations (Q1149726) (← links)
- Particle-method solution of two-dimensional convection-diffusion equations (Q1195454) (← links)
- Spectral stochastic homogenization of divergence-type PDEs. (Q1429621) (← links)
- Optimal prediction with memory (Q1599055) (← links)
- Approximation of Wiener integrals (Q1819921) (← links)
- A stochastic projection method for fluid flow. II: Random process (Q1851260) (← links)
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos (Q1867623) (← links)
- The Euler scheme with irregular coefficients (Q1872290) (← links)
- Acceleration of uncertainty propagation through Lagrange multipliers in partitioned stochastic method (Q2310251) (← links)
- Progress in the development of a new lattice Boltzmann method (Q2313688) (← links)
- An efficient computational method for statistical moments of Burger's equation with random initial conditions (Q2314689) (← links)
- Numerical solutions of Burgers' equation with random initial conditions using the Wiener chaos expansion and the Lax-Wendroff scheme (Q2455435) (← links)
- An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems (Q2458616) (← links)
- Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics (Q2498522) (← links)
- Uncertainty quantification in chemical systems (Q3649910) (← links)
- A variance reduction technique for use with the extrapolated Euler method for numerical solution of stochastic differential equations (Q4286488) (← links)
- Numerical Projection Method For Inverse Fourier Transform And Its Application (Q4484807) (← links)
- The two particle Boltzmann collision operator in axisymmetric geometry (Q4734735) (← links)
- Accurate Evaluation of Wiener Integrals (Q5671563) (← links)
- Optimal Control and Stochastic Parameter Estimation (Q5757067) (← links)
- A stochastic projection method for fluid flow. I: Basic formulation (Q5956024) (← links)