Validation by Monte Carlo sampling of experimental observation functionals

DOI10.1002/NME.5599MaRDI QIDQ6557530zbMATH OpenFDO

Authors Tommaso Taddei, James D. Penn, Anthony T. Patera

Publication date 18 June 2024

Published in International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/NME.5599

zbMATH Keywords

Monte Carlo methodsoutput estimationvalidation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric tolerance and confidence regions (62F25) Applications of statistics to physics (62P35) Monte Carlo methods (65C05)

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Cites work

• A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations
• A parameterized-background data-weak approach to variational data assimilation: formulation, analysis, and application to acoustics
• Better Bootstrap Confidence Intervals
• Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
• Multifidelity approaches for optimization under uncertainty
• Multilevel Monte Carlo Path Simulation
• PBDW state estimation: noisy observations; configuration-adaptive background spaces; physical interpretations
• Probability essentials.

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