Several computational challenges arise when evaluating the failure probability of a given system in the context of risk prediction or reliability analysis. When the dimension of the uncertainties becomes high, well established direct numerical methods can ...
This work aims at identifying and quantifying uncertainties from various sources in human cardiovascular system based on stochastic simulation of a one dimensional arterial network. A general analysis of different uncertainties and probability characteriza ...
In this work we deal with a stochastic optimal Robin boundary control problem constrained by an advection-diffusion-reaction elliptic equation with advection-dominated term. We assume that the uncertainty comes from the advection led and consider a stochas ...
Society for Industrial and Applied Mathematics2013
In this work we propose and analyze a weighted reduced basis method to solve elliptic partial differential equations (PDEs) with random input data. The PDEs are first transformed into a weighted parametric elliptic problem depending on a finite number of p ...
