Publications associées à Multi-index Monte Carlo: when sparsity meets sampling

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Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Fabio Nobile, Giovanni Migliorati, Erik Gustaf Bogislaw Von Schwerin

In this work we consider the random discrete

L^2

projection on polynomial spaces (hereafter RDP) for the approximation of scalar quantities of interest (QOIs) related to the solution of a partial differential equation model with random input parameters. ...

Siam Publications2013

Multi-index Monte Carlo: when sparsity meets sampling

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Compressibility of Symmetric-α-Stable Processes

MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm

MATHICSE Technical Report : Optimization of mesh hierarchies in multilevel Monte Carlo samplers

MATHICSE Technical Report : Low-rank tensor approximation for high-order correlation functions of Gaussian random fields

MATHICSE Technical Report : On the dynamically orthogonal approximation of time dependent random PDEs

Simultaneous estimation of phase and phase derivative using a difference equation representation of the interference field

Thumbnail galleries for procedural models

Accurate and efficient evaluation of failure probability for partial different equations with random input data

Incremental Model Identification of Fluid-Fluid Reaction Systems – Dynamic Accumulation and Reactions in the Diffusion Layer

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

MATHICSE Technical Report : Low-rank tensor approximation for high-order correlation functions of Gaussian random fields

MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm

Incremental Model Identification of Fluid-Fluid Reaction Systems – Dynamic Accumulation and Reactions in the Diffusion Layer

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Compressibility of Symmetric-α-Stable Processes

MATHICSE Technical Report : Optimization of mesh hierarchies in multilevel Monte Carlo samplers

Thumbnail galleries for procedural models

Simultaneous estimation of phase and phase derivative using a difference equation representation of the interference field

MATHICSE Technical Report : On the dynamically orthogonal approximation of time dependent random PDEs

Accurate and efficient evaluation of failure probability for partial different equations with random input data