A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems-Reference-Cited by-同舟云学术

A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems

Published:2017-07 Issue: Volume:341 Page:121-139
ISSN:0021-9991
Container-title:Journal of Computational Physics
language:en
Short-container-title:Journal of Computational Physics

Author:

Fairbanks Hillary R.,Doostan Alireza,Ketelsen Christian,Iaccarino Gianluca

Funder

United States Department of Energy

NSF

U.S. Department of Energy Office of Science, Office of Advanced Scientific Computing Research

Publisher

Elsevier BV

Reference37 articles.

1. Stochastic Finite Elements: A Spectral Approach;Ghanem,2002

2. The Wiener–Askey polynomial chaos for stochastic differential equations;Xiu;SIAM J. Sci. Comput.,2002

3. A non-adapted sparse approximation of PDEs with stochastic inputs;Doostan;J. Comput. Phys.,2011

4. An equation-free, multiscale approach to uncertainty quantification;Xiu;Comput. Sci. Eng.,2005

5. L. Mathelin, M. Hussaini, A stochastic collocation algorithm for uncertainty analysis, Tech. Rep. NAS 1.26:212153; NASA Langley Research Center, 2003, NASA/CR-2003-212153.

Cited by 37 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Boosting efficiency and reducing graph reliance: Basis adaptation integration in Bayesian multi-fidelity networks;Computer Methods in Applied Mechanics and Engineering;2025-03

2. Surrogate models for multiregime flow problems;Physical Review Fluids;2025-02-26

3. Multilevel Monte Carlo methods for the Grad-Shafranov free boundary problem;Computer Physics Communications;2024-05

4. Subsampling of Parametric Models with Bifidelity Boosting;SIAM/ASA Journal on Uncertainty Quantification;2024-04-04

5. Bi-fidelity variational auto-encoder for uncertainty quantification;Computer Methods in Applied Mechanics and Engineering;2024-03