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Accelerating Monte Carlo estimation with derivatives of high-level finite element models · Study

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ArticleAccelerating Monte Carlo estimation with derivatives of high-level finite element models

Paul Hauseux2017

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Articlegreen2017

Accelerating Monte Carlo estimation with derivatives of high-level finite element models

Paul Hauseux · Jack Hale · Stéphane Bordas

65 citations·0/0 files stored·Computer Methods in Applied Mechanics and Engineering

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Probabilistic and Robust Engineering Design Advanced Numerical Methods in Computational Mathematics Model Reduction and Neural Networks

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References

2001Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates 1991Stochastic Finite Elements: A Spectral Approach 2007Global sensitivity analysis using polynomial chaos expansions 2008Multilevel Monte Carlo Path Simulation 2008The stochastic finite element method: Past, present and future 2004Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations 2011Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients 2004Finite elements for elliptic problems with stochastic coefficients

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Details

Year2017

Typearticle

Published2017-02-09

VenueComputer Methods in Applied Mechanics and Engineering

ISSN-L0045-7825

Languageen

Citations65

Files0 public / 0

ShelfProbabilistic and Robust Engineering Design

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doi10.1016/j.cma.2017.01.041

openalex_workW2587397448

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