Articlegreen2022

MULTILEVEL QUASI-MONTE CARLO FOR INTERVAL ANALYSIS

Robin R. P. Callens · Matthias G.R. Faes · David Moens

17 citations0/0 files storedInternational Journal for Uncertainty Quantification

No readable copy stored yet — this record is metadata only.

Probabilistic and Robust Engineering Design Numerical Methods and Algorithms Mathematical Approximation and Integration

Abstract

sponsorship: The authors would like to acknowledge the financial support of the Research Foundation-Flanders in the framework of the PhD fellowship strategic basic research (No. 1SD2421N) of Robin R.P. Callens and the postdoctoral grant (No. 12P359N) of Matthias G.R. Faes. Matthias G.R. Faes further acknowledges the kind support of the Alexander von Humboldt Foundation. (Research Foundation-Flanders|1SD2421N, Research Foundation-Flanders|12P359N, Alexander von Humboldt Foundation)

Citations in this library

Stored only when both papers are in the corpus — 17 citations exist upstream.

References

2008Multilevel Monte Carlo Path Simulation 2013Imprecise probabilities in engineering analyses 2011Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients 2019Recent Trends in the Modeling and Quantification of Non-probabilistic Uncertainty 2004A new Cauchy-based black-box technique for uncertainty in risk analysis 2014Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems 2011Uncertainty quantification and propagation analysis of structures based on measurement data 2013A feasible implementation procedure for interval analysis method from measurement data

Cited by

2023Interval parameter sensitivity analysis based on interval perturbation propagation and interval similarity operator

Imported from OpenAlex (CC0) — nothing here is generated.