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Variance reduction method based on sensitivity derivatives. II. - MaRDI portal

Variance reduction method based on sensitivity derivatives. II. (Q2448372)

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Variance reduction method based on sensitivity derivatives. II.
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    Variance reduction method based on sensitivity derivatives. II. (English)
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    30 April 2014
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    Monte Carlo method
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    uncertainty quantification
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    sensitivity derivatives
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    variance reduction
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    Korteweg-de Vries equation
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