Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing (Q4603510)
From MaRDI portal
scientific article; zbMATH DE number 6841491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing |
scientific article; zbMATH DE number 6841491 |
Statements
Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing (English)
0 references
21 February 2018
0 references
small random perturbation
0 references
Gaussian random field
0 references
importance sampling
0 references
large deviation principle
0 references
rare events
0 references
uncertainty quantification
0 references
numerical example
0 references
Poisson equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
