Response Statistics for Random Heterogeneous Microstructures

DOI10.1137/130921490zbMath1348.60099OpenAlexW2080506988MaRDI QIDQ2938444

Mircea D. Grigoriu

Publication date: 14 January 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/130921490

zbMATH Keywords

stochastic differential equationsMonte Carlo simulationsurrogate modelsstochastic reduced order modelsparametric random fieldsrandom heterogeneous microstructures

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Homogenization, determination of effective properties in solid mechanics (74Q99)

Related Items (7)

A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems ⋮ Parametric models for samples of random functions ⋮ Identification of input random field samples causing extreme responses ⋮ Predicting laser weld reliability with stochastic reduced‐order models ⋮ Estimates of System Response Maxima by Extreme Value Theory and Surrogate Models ⋮ An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk ⋮ Data-based importance sampling estimates for extreme events

This page was built for publication: Response Statistics for Random Heterogeneous Microstructures