Uncertainty Quantification for Approximate $p$-Quantiles for Physical Models with Stochastic Inputs

DOI10.1137/140967039zbMath1311.65003OpenAlexW1994213118MaRDI QIDQ2938472

Donald J. Estep, Axel Målqvist, Fredrik Hellman, Daniel Elfverson

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/10.1137/140967039

zbMATH Keywords

physical modelsstochastic parametersa posteriori error bound\(p\)-quantileselective refinement

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical solutions to stochastic differential and integral equations (65C30)

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