A Domain Decomposition Approach for Uncertainty Analysis

DOI10.1137/140980508zbMath1327.35464OpenAlexW1999840501MaRDI QIDQ3454826

Karen Willcox, Qifeng Liao

Publication date: 27 November 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/96477

zbMATH Keywords

importance samplingdomain decompositionuncertainty quantificationmodel order reduction

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Statistical sampling theory and related topics (62D99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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