Reduced Basis Methods for Uncertainty Quantification
DOI10.1137/151004550zbMath1400.65010OpenAlexW2747778728MaRDI QIDQ4636408
Gianluigi Rozza, Peng Chen, Alfio M. Quarteroni
Publication date: 19 April 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/151004550
optimal controlerror estimatesinverse problemsproper orthogonal decompositiongreedy algorithmreduced basis methodrisk predictionuncertainty quantificationstatistical moments
Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)
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