Estimates of System Response Maxima by Extreme Value Theory and Surrogate Models
DOI10.1137/17M1114223zbMath1387.93153MaRDI QIDQ4636411
Publication date: 19 April 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
stochastic equationsextreme value theorysurrogate modelsrandom functionsstochastic reduced order modelsextreme responses
Random fields; image analysis (62M40) Estimation and detection in stochastic control theory (93E10) Random number generation in numerical analysis (65C10) Higher-order theories for problems in Hamiltonian and Lagrangian mechanics (70H50) Existence of optimal solutions to problems involving randomness (49J55) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87)
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