Error Analysis for Probabilities of Rare Events with Approximate Models

DOI10.1137/20M1359808zbMath1492.65331arXiv2008.06368OpenAlexW3186179194MaRDI QIDQ5001383

Fabian Wagner, Jonas Latz, Iason Papaioannou, Elisabeth Ullmann

Publication date: 19 July 2021

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.06368

zbMATH Keywords

error analysisreliability analysisuncertainty quantificationstochastic finite elements

Mathematics Subject Classification ID

Random fields (60G60) Inequalities; stochastic orderings (60E15) Bayesian inference (62F15) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (2)

Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events ⋮ The Ensemble Kalman Filter for Rare Event Estimation

Uses Software

• DLMF

Cites Work

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