Failure Probability Estimation of Linear Time Varying Systems by Progressive Refinement of Reduced Order Models
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Publication:5237184
DOI10.1137/18M1165840zbMath1454.60104MaRDI QIDQ5237184
Agnimitra Dasgupta, Debraj Ghosh
Publication date: 17 October 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
proper orthogonal decompositionMonte Carlo simulationfailure probabilityreduced order modelingsurrogate models
Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Uses Software
Cites Work
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