Validation by Monte Carlo sampling of experimental observation functionals

DOI10.1002/nme.5599zbMath1548.65025MaRDI QIDQ6557530

Anthony T. Patera, Tommaso Taddei, James D. Penn

Publication date: 18 June 2024

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo methodsoutput estimationvalidation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric tolerance and confidence regions (62F25) Monte Carlo methods (65C05) Applications of statistics to physics (62P35)

Cites Work

• Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
• Probability essentials.
• A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations
• PBDW State Estimation: Noisy Observations; Configuration-Adaptive Background Spaces; Physical Interpretations
• Multilevel Monte Carlo Methods
• Multifidelity approaches for optimization under uncertainty
• A parameterized-background data-weak approach to variational data assimilation: formulation, analysis, and application to acoustics
• Multilevel Monte Carlo Path Simulation
• Better Bootstrap Confidence Intervals

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