Multifidelity Monte Carlo estimation for large-scale uncertainty propagation

One important task of uncertainty quantification is propagating input uncertainties through a system of interest to quantify the uncertainties’ effects on the system outputs; however, numerical methods for uncertainty propagation are often based on Monte Carlo estimation, which can require large num...

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Dettagli Bibliografici
Autori principali: Peherstorfer, Benjamin, Beran, Philip S., Willcox, Karen E
Altri autori: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Natura: Articolo
Pubblicazione: American Institute of Aeronautics and Astronautics 2018
Accesso online:http://hdl.handle.net/1721.1/114856
https://orcid.org/0000-0003-2156-9338