An empirical interpolation and model-variance reduction method for computing statistical outputs of parametrized stochastic partial differential equations
We present an empirical interpolation and model-variance reduction method for the fast and reliable computation of statistical outputs of parametrized stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the real-time computation of reduced basis (RB...
| Main Authors: | , , , |
|---|---|
| פורמט: | Journal article |
| יצא לאור: |
SIAM/ASA
2016
|