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...

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Những tác giả chính: Giles, M, Vidal-Codina, F, Nguyen, N, Peraire, J
Định dạng: Journal article
Được phát hành: SIAM/ASA 2016