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Próximos artigos
Regularizing nested Monte Carlo Sobol' index estimators to balance the trade-off between explorations and repetitions in global sensitivity analysis of stochastic models
Henri Mermoz Kouye, Gildas Mazo
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Henri Mermoz Kouye ![]()
Gildas Mazo
Stein Variational Rare Event Simulation
Max Ehre, Iason Papaioannou, Daniel Straub
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Max Ehre ![]()
Iason Papaioannou ![]()
Daniel Straub
Quasi-Monte Carlo sparse grid Galerkin finite element methods for linear elasticity equations with uncertainties
Michael Clarke, Josef Dick, Quoc Le Gia, Kassem Mustapha, Thanh Tran
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Michael Clarke ![]()
Josef Dick ![]()
Quoc Le Gia ![]()
Kassem Mustapha ![]()
Thanh Tran
Efficient treatment of the model error in the calibration of computer codes: the Complete Maximum a Posteriori method
Omar Kahol, Pietro Marco Congedo, Olivier Le Maître, Enora Denimal Goy
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Omar Kahol ![]()
Pietro Marco Congedo ![]()
Olivier Le Maître ![]()
Enora Denimal Goy
Stochastic Galerkin method for linear fractional differential equations
Roland Pulch, Abhishek Kumar Singh
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Roland Pulch ![]()
Abhishek Kumar Singh |
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