Prediction and reduction of runtime in non-intrusive forward UQ simulations

Author:

Künzner FlorianORCID,Neckel Tobias,Bungartz Hans-Joachim

Publisher

Springer Science and Business Media LLC

Subject

General Earth and Planetary Sciences,General Physics and Astronomy,General Engineering,General Environmental Science,General Materials Science,General Chemical Engineering

Reference44 articles.

1. Smith RC (2014) Uncertainty quantification: theory, implementation, and applications. Computational science and engineering. Society for Industrial and Applied Mathematics, Philadelphia

2. Xiu D (2010) Numerical methods for stochastic computations: a spectral method approach. Princeton University Press, Princeton

3. Sullivan T (2015) Introduction to uncertainty quantification, 1st edn. Springer, Berlin. https://doi.org/10.1007/978-3-319-23395-6

4. Meeds E, Welling M (2015) Optimization Monte Carlo: efficient and embarrassingly parallel likelihood-free inference. In: NIPS

5. Neiswanger W, Wang C, Xing EP (2014) Asymptotically exact, embarrassingly parallel MCMC. In: UAI

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3. GMRES with embedded ensemble propagation for the efficient solution of parametric linear systems in uncertainty quantification of computational models;Computer Methods in Applied Mechanics and Engineering;2020-09

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