Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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Mathematics

100
Rare Event Mathematics
100
Large Deviation Pri... Mathematics
33
Class Mathematics
33
Stochastics Mathematics
33
Minimizing Mathematics
33
Probability Theory Mathematics
33
correlation length ... Mathematics
33
Gaussian Distributi... Mathematics
33
Numerical Analysis Mathematics
33
Poisson Equation Mathematics
33
Random Field Mathematics
33
Necessary and Suffi... Mathematics
33
Sampling Scheme Mathematics
33
Dimensional Model Mathematics
33
Numerical Approxima... Mathematics
33
Rate Function Mathematics
33
Importance Sampling... Mathematics
33
Importance Sampling Mathematics
33
Extended System Mathematics
33
Covariance Operator Mathematics
33
Efficiency Mathematics

Keyphrases

100
Elliptic Problems Keyphrases
100
Efficient Simulatio... Keyphrases
100
Asymptotic Efficien... Keyphrases
100
Random Forcing Keyphrases
100
Large Deviation Pri... Keyphrases
66
Small Noise Keyphrases
66
Importance Sampling Keyphrases
33
Correlation Length Keyphrases
33
Random Field Keyphrases
33
Poisson Equation Keyphrases
33
Principles-based Keyphrases
33
Stochastic Problems Keyphrases
33
Gaussian Random Keyphrases
33
Problem Play Keyphrases
33
Numerical Approxima... Keyphrases
33
Rate Function Keyphrases
33
Weak Efficiency Keyphrases
33
Spatially Extended ... Keyphrases
33
Rate Functional Keyphrases
33
Steady-state Proble... Keyphrases
33
Rare Event Simulati... Keyphrases
33
Probability Estimat... Keyphrases
33
Covariance Operator Keyphrases
33
Finite-dimensional ... Keyphrases
33
Trace Class Keyphrases

INIS

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randomness INIS
100
simulation INIS
100
noise INIS
66
sampling INIS
33
probability INIS
33
stochastic processe... INIS
33
approximations INIS
33
comparative evaluat... INIS
33
length INIS
33
space INIS
33
correlations INIS
33
efficiency INIS
33
steady-state condit... INIS
33
amplitudes INIS
33
construction INIS
33
numerical analysis INIS
33
poisson equation INIS
Research OutputsResearch Output authored by Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing is tagged with the concept