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math.NA2014★ 30 cited
A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations
Ferran Vidal-Codina, Ngoc-Cuong Nguyen, Mike B. Giles +1
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method cons…
math.AP2014
Functional Gaussian processes for regression with linear PDE models
Ngoc-Cuong Nguyen, Jaime Peraire
In this paper, we present a new statistical approach to the problem of incorporating experimental observations into a mathematical model described by linear partial differential eq…