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stat.ML2017★ 29 cited
Bayesian model and dimension reduction for uncertainty propagation: applications in random media
Constantin Grigo, Phaedon-Stelios Koutsourelakis
Well-established methods for the solution of stochastic partial differential equations (SPDEs) typically struggle in problems with high-dimensional inputs/outputs. Such difficultie…
stat.ML2017★ 5 cited
Probabilistic Reduced-Order Modeling for Stochastic Partial Differential Equations
Constantin Grigo, Phaedon-Stelios Koutsourelakis
We discuss a Bayesian formulation to coarse-graining (CG) of PDEs where the coefficients (e.g. material parameters) exhibit random, fine scale variability. The direct solution to s…