most citedVirtual sensing of subsoil strain response in monopile-based offshore wind turbines via Gaussian process latent force models

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math.NA2026

Derivative-Informed Dimension Reduction of Stochastic Differential Equations: A Path-Space Sensitivity Approach

Joanna Zou, Han Cheng Lie, Youssef Marzouk

Uncertainty in the drift of a stochastic differential equation (SDE) induces uncertainty in statistical observables defined as expected functionals on path space. We propose a deri…