Free Access
| Issue |
ESAIM: M2AN
Volume 47, Number 3, May-June 2013
|
|
|---|---|---|
| Page(s) | 635 - 662 | |
| DOI | https://doi.org/10.1051/m2an/2012038 | |
| Published online | 29 March 2013 | |
- R.K. Boel, M.R. James and I.R. Petersen, Robustness and risk sensitive filtering. IEEE Trans. Auto. Control 3 (2002) 451–461. [CrossRef] [Google Scholar]
- P. Dupuis and R.S. Ellis, A Weak Convergence Approach to the Theory of Large Deviations. John Wiley & Sons, New York (1997). [Google Scholar]
- P. Dupuis, M.R. James and I.R. Petersen, Robust properties of risk–sensitive control. Math. Control Signals Syst. 13 (2000) 318–332. [CrossRef] [Google Scholar]
- M. Eldred and L. Swiler, Efficient algorithms for mixed aleatory-epistemic uncertainty quantification with applications to radiation-hardened electronics. Technical report, Sandia National Laboratories (2009). [Google Scholar]
- O.P. Le Maitre and O.M. Knio, Spectral Methods for Uncertainty Quantification. Springer, New York (2010). [Google Scholar]
- S.R.S. Varadhan, Large Deviations and Applications. CBMS-NSF Regional Conference Series in Mathematics. SIAM, Philadelphia (1984). [Google Scholar]
- D. Xiu, Efficient collocational approach for parametric uncertianty analysis. J. Comput. Phys. 2 (2007) 293–309. [Google Scholar]
- D. Xiu, Fast numerical methods for stochastic computations. Commun. Comput. Phys. 5 (2009) 242–272. [Google Scholar]
- D. Xiu and J. Hesthaven, High-order collocation methods for differential equations with random inputs. Soc. Industrial Appl. Math. 27 (2005) 1118–1139. [Google Scholar]
- D. Xiu, J. Jakeman and M. Eldred, Numerical approach for quantification of epistemic uncertainty. Commun. Comput. Phys. 229 (2010) 4648–4663. [CrossRef] [Google Scholar]
- D. Xiu and G. Karniadakis, The Weiner-Askey polynomial chaos for stochastic differential equations. SIAM J. Sci. Comput. 24 (2002) 619–644. [CrossRef] [MathSciNet] [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.