Article ID Journal Published Year Pages File Type
9667092 Computer Methods in Applied Mechanics and Engineering 2005 37 Pages PDF
Abstract
New and effective algorithms to compute the mean and covariance of the solution are proposed. The similarities and differences with better known Monte Carlo methods are exhibited, as well as alternatives to integration in high-dimensional spaces. Hints are given regarding the numerical implementation and parallelisation. Numerical examples serve as illustration.
Related Topics
Physical Sciences and Engineering Computer Science Computer Science Applications
Authors
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