Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9667092 | Computer Methods in Applied Mechanics and Engineering | 2005 | 37 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science Applications
Authors
Hermann G. Matthies, Andreas Keese,