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International Journal for Uncertainty Quantification
Free Online Access

ISSN Imprimir: 2152-5080
ISSN On-line: 2152-5099

Próximos artigos

Regularizing nested Monte Carlo Sobol' index estimators to balance the trade-off between explorations and repetitions in global sensitivity analysis of stochastic models Henri Mermoz Kouye, Gildas Mazo
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Henri Mermoz Kouye
INRAE

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Gildas Mazo
INRAE

DOI: 10.1615/Int.J.UncertaintyQuantification.2025054175
Stein Variational Rare Event Simulation Max Ehre, Iason Papaioannou, Daniel Straub
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Max Ehre
Technical University of Munich

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Iason Papaioannou
Technical University of Munich

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Daniel Straub
Technical University of Munich

DOI: 10.1615/Int.J.UncertaintyQuantification.2025054946
Quasi-Monte Carlo sparse grid Galerkin finite element methods for linear elasticity equations with uncertainties Michael Clarke, Josef Dick, Quoc Le Gia, Kassem Mustapha, Thanh Tran
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Michael Clarke
University of New South Wales

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Josef Dick
University of New South Wales

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Quoc Le Gia
University of New South Wales

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Kassem Mustapha
UNSW

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Thanh Tran
University of New South Wales

DOI: 10.1615/Int.J.UncertaintyQuantification.2025056524
Efficient treatment of the model error in the calibration of computer codes: the Complete Maximum a Posteriori method Omar Kahol, Pietro Marco Congedo, Olivier Le Maître, Enora Denimal Goy
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Omar Kahol
Ecole Polytechnique

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Pietro Marco Congedo
Inria

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Olivier Le Maître
CNRS, Ecole Polytechnique

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Enora Denimal Goy
Inria

DOI: 10.1615/Int.J.UncertaintyQuantification.2025056317
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