An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations

Ferran Vidal-Codina, Ngoc Cuong Nguyen, Michael B. Giles, Jaime Peraire. An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations. SIAM/ASA J. Uncertain. Quantification, 4(1):244-265, 2016. [doi]

@article{Vidal-CodinaNGP16,
  title = {An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations},
  author = {Ferran Vidal-Codina and Ngoc Cuong Nguyen and Michael B. Giles and Jaime Peraire},
  year = {2016},
  doi = {10.1137/15M1016783},
  url = {https://doi.org/10.1137/15M1016783},
  researchr = {https://researchr.org/publication/Vidal-CodinaNGP16},
  cites = {0},
  citedby = {0},
  journal = {SIAM/ASA J. Uncertain. Quantification},
  volume = {4},
  number = {1},
  pages = {244-265},
}