Multifidelity Preconditioning of the Cross-Entropy Method...

Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation

Peherstorfer, Benjamin, Kramer, Boris, Willcox, Karen
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Volume:
6
Language:
english
Journal:
SIAM/ASA Journal on Uncertainty Quantification
DOI:
10.1137/17M1122992
Date:
January, 2018
File:
PDF, 557 KB
english, 2018
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