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Gaussian mixture Taylor approximations of risk measures constrained by PDEs with Gaussian random field inputs

Fuente: arXiv

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Bibliographic Details
Main Authors:	Luo, Dingcheng, Chen, Joshua, Chen, Peng, Ghattas, Omar
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Computation 65D32 (Primary) 35R60, 41A30, 65C20, 68U05 (Secondary)
Online Access:	Acceder al recurso
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