Mircea Grigoriu

17 papers Journal 17
YearRankTypeTitle / Venue / Authors
2024 J jnl
Finite-Dimensional Models for Response Analysis.
SIAM/ASA J. Uncertain. Quantification
Hui Xu, Mircea Grigoriu
2024 J jnl
Harmonizable Nonstationary Processes.
SIAM/ASA J. Uncertain. Quantification
Mircea Grigoriu
2020 J jnl
Data-based importance sampling estimates for extreme events.
J. Comput. Phys.
Mircea Grigoriu
2020 J jnl
Time evolution of the characteristic and probability density function of diffusion processes via neural networks.
CoRR
Wayne Isaac Tan Uy, Mircea Grigoriu
2019 J jnl
Finite dimensional models for random functions.
J. Comput. Phys.
Mircea Grigoriu
2019 J jnl
PC Translation Models for Random Vectors and Multivariate Extremes.
SIAM J. Sci. Comput.
Mircea Grigoriu
2019 J jnl
Specification of Additional Information for Solving Stochastic Inverse Problems.
SIAM J. Sci. Comput.
Wayne Isaac T. Uy, Mircea Grigoriu
2017 J jnl
Estimates of System Response Maxima by Extreme Value Theory and Surrogate Models.
SIAM/ASA J. Uncertain. Quantification
Mircea Grigoriu
2017 J jnl
Monte Carlo algorithm for vector-valued Gaussianfunctions with preset component accuracies.
Monte Carlo Methods Appl.
Mircea Grigoriu
2016 J jnl
Microstructure Models and Material Response by Extreme Value Theory.
SIAM/ASA J. Uncertain. Quantification
Mircea Grigoriu
2015 J jnl
Parametric models for samples of random functions.
J. Comput. Phys.
Mircea Grigoriu
2014 J jnl
An efficient Monte Carlo solution for problems with random matrices.
Monte Carlo Methods Appl.
Mircea Grigoriu
2014 J jnl
Response Statistics for Random Heterogeneous Microstructures.
SIAM/ASA J. Uncertain. Quantification
Mircea Grigoriu
2013 J jnl
An algorithm for on-the-fly generation of samples of non-stationary Gaussian processes based on a sampling theorem.
Monte Carlo Methods Appl.
Richard V. Field Jr., Mircea Grigoriu, Clark R. Dohrmann
2012 J jnl
A method for solving stochastic equations by reduced order models and local approximations.
J. Comput. Phys.
Mircea Grigoriu
2010 J jnl
A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes.
Monte Carlo Methods Appl.
Mircea Grigoriu
2010 J jnl
Probabilistic models for stochastic elliptic partial differential equations.
J. Comput. Phys.
Mircea Grigoriu