Balasuriya, Sanjeeva Stochastic sensitivity: a computable Lagrangian uncertainty measure for unsteady flows. (English) Zbl 1459.76108 SIAM Rev. 62, No. 4, 781-816 (2020). MSC: 76M35 76R99 76F99 PDFBibTeX XMLCite \textit{S. Balasuriya}, SIAM Rev. 62, No. 4, 781--816 (2020; Zbl 1459.76108) Full Text: DOI
Dodwell, T. J.; Ketelsen, C.; Scheichl, R.; Teckentrup, A. L. Multilevel Markov chain Monte Carlo. (English) Zbl 1432.65008 SIAM Rev. 61, No. 3, 509-545 (2019). Reviewer: Jichun Li (Las Vegas) MSC: 65C05 35R60 62F15 62M05 65C40 65N30 65N75 76S05 PDFBibTeX XMLCite \textit{T. J. Dodwell} et al., SIAM Rev. 61, No. 3, 509--545 (2019; Zbl 1432.65008) Full Text: DOI
Filip, Silviu; Javeed, Aurya; Trefethen, Lloyd N. Smooth random functions, random ODEs, and Gaussian processes. (English) Zbl 1412.42006 SIAM Rev. 61, No. 1, 185-205 (2019). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 42A16 60G15 62M40 PDFBibTeX XMLCite \textit{S. Filip} et al., SIAM Rev. 61, No. 1, 185--205 (2019; Zbl 1412.42006) Full Text: DOI
Forgoston, Eric; Moore, Richard O. A primer on noise-induced transitions in applied dynamical systems. (English) Zbl 1408.37089 SIAM Rev. 60, No. 4, 969-1009 (2018). MSC: 37H10 37N25 60H10 60H15 60H30 92D30 92D40 PDFBibTeX XMLCite \textit{E. Forgoston} and \textit{R. O. Moore}, SIAM Rev. 60, No. 4, 969--1009 (2018; Zbl 1408.37089) Full Text: DOI arXiv
Dinner, Aaron R.; Mattingly, Jonathan C.; Tempkin, Jeremy O. B.; Koten, Brian Van; Weare, Jonathan Trajectory stratification of stochastic dynamics. (English) Zbl 1406.82010 SIAM Rev. 60, No. 4, 909-938 (2018). Reviewer: Eugene Postnikov (Kursk) MSC: 82C05 82C80 82C31 68U20 65C05 65C40 PDFBibTeX XMLCite \textit{A. R. Dinner} et al., SIAM Rev. 60, No. 4, 909--938 (2018; Zbl 1406.82010) Full Text: DOI arXiv
Majda, Andrew J.; Qi, Di Strategies for reduced-order models for predicting the statistical responses and uncertainty quantification in complex turbulent dynamical systems. (English) Zbl 1393.76041 SIAM Rev. 60, No. 3, 491-549 (2018). MSC: 76F55 60H30 86A32 PDFBibTeX XMLCite \textit{A. J. Majda} and \textit{D. Qi}, SIAM Rev. 60, No. 3, 491--549 (2018; Zbl 1393.76041) Full Text: DOI arXiv
Bou-Rabee, Nawaf SPECTRWM: spectral random walk method for the numerical solution of stochastic partial differential equations. (English) Zbl 1407.60084 SIAM Rev. 60, No. 2, 386-406 (2018). MSC: 60H15 PDFBibTeX XMLCite \textit{N. Bou-Rabee}, SIAM Rev. 60, No. 2, 386--406 (2018; Zbl 1407.60084) Full Text: DOI arXiv
Lim, Lek-Heng; Weare, Jonathan Fast randomized iteration: diffusion Monte Carlo through the Lens of numerical linear algebra. (English) Zbl 1371.65005 SIAM Rev. 59, No. 3, 547-587 (2017). MSC: 65C05 65F10 65F15 65F60 PDFBibTeX XMLCite \textit{L.-H. Lim} and \textit{J. Weare}, SIAM Rev. 59, No. 3, 547--587 (2017; Zbl 1371.65005) Full Text: DOI arXiv