Mircea Grigoriu

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 9

Top Topics

Extreme Value Theory

Diffusion Processes

Top Venues

SIAM/ASA J. Uncertain. Quantification

J. Comput. Phys.

Monte Carlo Methods Appl.

SIAM J. Sci. Comput.

Publications

Mircea Grigoriu
Harmonizable Nonstationary Processes. SIAM/ASA J. Uncertain. Quantification 12 (3) (2024)
Mircea Grigoriu
Data-based importance sampling estimates for extreme events. J. Comput. Phys. 412 (2020)
Wayne Isaac Tan Uy, Mircea Grigoriu
Time evolution of the characteristic and probability density function of diffusion processes via neural networks. CoRR (2020)
Mircea Grigoriu
Finite dimensional models for random functions. J. Comput. Phys. 376 (2019)
Wayne Isaac T. Uy, Mircea Grigoriu
Specification of Additional Information for Solving Stochastic Inverse Problems. SIAM J. Sci. Comput. 41 (5) (2019)
Mircea Grigoriu
PC Translation Models for Random Vectors and Multivariate Extremes. SIAM J. Sci. Comput. 41 (2) (2019)
Mircea Grigoriu
Estimates of System Response Maxima by Extreme Value Theory and Surrogate Models. SIAM/ASA J. Uncertain. Quantification 5 (1) (2017)
Mircea Grigoriu
Monte Carlo algorithm for vector-valued Gaussianfunctions with preset component accuracies. Monte Carlo Methods Appl. 23 (3) (2017)
Mircea Grigoriu
Microstructure Models and Material Response by Extreme Value Theory. SIAM/ASA J. Uncertain. Quantification 4 (1) (2016)
Mircea Grigoriu
Parametric models for samples of random functions. J. Comput. Phys. 297 (2015)
Mircea Grigoriu
An efficient Monte Carlo solution for problems with random matrices. Monte Carlo Methods Appl. 20 (2) (2014)
Mircea Grigoriu
Response Statistics for Random Heterogeneous Microstructures. SIAM/ASA J. Uncertain. Quantification 2 (1) (2014)
Richard V. Field Jr., Mircea Grigoriu, Clark R. Dohrmann
An algorithm for on-the-fly generation of samples of non-stationary Gaussian processes based on a sampling theorem. Monte Carlo Methods Appl. 19 (2) (2013)
Mircea Grigoriu
A method for solving stochastic equations by reduced order models and local approximations. J. Comput. Phys. 231 (19) (2012)
Mircea Grigoriu
A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes. Monte Carlo Methods Appl. 16 (2) (2010)
Mircea Grigoriu
Probabilistic models for stochastic elliptic partial differential equations. J. Comput. Phys. 229 (22) (2010)