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Journal Articles
- 2024
[j17]Mircea Grigoriu
:
Harmonizable Nonstationary Processes. SIAM/ASA J. Uncertain. Quantification 12(3): 842-867 (2024)- 2023
- [j16]Mircea Dan Grigoriu:
Monte Carlo estimates of extremes of stationary/nonstationary Gaussian processes. Monte Carlo Methods Appl. 29(2): 127-142 (2023) - [j15]Hui Xu, Mircea Dan Grigoriu, Kurtis R. Gurley:
A novel surrogate for extremes of random functions. Reliab. Eng. Syst. Saf. 239: 109493 (2023) - 2020
- [j14]Mircea Grigoriu:
Data-based importance sampling estimates for extreme events. J. Comput. Phys. 412: 109429 (2020) - 2019
- [j13]Mircea Grigoriu:
Finite dimensional models for random functions. J. Comput. Phys. 376: 1253-1272 (2019) - [j12]Mircea Grigoriu:
PC Translation Models for Random Vectors and Multivariate Extremes. SIAM J. Sci. Comput. 41(2): A1228-A1251 (2019) - [j11]Wayne Isaac T. Uy, Mircea Grigoriu:
Specification of Additional Information for Solving Stochastic Inverse Problems. SIAM J. Sci. Comput. 41(5): A2880-A2910 (2019) - 2017
- [j10]Mircea Grigoriu:
Estimates of System Response Maxima by Extreme Value Theory and Surrogate Models. SIAM/ASA J. Uncertain. Quantification 5(1): 922-955 (2017) - [j9]Mircea Grigoriu:
Monte Carlo algorithm for vector-valued Gaussianfunctions with preset component accuracies. Monte Carlo Methods Appl. 23(3): 165 (2017) - 2016
- [j8]Mircea Grigoriu:
Microstructure Models and Material Response by Extreme Value Theory. SIAM/ASA J. Uncertain. Quantification 4(1): 190-217 (2016) - 2015
- [j7]Mircea Grigoriu:
Parametric models for samples of random functions. J. Comput. Phys. 297: 47-71 (2015) - 2014
- [j6]Mircea Grigoriu:
Response Statistics for Random Heterogeneous Microstructures. SIAM/ASA J. Uncertain. Quantification 2(1): 252-275 (2014) - [j5]Mircea Grigoriu:
An efficient Monte Carlo solution for problems with random matrices. Monte Carlo Methods Appl. 20(2): 121-136 (2014) - 2013
- [j4]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): 143-169 (2013) - 2012
- [j3]Mircea Grigoriu:
A method for solving stochastic equations by reduced order models and local approximations. J. Comput. Phys. 231(19): 6495-6513 (2012) - 2010
- [j2]Mircea Grigoriu:
Probabilistic models for stochastic elliptic partial differential equations. J. Comput. Phys. 229(22): 8406-8429 (2010) - [j1]Mircea Grigoriu:
A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes. Monte Carlo Methods Appl. 16(2): 143-165 (2010)
Informal and Other Publications
- 2020
- [i1]Wayne Isaac Tan Uy, Mircea Grigoriu:
Time evolution of the characteristic and probability density function of diffusion processes via neural networks. CoRR abs/2001.05437 (2020)
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