WEIGHTED REDUCED ORDER METHODS FOR PARAMETRIZED PDEs IN UNCERTAINTY QUANTIFICATION PROBLEMS
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Reduced order methods for uncertainty quantification problems
This work provides a review on reduced order methods in solving uncertainty quantification problems. A quick introduction of the reduced order methods, including proper orthogonal decomposition and greedy reduced basis methods, are presented along with the essential components of general greedy algorithm, a posteriori error estimation and Offline-Online decomposition. More advanced reduced orde...
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