Mircea Grigoriu

According to our database, Mircea Grigoriu authored at least 18 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Harmonizable Nonstationary Processes.

Mircea Grigoriu

SIAM/ASA J. Uncertain. Quantification, 2024

2023

A novel surrogate for extremes of random functions.

Hui Xu, Mircea Dan Grigoriu, Kurtis R. Gurley

Reliab. Eng. Syst. Saf., November, 2023

Monte Carlo estimates of extremes of stationary/nonstationary Gaussian processes.

Mircea Dan Grigoriu

Monte Carlo Methods Appl., June, 2023

2020

Data-based importance sampling estimates for extreme events.

Mircea Grigoriu

J. Comput. Phys., 2020

Time evolution of the characteristic and probability density function of diffusion processes via neural networks.

Wayne Isaac Tan Uy, Mircea Grigoriu

CoRR, 2020

2019

Specification of Additional Information for Solving Stochastic Inverse Problems.

Wayne Isaac T. Uy, Mircea Grigoriu

SIAM J. Sci. Comput., 2019

PC Translation Models for Random Vectors and Multivariate Extremes.

Mircea Grigoriu

SIAM J. Sci. Comput., 2019

Finite dimensional models for random functions.

Mircea Grigoriu

J. Comput. Phys., 2019

2017

Monte Carlo algorithm for vector-valued Gaussianfunctions with preset component accuracies.

Mircea Grigoriu

Monte Carlo Methods Appl., 2017

Estimates of System Response Maxima by Extreme Value Theory and Surrogate Models.

Mircea Grigoriu

SIAM/ASA J. Uncertain. Quantification, 2017

2016

Microstructure Models and Material Response by Extreme Value Theory.

Mircea Grigoriu

SIAM/ASA J. Uncertain. Quantification, 2016

2015

Parametric models for samples of random functions.

Mircea Grigoriu

J. Comput. Phys., 2015

2014

An efficient Monte Carlo solution for problems with random matrices.

Mircea Grigoriu

Monte Carlo Methods Appl., 2014

Response Statistics for Random Heterogeneous Microstructures.

Mircea Grigoriu

SIAM/ASA J. Uncertain. Quantification, 2014

2013

An algorithm for on-the-fly generation of samples of non-stationary Gaussian processes based on a sampling theorem.

Richard V. Field Jr., Mircea Grigoriu, Clark R. Dohrmann

Monte Carlo Methods Appl., 2013

2012

A method for solving stochastic equations by reduced order models and local approximations.

Mircea Grigoriu

J. Comput. Phys., 2012

2010

A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes.

Mircea Grigoriu

Monte Carlo Methods Appl., 2010

Probabilistic models for stochastic elliptic partial differential equations.

Mircea Grigoriu

J. Comput. Phys., 2010