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Bofinger, Alexander Numerical determination of response surface points with minimal absolute value for a lower bound estimate of multinormal integrals – gradient algorithms and their convergence. (English) Zbl 0995.90072 Marti, Kurt (ed.), Stochastic optimization techniques. Numerical methods and technical applications. Selected papers of the 4th GAMM/IFIP workshop, Federal Armed Forces Univ. Munich, Neubiberg/ Munich, June 27-29, 2000. Berlin: Springer. Lect. Notes Econ. Math. Syst. 513, 59-78 (2002). MSC: 90C15 90C53 90C52 × Cite Format Result Cite Review PDF
Cooke, Roger M.; van Noortwijk, Jan M. Local probabilistic sensitivity measures for comparing FORM and Monte Carlo calculations illustrated with dike ring reliability calculations. (English) Zbl 1171.60307 Comput. Phys. Commun. 117, No. 1-2, 86-98 (1999). MSC: 60E05 60G50 62J05 90B25 × Cite Format Result Cite Review PDF Full Text: DOI
Breitung, K. Asymptotic approximations for multinormal domain and surface integrals. (English) Zbl 0571.73100 System modelling and optimization, Proc. 11th IFIP Conf., Copenhagen 1983, Lect. Notes Control Inf. Sci. 59, 577-584 (1984). MSC: 74K99 60G15 × Cite Format Result Cite Review PDF