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@article{DBLP:journals/juq/Grigoriu24,
  author       = {Mircea Grigoriu},
  title        = {Harmonizable Nonstationary Processes},
  journal      = {{SIAM/ASA} J. Uncertain. Quantification},
  volume       = {12},
  number       = {3},
  pages        = {842--867},
  year         = {2024},
  url          = {https://doi.org/10.1137/22m1544580},
  doi          = {10.1137/22M1544580},
  timestamp    = {Thu, 22 Aug 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/juq/Grigoriu24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/Grigoriu23,
  author       = {Mircea Dan Grigoriu},
  title        = {Monte Carlo estimates of extremes of stationary/nonstationary Gaussian
                  processes},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {29},
  number       = {2},
  pages        = {127--142},
  year         = {2023},
  url          = {https://doi.org/10.1515/mcma-2023-2006},
  doi          = {10.1515/MCMA-2023-2006},
  timestamp    = {Tue, 11 Jul 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/Grigoriu23.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/ress/XuGG23,
  author       = {Hui Xu and
                  Mircea Dan Grigoriu and
                  Kurtis R. Gurley},
  title        = {A novel surrogate for extremes of random functions},
  journal      = {Reliab. Eng. Syst. Saf.},
  volume       = {239},
  pages        = {109493},
  year         = {2023},
  url          = {https://doi.org/10.1016/j.ress.2023.109493},
  doi          = {10.1016/J.RESS.2023.109493},
  timestamp    = {Sat, 30 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/ress/XuGG23.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcphy/Grigoriu20,
  author       = {Mircea Grigoriu},
  title        = {Data-based importance sampling estimates for extreme events},
  journal      = {J. Comput. Phys.},
  volume       = {412},
  pages        = {109429},
  year         = {2020},
  url          = {https://doi.org/10.1016/j.jcp.2020.109429},
  doi          = {10.1016/J.JCP.2020.109429},
  timestamp    = {Wed, 27 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/jcphy/Grigoriu20.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-2001-05437,
  author       = {Wayne Isaac Tan Uy and
                  Mircea Grigoriu},
  title        = {Time evolution of the characteristic and probability density function
                  of diffusion processes via neural networks},
  journal      = {CoRR},
  volume       = {abs/2001.05437},
  year         = {2020},
  url          = {https://arxiv.org/abs/2001.05437},
  eprinttype    = {arXiv},
  eprint       = {2001.05437},
  timestamp    = {Fri, 17 Jan 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2001-05437.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcphy/Grigoriu19,
  author       = {Mircea Grigoriu},
  title        = {Finite dimensional models for random functions},
  journal      = {J. Comput. Phys.},
  volume       = {376},
  pages        = {1253--1272},
  year         = {2019},
  url          = {https://doi.org/10.1016/j.jcp.2018.09.029},
  doi          = {10.1016/J.JCP.2018.09.029},
  timestamp    = {Wed, 19 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/jcphy/Grigoriu19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamsc/Grigoriu19,
  author       = {Mircea Grigoriu},
  title        = {{PC} Translation Models for Random Vectors and Multivariate Extremes},
  journal      = {{SIAM} J. Sci. Comput.},
  volume       = {41},
  number       = {2},
  pages        = {A1228--A1251},
  year         = {2019},
  url          = {https://doi.org/10.1137/18M118061X},
  doi          = {10.1137/18M118061X},
  timestamp    = {Thu, 30 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/siamsc/Grigoriu19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamsc/UyG19,
  author       = {Wayne Isaac T. Uy and
                  Mircea Grigoriu},
  title        = {Specification of Additional Information for Solving Stochastic Inverse
                  Problems},
  journal      = {{SIAM} J. Sci. Comput.},
  volume       = {41},
  number       = {5},
  pages        = {A2880--A2910},
  year         = {2019},
  url          = {https://doi.org/10.1137/18M120155X},
  doi          = {10.1137/18M120155X},
  timestamp    = {Thu, 30 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/siamsc/UyG19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/juq/Grigoriu17,
  author       = {Mircea Grigoriu},
  title        = {Estimates of System Response Maxima by Extreme Value Theory and Surrogate
                  Models},
  journal      = {{SIAM/ASA} J. Uncertain. Quantification},
  volume       = {5},
  number       = {1},
  pages        = {922--955},
  year         = {2017},
  url          = {https://doi.org/10.1137/17M1114223},
  doi          = {10.1137/17M1114223},
  timestamp    = {Fri, 30 Aug 2019 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/juq/Grigoriu17.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/Grigoriu17,
  author       = {Mircea Grigoriu},
  title        = {Monte Carlo algorithm for vector-valued Gaussianfunctions with preset
                  component accuracies},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {23},
  number       = {3},
  pages        = {165},
  year         = {2017},
  url          = {https://doi.org/10.1515/mcma-2017-0112},
  doi          = {10.1515/MCMA-2017-0112},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/Grigoriu17.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/juq/Grigoriu16,
  author       = {Mircea Grigoriu},
  title        = {Microstructure Models and Material Response by Extreme Value Theory},
  journal      = {{SIAM/ASA} J. Uncertain. Quantification},
  volume       = {4},
  number       = {1},
  pages        = {190--217},
  year         = {2016},
  url          = {https://doi.org/10.1137/15M1006453},
  doi          = {10.1137/15M1006453},
  timestamp    = {Fri, 30 Aug 2019 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/juq/Grigoriu16.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcphy/Grigoriu15,
  author       = {Mircea Grigoriu},
  title        = {Parametric models for samples of random functions},
  journal      = {J. Comput. Phys.},
  volume       = {297},
  pages        = {47--71},
  year         = {2015},
  url          = {https://doi.org/10.1016/j.jcp.2015.04.053},
  doi          = {10.1016/J.JCP.2015.04.053},
  timestamp    = {Wed, 19 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/jcphy/Grigoriu15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/juq/Grigoriu14,
  author       = {Mircea Grigoriu},
  title        = {Response Statistics for Random Heterogeneous Microstructures},
  journal      = {{SIAM/ASA} J. Uncertain. Quantification},
  volume       = {2},
  number       = {1},
  pages        = {252--275},
  year         = {2014},
  url          = {https://doi.org/10.1137/130921490},
  doi          = {10.1137/130921490},
  timestamp    = {Tue, 06 Aug 2019 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/juq/Grigoriu14.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/Grigoriu14,
  author       = {Mircea Grigoriu},
  title        = {An efficient Monte Carlo solution for problems with random matrices},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {20},
  number       = {2},
  pages        = {121--136},
  year         = {2014},
  url          = {https://doi.org/10.1515/mcma-2013-0021},
  doi          = {10.1515/MCMA-2013-0021},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/Grigoriu14.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/FieldGD13,
  author       = {Richard V. Field Jr. and
                  Mircea Grigoriu and
                  Clark R. Dohrmann},
  title        = {An algorithm for on-the-fly generation of samples of non-stationary
                  Gaussian processes based on a sampling theorem},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {19},
  number       = {2},
  pages        = {143--169},
  year         = {2013},
  url          = {https://doi.org/10.1515/mcma-2013-0004},
  doi          = {10.1515/MCMA-2013-0004},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/FieldGD13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcphy/Grigoriu12,
  author       = {Mircea Grigoriu},
  title        = {A method for solving stochastic equations by reduced order models
                  and local approximations},
  journal      = {J. Comput. Phys.},
  volume       = {231},
  number       = {19},
  pages        = {6495--6513},
  year         = {2012},
  url          = {https://doi.org/10.1016/j.jcp.2012.06.013},
  doi          = {10.1016/J.JCP.2012.06.013},
  timestamp    = {Wed, 19 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/jcphy/Grigoriu12.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcphy/Grigoriu10,
  author       = {Mircea Grigoriu},
  title        = {Probabilistic models for stochastic elliptic partial differential
                  equations},
  journal      = {J. Comput. Phys.},
  volume       = {229},
  number       = {22},
  pages        = {8406--8429},
  year         = {2010},
  url          = {https://doi.org/10.1016/j.jcp.2010.07.023},
  doi          = {10.1016/J.JCP.2010.07.023},
  timestamp    = {Wed, 19 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/jcphy/Grigoriu10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/Grigoriu10,
  author       = {Mircea Grigoriu},
  title        = {A spectral-based Monte Carlo algorithm for generating samples of nonstationary
                  Gaussian processes},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {16},
  number       = {2},
  pages        = {143--165},
  year         = {2010},
  url          = {https://doi.org/10.1515/mcma.2010.006},
  doi          = {10.1515/MCMA.2010.006},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/Grigoriu10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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