An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations (Q1013191): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.jcp.2009.01.006 / rank
 
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Revision as of 11:24, 1 July 2024

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An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
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    An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations (English)
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    17 April 2009
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    collocation
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    stochastic partial differential equations
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    sparse grid
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    hierarchical multiscale method
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    adaptive sparse grid
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    discontinuities
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    Smolyak algorithm
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    spectral stochastic finite element method
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    convergence
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    Monte Carlo method
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    numerical examples
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    random domain decomposition methods
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