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Revision as of 05:53, 2 July 2024

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Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients
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    Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients (English)
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    7 December 2009
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    PDEs with random data
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    parabolic equations
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    multivariate polynomial approximation
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    Stochastic Galerkin methods
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    Stochastic Collocation methods
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    sparse grids
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    Smolyak approximation
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    Point Collocation
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    Monte Carlo sampling
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