Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures (Q3018043): Difference between revisions

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Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures
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    Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures (English)
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    20 July 2011
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    Smolyak algorithm
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    sparse grid
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    non-uniform distributions
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    stochastic collocation method
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    stochastic differential equations
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    uncertainty quantification
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