Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures (Q3018043): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1002/nme.3019 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1002/NME.3019 / rank | |||
Normal rank | |||
Latest revision as of 09:45, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures |
scientific article |
Statements
Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures (English)
0 references
20 July 2011
0 references
Smolyak algorithm
0 references
sparse grid
0 references
non-uniform distributions
0 references
stochastic collocation method
0 references
stochastic differential equations
0 references
uncertainty quantification
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
