A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise (Q2930002): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2004564211 / rank | |||
Normal rank |
Revision as of 23:38, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise |
scientific article |
Statements
A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise (English)
0 references
17 November 2014
0 references
Smolyak's sparse grid
0 references
stochastic collocation
0 references
long time integration
0 references
stochastic partial differential equation
0 references
Euler scheme
0 references
numerical example
0 references