The uniform sparse FFT with application to PDEs with random coefficients (Q2098298)

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The uniform sparse FFT with application to PDEs with random coefficients
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    The uniform sparse FFT with application to PDEs with random coefficients (English)
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    17 November 2022
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    partial differential equation with random coefficient
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    stochastic differential equation
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    sparse fast Fourier transform
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    sparse FFT
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    lattice rule
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    periodization
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    uncertainty quantification
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    high dimensional trigonometric approximation
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