A GRADIENT-BASED SAMPLING APPROACH FOR DIMENSION REDUCTION OF PARTIAL DIFFERENTIAL EQUATIONS WITH STOCHASTIC COEFFICIENTS

DOI10.1615/Int.J.UncertaintyQuantification.2014010945zbMath1498.65024MaRDI QIDQ5052240

Clayton G. Webster, Miroslav K. Stoyanov

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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