Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures (Q3018043)
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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 |
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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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