A recursive sparse grid collocation method for differential equations with white noise (Q2930002)
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scientific article
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| 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)
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17 November 2014
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Smolyak's sparse grid
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stochastic collocation
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long time integration
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stochastic partial differential equation
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Euler scheme
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numerical example
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0.7553638219833374
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0.7505782246589661
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0.7359215617179871
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0.7277335524559021
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0.7252659201622009
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