Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures (Q3018043)
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scientific article; zbMATH DE number 5929376
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| English | Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures |
scientific article; zbMATH DE number 5929376 |
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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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0.7651379704475403
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0.7487869262695312
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0.7450050115585327
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0.7364580035209656
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0.7303169965744019
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