Measure transformation and efficient quadrature in reduced-dimensional stochastic modeling of coupled problems
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Publication:2952142
DOI10.1002/nme.4368zbMath1352.65015arXiv1112.4772OpenAlexW1947192737MaRDI QIDQ2952142
M. Arnst, Roger G. Ghanem, Eric T. Phipps, J. R. Red-Horse
Publication date: 30 December 2016
Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.4772
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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