Efficient Solution of Ordinary Differential Equations with High-Dimensional Parametrized Uncertainty

DOI10.4208/cicp.090110.080910azbMath1364.65014OpenAlexW2072905402MaRDI QIDQ5345900

Zhen Gao, Jan S. Hesthaven

Publication date: 7 June 2017

Published in: Communications in Computational Physics (Search for Journal in Brave)

Full work available at URL: https://infoscience.epfl.ch/record/190409/files/CiCP102011.pdf

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Probabilistic models, generic numerical methods in probability and statistics (65C20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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