An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
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stochastic partial differential equationsnumerical examplessparse gridshigh-dimensional model representationstochastic collocation methodMonte Carlo (MC) simulationrandom heterogeneous media
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
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