An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
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high-dimensional model representationMonte Carlo (MC) simulationnumerical examplesrandom heterogeneous mediasparse gridsstochastic collocation methodstochastic partial differential equations
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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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