A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs. (Q3116408)

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A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
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    A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs. (English)
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    22 February 2012
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    stochastic partial differential equations
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    stochastic collocation methods
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    Smolyak approximation
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    multilevel approximations
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    sparse tensor products
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