Sparse Collocation Methods for Stochastic Interpolation and Quadrature
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-12385-1_29
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3. Babuška, I.M., Tempone, R., Zouraris, G.E.: Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation. Comput. Methods Appl. Mech. Eng. 194, 1251–1294 (2005)
4. Barth, A., Lang, A., Schwab, C.: Multilevel Monte Carlo method for parabolic stochastic partial differential equations. BIT Numer. Math. 53, 3–27 (2013)
5. Beck, J., Nobile, F., Tamellini, L., Tempone, R.: Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison. Lect. Notes Comput. Sci. Eng. 76, 43–62 (2011)
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