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Smolyak approximation
SIAM Review - A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
1 min read ·
Thu, May 6 2010
News
uncertainty quantification
Smolyak approximation
This work proposes and analyzes a stochastic collocation method for solving elliptic partial differential equations with random coefficients and forcing terms. These input data are assumed to depend on a finite number of random variables.
