A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise (Q2930002)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise |
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A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise (English)
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17 November 2014
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Smolyak's sparse grid
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stochastic collocation
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long time integration
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stochastic partial differential equation
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Euler scheme
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numerical example
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