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An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations - MaRDI portal

An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations (Q969458)

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scientific article; zbMATH DE number 5705281
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An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
scientific article; zbMATH DE number 5705281

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    An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations (English)
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    7 May 2010
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    stochastic partial differential equations
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    high-dimensional model representation
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    stochastic collocation method
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    sparse grids
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    random heterogeneous media
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    numerical examples
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    Monte Carlo (MC) simulation
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