A Numerical Comparison Between Quasi-Monte Carlo and Sparse Grid Stochastic Collocation Methods

DOI10.4208/CICP.260111.230911AzbMath1388.65006OpenAlexW2331657073MaRDI QIDQ4588707

Juarez dos Santos Azevedo, Saulo Pomponet Oliveira

Publication date: 27 October 2017

Published in: Communications in Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/cicp.260111.230911a

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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