不确定性量化的高精度数值方法和理论

DOI10.1360/N012014-00218zbMath1499.65022OpenAlexW2490414674MaRDI QIDQ5018063

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Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/n012014-00218

zbMATH Keywords

polynomial approximationuncertainty quantificationcompressed sensingstochastic collocationforward backward stochastic differential equationsdiscrete least-squares projection

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Approximation by polynomials (41A10)

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