Sparse collocation method for global sensitivity analysis and calculation of statistics of solutions in SPDEs

Sensitivity analysis of a seismic risk scenario using sparse Chebyshev polynomial expansion

(2015) A.G. Zaicenco   GEOPHYSICAL JOURNAL INTERNATIONAL

Adaptive Smolyak Pseudospectral Approximations

(2013) Patrick R. Conrad et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Efficient computation of global sensitivity indices using sparse polynomial chaos expansions

(2010) Géraud Blatman et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients

(2009) F. Nobile et al.   INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING

A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

(2008) F. Nobile et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

Is Gauss Quadrature Better than Clenshaw–Curtis?

(2008) Lloyd N. Trefethen   SIAM REVIEW