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

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

An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations

(2009) Xiang Ma et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Padé–Legendre approximants for uncertainty analysis with discontinuous response surfaces

(2009) T. Chantrasmi et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Generalized spectral decomposition method for solving stochastic finite element equations: Invariant subspace problem and dedicated algorithms

(2008) Anthony Nouy   COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications

(2008) Jasmine Foo et al.   JOURNAL OF COMPUTATIONAL PHYSICS

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

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

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

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