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A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise.

Zhongqiang ZhangMichael V. TretyakovBoris RozovskiiGeorge E. Karniadakis
Published in: SIAM J. Sci. Comput. (2014)
Keyphrases
  • differential equations
  • white noise
  • numerical methods
  • computational complexity
  • dynamic programming
  • boundary value problem
  • high dimensional
  • image analysis
  • high order