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"An adaptive hierarchical sparse grid collocation algorithm for the ..."

Xiang Ma, Nicholas Zabaras (2009)

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DOI: 10.1016/J.JCP.2009.01.006

access: closed

type: Journal Article

metadata version: 2020-02-19

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Xiang Ma, Nicholas Zabaras:
An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations. J. Comput. Phys. 228(8): 3084-3113 (2009)

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