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High-order collocation methods for differential equations with random inputs. (English) Zbl 1091.65006

MSC:
65C30 Numerical solutions to stochastic differential and integral equations
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60H35 Computational methods for stochastic equations (aspects of stochastic analysis)
65N35 Spectral, collocation and related methods for boundary value problems involving PDEs
65C05 Monte Carlo methods
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