A Numerical Comparison Between Quasi-Monte Carlo and Sparse Grid Stochastic Collocation Methods

Publisher: Cambridge University Press

E-ISSN: 1991-7120|12|4|1051-1069

ISSN: 1815-2406

Source: Communications in Computational Physics, Vol.12, Iss.4, 2012-10, pp. : 1051-1069

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Abstract