Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes - researchr publication authors

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Bert J. Debusschere, Habib N. Najm, Philippe P. Pébay, Omar M. Knio, Roger G. Ghanem, Olivier P. Le Maitre. Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes. SIAM J. Scientific Computing, 26(2):698-719, 2004. [doi]

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