Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes

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]

@article{DebusschereNPKGM04,
  title = {Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes},
  author = {Bert J. Debusschere and Habib N. Najm and Philippe P. Pébay and Omar M. Knio and Roger G. Ghanem and Olivier P. Le Maitre},
  year = {2004},
  doi = {10.1137/S1064827503427741},
  url = {http://dx.doi.org/10.1137/S1064827503427741},
  researchr = {https://researchr.org/publication/DebusschereNPKGM04},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Scientific Computing},
  volume = {26},
  number = {2},
  pages = {698-719},
}