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]

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