Xiang Ma, Nicholas Zabaras. An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations. J. Comput. Physics, 228(8):3084-3113, 2009. [doi]
@article{MaZ09-7,
title = {An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations},
author = {Xiang Ma and Nicholas Zabaras},
year = {2009},
doi = {10.1016/j.jcp.2009.01.006},
url = {http://dx.doi.org/10.1016/j.jcp.2009.01.006},
researchr = {https://researchr.org/publication/MaZ09-7},
cites = {0},
citedby = {0},
journal = {J. Comput. Physics},
volume = {228},
number = {8},
pages = {3084-3113},
}