Cao, Yanzhao; Jiang, Ying; Xu, Yuesheng A fast discrete spectral method for stochastic partial differential equations. (English) Zbl 1386.60213 Adv. Comput. Math. 43, No. 5, 973-998 (2017). MSC: 60H15 41A63 78M22 PDFBibTeX XMLCite \textit{Y. Cao} et al., Adv. Comput. Math. 43, No. 5, 973--998 (2017; Zbl 1386.60213) Full Text: DOI
Cao, Yanzhao; Jiang, Ying; Xu, Yuesheng Orthogonal polynomial expansions on sparse grids. (English) Zbl 1300.65009 J. Complexity 30, No. 6, 683-715 (2014). MSC: 65D15 33C45 65T50 26E05 65N35 PDFBibTeX XMLCite \textit{Y. Cao} et al., J. Complexity 30, No. 6, 683--715 (2014; Zbl 1300.65009) Full Text: DOI