Ernst, Oliver G.; Sprungk, Björn; Tamellini, Lorenzo Convergence of sparse collocation for functions of countably many Gaussian random variables (with application to elliptic PDEs). (English) Zbl 06864017 SIAM J. Numer. Anal. 56, No. 2, 877-905 (2018). MSC: 65D05 65D15 65C30 60H25 PDFBibTeX XMLCite \textit{O. G. Ernst} et al., SIAM J. Numer. Anal. 56, No. 2, 877--905 (2018; Zbl 06864017) Full Text: DOI arXiv
Bourquin, Raoul Algorithms for the construction of high-order Kronrod rule extensions with application to sparse-grid integration. (English) Zbl 1377.65032 Numer. Algorithms 76, No. 3, 617-637 (2017). MSC: 65D32 41A55 PDFBibTeX XMLCite \textit{R. Bourquin}, Numer. Algorithms 76, No. 3, 617--637 (2017; Zbl 1377.65032) Full Text: DOI
Genz, Alan; Keister, B. D. Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight. (English) Zbl 0856.65011 J. Comput. Appl. Math. 71, No. 2, 299-309 (1996). Reviewer: R.S.Dahiya (Ames) MSC: 65D32 41A55 41A63 PDFBibTeX XMLCite \textit{A. Genz} and \textit{B. D. Keister}, J. Comput. Appl. Math. 71, No. 2, 299--309 (1996; Zbl 0856.65011) Full Text: DOI