SIAM Journal on Numerical Analysis, Vol. 46, No. 5 (2008), pp. 2411-2442 (32 pages) This work proposes and analyzes an anisotropic sparse grid stochastic collocation method for solving partial ...
In this article, some weak convergence results are developed for approximate sums of weakly dependent stationary Hilbert space valued random variables in a triangular array setting. The motivation for ...