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Measure transformation and efficient quadrature in reduced‐dimensional stochastic modeling of coupled problems
M. Arnst, R. Ghanem, E. Phipps and J. Red‐Horse International Journal for Numerical Methods in Engineering 92(12) 1044 (2012) https://doi.org/10.1002/nme.4368
ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS
JOAKIM BECK, RAUL TEMPONE, FABIO NOBILE and LORENZO TAMELLINI Mathematical Models and Methods in Applied Sciences 22(09) (2012) https://doi.org/10.1142/S0218202512500236
Stochastic Galerkin techniques for random ordinary differential equations