Total result(s) found: 136
Keywords:
On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment
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A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions
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Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
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Heat Equation, Nuisance Boundary Parameters Marginalization, Heat Flux Measurements, Solid Walls, Bayesian Inference, Thermal Resistance, Heat Capacity, Experimental Design.
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On the Relation Between Flexibility Analysis and Robust Optimization for Linear Systems
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Metallic fatigue data; fatigue life prediction; random fatigue-limit models; maximum likelihood methods; Bayesian computational techniques for model calibration/ranking; predictive accuracy for Bayesian models.
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Stochastic reaction networks, Multilevel Monte Carlo, Split-step implicit
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OR in Energy; Unit Commitment; MILP; Symmetry Breaking
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Multi-Index Stochastic Collocation for random PDEs
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A Sparse Stochastic Collocation Technique for High Frequency Wave Propagation with Uncertainty
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Forward-reverse algorithm, Monte Carlo EM algorithm, inference for stochastic reaction networks, bridges for continuous-time Markov chains.
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Multilevel ensemble Kalman filtering
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Linear Parabolic PDEs, Noisy Boundary Parameters, Bayesian Inference, Heat Equation, Thermal Diffusivity
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Error estimates, error control, control variates, weak approximation, hybrid algorithms, multilevel Monte Carlo, Chernoff tau-leap, reaction splitting
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Uncertainty Quantification, Stochastic Collocation, Stochastic PDEs, Finite Elements, Complex Analysis, Smolyak Sparse Grids.
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Error estimates, error control, control variates, weak approximation, hybrid algorithms, multilevel Monte Carlo, Chernoff tau-leap
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Outage capacity, naive Monte Carlo, hazard rate twisting, Importance Sampling, asymptotic optimality, bounded relative error
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Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity
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Spectral analysis, dimension reduction, homogenization, quantum waveguides
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approximation theory, discrete least squares, noisy evaluations, error analysis, convergence rates, large deviations, learning theory, multivariate polynomial approximation
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Bayesian optimal experimental design; Laplace approximation; Truncated Gaussian approximation; Polynomial surrogates; Shock–tube; Combustion kinetics
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Variance Decomposition in Stochastic Simulators
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Hazard rate twisting, asymptotic optimality, minmax approach, subexponential, twisting parameter, variance reduction
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LCOE; Isolated hybrid systems; Sizing optimization; Renewable energies;
Keywords:
pore-scale simulation, multilevel Monte Carlo, stochastic upscaling, uncertainty quantification
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uncertainty quantification, polynomial chaos expansion, Karhunen-Loeve expansion, stochastic Galerkin, tensor product methods, tensor train format, adaptive cross approximation, block cross
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Error analysis, Option pricing, Fourier methods, Spectral methods, Levy processes, Stochastic processes, Hardy functions, Trapezoidal quadrature
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Optimization and Control (math.OC); Systems and Control (cs.SY); Probability (math.PR); Risk Management (q-fin.RM)
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Spectrum sharing, energy efficiency, resource allocation, spectrum sensing
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Achievable rate, mul-tiple secondary users, space alignment, underlay cognitive radio
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Variational Multiscale, Convection-Diffusion, Stabilization, Spectral Approximation
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Multilevel Monte Carlo, Monte Carlo, Partial Differential Equations with random data, Stochastic Differential Equations, Weak Approximation, Sparse Approximation, Combination Technique.
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Bayesian experimental design, Information gain, Laplace approximation, Monte Carlo sampling, Seismic source inversion, Sparse quadrature, Uncertainty quantification
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Mean-field games, Classical solutions, a-priori estimates
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Multilevel Monte Carlo, Monte Carlo, Partial Di erential Equations with random data, Stochastic Differential Equations, Optimal discretization
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Uncertainty Quantification, random PDEs, linear elliptic equations, multivariate polynomial approximation, best M-terms polynomial approximation, Smolyak approximation, Sparse grids, Stochastic Collocation method
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SDEs, SPDEs, Multilevel Monte Carlo, Numerical Analysis
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Bayesian statistics, Information gain, Laplace approximation, Monte Carlo Sampling, Sparse quadrature, Uncertainty quantification
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Optimal Control, Error Estimates, Adaptivity, Error Control
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approximation theory, polynomial approximation, least squares, parametric and stochastic PDEs, high-dimensional approximation
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uncertainty quantification, stochastic partial differential equations, elastic wave equation, regularity, collocation method, error analysis
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Finite element method; Goal-oriented estimates; Quantity of interest; Dual problem; Asymptotically-exact error estimates
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ARQ feedback, Secrecy capacity, capacity of fading channels, high-SNR, low-SNR, proactive feedback
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Cognitive radio, MIMO, beamforming, energy efficiency, resource allocation, spectrum sensing, spectrum sharing
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Electric field integral equation, marching-on-in- time, numerical analysis, static loop modes, time domain
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Finite state mean-field games, socio-economic models, numerical methods
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Mean-field games, Hamilton-Jacobi equations, Fokker-Planck equation
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Hamilton-Jacobi-Bellman Equation, Fokker-Planck Equation, Optimal Control Theory, Stochastic Differential Equations, Hybrid Systems
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Transverse cracking, Sensitivity, Impedance tomography, Analytical model, Laminated composites
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Underlay Cognitive Radio, Achievable Rate, Low power regime, Nakagami fading, partial CSI feedback.
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Multipath channels, Gaussian processes, Ray tracing.
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Bayesian inversion, Navier-Stokes equation, White noise forcing
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Bose-Einstein condensate (BEC), vortices, bifurcation and stability analysis
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Atmosphere-ocean interaction, Hurricanes, Ocean circulation, Bayesian methods, Inverse methods, Optimization
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Uncertainty Quantification, Stochastic Navier-Stokes equations, Galerkin method, Model Reduction, Reduced Basis
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adjoint techniques, electroosmosis, microfluidics, slip boundary conditions
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Green Network, Energy Efficiency, BS Sleeping Strategy, Smart Grid, Evolutionary Algorithms
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Mean-field games, obstacle problem, variational inequalities
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Society Influence, Marriage, Mean-Field
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Nonasymptotic Mean-Field Games, mean-field approximation in finite regime
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Finite state mean-field games, Gamma-convergence, calculus of variations
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Shallow water equations, Feedback control, Lyapunov stability, Riemann invariants
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Monte Carlo methods, optimal stopping, sequential stopping rules, non-asymptotic
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Uncertainty quantification, stochastic Galerkin approximation, parametric problems, stochastic equation, coupled system, non-intrusive computation
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Tensor approximation, Stochastic PDEs, Stochastic Galerkin matrix, Low-rank tensor formats, Uncertainty quantification
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Stochastic Evans-Aronsson, Mean-field games, Non-coercive variational problems
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Mean field games, mean-field methods, differential games
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Extended mean field games, Stationary mean-field games
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Calculus of Variations, Hilbert Spaces, Minimizers
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uncertainty quantification, stochastic limit-cycle, stochastic Navier-Stokes equations, stochastic period, polynomial chaos, long term integration
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Ergodic capacity, MIMO, CSI-T, CSI-R, channel estimation, Rayleigh fading channel, Rician fading channel, low SNR.
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Risk-Sensitive, Mean-Field Games, Risk-Seeking, Risk-Averse
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Liquid crystalline elastomer, Nematic elastomer, Soft material, Non-developable surface, Finite elements
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Filtering, EnKF, chaotic dynamical systems, Navier-Stokes, Lorenz 96, Lorenz 63
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Multi-access, broadcast, ergodic capacity, capacity region, low-SNR, low power, fading channel, on-off signaling.
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Pure jump processes, Multiscale approximation, Indirect inference, Wear processes, Master Equation.
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Tau-leap, error estimates, error control, exit probability, weak approximation, hybrid algorithms
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Statistics - Methodology, Mathematics - Dynamical Systems, Physics - Data Analysis, Statistics and Probability
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Mathematics - Dynamical Systems, Mathematics - Optimization and Control, Physics - Data Analysis, Statistics and Probability
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Fiber composites, multiscale simulation, stochastic elastic wave equation, uncertainty quantification
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mean field stochastic games, antijamming strategies, one-and-half player game
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Approximation theory, Error analysis, Multivariate polynomial approximation, Nonparametric regression, Noise-free data, Generalized polynomial chaos, Point collocation
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Uncertainty Quanti
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Levy process, infinite activity, diffusion approximation, parabolic integro-differential equation, weak approximation, error expansion, a posteriori error estimates, finite difference method, option pricing, jump-diffusion models
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Low-rank tensor approximation, Spectral methods, Efficient geostatistical estimation, Geostatistical optimal design
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Underlay cognitive radio, Spectrum sharing, Ergodic capacity, Imperfect CSI, On-off scheme.
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Bayesian Inference of Dependence of Drag Coeficient on Wind Speed using AXBT data from Typhoon Fanapi
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Uncertainty Quanti fication in MD simulations of concentration driven ionic flow through a silica nanopore. Part I: sensitivity to physical parameters of the pore
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Uncertainty quantifi cation in MD simulations of concentration driven ionic flow through a silica nanopore. Part II: uncertain potential parameters
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Uncertainty quantification, Polynomial chaos, Sparse Smolyak quadrature, Adaptive sampling, Ocean modeling
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Bose-Einstein Condensates, dark solitons
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Low-rank response surface, update of surrogate, PCE, low-rank update, uncertainties in aerodynamics, uncertainty quantification
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Parameter identification, Non-Gaussian Bayesian update, Linear Bayes, Kalman filter, Polynomial chaos
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Adjoint methods, cell problems, Hamilton − Jacobi equations, obstacle problems, weakly coupled systems, weak KAM theory
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Finite state mean-field games, mean field games, mean field limit
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Discontinuous Lagrangians, Action minimizing measures, Hamilton–Jacobi equations, Viscosity solutions
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Large-time behavior, Hamilton–Jacobi equations, Degenerate parabolic equations, Nonlinear adjoint methods, Viscosity solutions
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mean field games, random variables, velocity field dependence
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porous media, throats, drainage, pore networks
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upscaling, reaction rates, network flow models, dissolution
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Ergodic capacity, MRC, Rician fading channel, on-o ff signaling.
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Uncertainty quantification, Global sensitivity analysis, Polynomial Chaos expansions, Richards’ equation, Non-intrusive spectral decomposition
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Polynomial chaos, Bayesian regression, Preconditioner, Stochastic simulation algorithm, Chemical kinetics
Keywords:
Cross-validation, Calibration, Parameter estimation, Inverse problems, Quantity of interest
Keywords:
Evolutionary Games, Multiple Access Control in Wireless Networks
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2d quantum turbulence, inverse energy cascade, BEC, compressible superfluid
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Accurate characterization of 3D diffraction gratings using time domain discontinuous Galerkin method with exact absorbing boundary conditions
Keywords:
Fast Fourier transform and fast multipole, method (FMM-FFT), frequency-domain analysis, integral equations, multi-element (ME), probabilistic collocation (PC), uncertainty quantification, wave propagation in mine environments
Keywords:
Explicit solvers, magnetic field integral equation (MFIE),marching on-in-time (MOT), predictor-corrector scheme, stability analysis, time-domain analysis, transient analysis
Keywords:
2-D shallow water equations , Water management, Boundary control, Symmetrization
Keywords:
Computational finance, Monte Carlo, multilevel, adaptivity, weak approximation, error control, Euler--Maruyama method, a posteriori error estimates, backward dual functions, adjoints
Keywords:
Filters, Numerical simulation, solution of equations, Velocity measurements, Inverse problems, Data analysis: algorithms and implementation
Keywords:
Probability, Bayesian non-parametrics, Inverse problems
Keywords:
Probability, Analysis of PDEs, Optimization and Control
Keywords:
Data assimilation, Reservoir characterization, Uncertainty quantification, Inverse modelling
Keywords:
HJM model, Option price, Bond market, Stochastic differential equations, Monte Carlo methods, A priori error estimates, A posteriori error estimates
Keywords:
Electric field integral equation, time domain, marching-on-in-time, null space, internal resonant modes, numerical analysis
Keywords:
Bessel beams, localized electromagnetic wave propagation, planar interface
Keywords:
Adaptive algorithm, electromagnetic compatibility and interference (EMC/EMI), generalized polynomial chaos (gPC), multi-dimensional integral, multi-element (ME), probabilistic collocation (PC), sparse grid (SG), tensor product (TP), tolerance analysis
Keywords:
optimal transport theory, static mean field game, optimal placement, cell formation
Keywords:
Gamma-Gamma distribution, ergodic capacity, water filling, On-Off power control, low SNR.
Keywords:
PDE stochastic data, discrete least squares, polynomial approximation
Keywords:
Radial basis function, Interpolation, Hierarchical basis, Integral equations, Fast summation methods, Stable completion, Lifting, Generalized least squares, Best linear unbiased estimator
Keywords:
Exact absorbing boundary conditions, numerical analysis, time domain analysis, time domain discontinuous Galerkin finite element method, waveguides
Keywords:
Stochastic PDEs, Uncertainty Quantification, Sparse Grids, Wave Equation, Numerical Analysis
Keywords:
Bayesian statistics, Information gain, Laplace approximation, Monte Carlo sampling, Sparse quadrature, Uncertainty quantification, Experimental design
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Propagating boundary uncertainties using polynomial expansions
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Simplifi ed CSP Analysis of a Stiff Stochastic ODE System
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Global Sensitivity Analysis in Ocean Global Circulation Models: A Sparse Spectral Projection Approach
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Uncertainty Quantifi cation in MD Simulations. Part II: Bayesian Inference of Force-Field Parameters
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Uncertainty Quantifi cation in MD Simulations. Part I: Forward Propagation
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Aubry-Mather theory, Stationary Lagrangians, Stationary Viscosity Solutions
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infinite dimensional weak KAM, infinite dimensional Hamilton-Jacobi equations, Aubry-Mather theory
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Game Dynamics, Cost of Learning, Heterogeneous Networks
Keywords:
evolutionary coalitional games, distributed strategic learning, global optima, fair solution, CODIPAS learning
Keywords:
Uncertainty quantification, PDEs with random data, elliptic equations, multivariate polynomial approximation, best M-terms polynomial approximation, stochastic Galerkin methods, Smolyak approximation, sparse grids, stochastic collocation methods
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