2016•Springer proceedings in mathematics & statisticsRequires access

Sobol Indices for Dimension Adaptivity in Sparse Grids

Richard P. Dwight, Stijn G. L. Desmedt, Pejman Shoeibi Omrani

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Key concepts: Sobol sequence, Sparse grid, Dimension (graph theory), Computer science, Adaptation (eye), Grid, Propagation of uncertainty, Mathematical optimization