Ivo Babuška, Fabio Nobile, Raúl Tempone, A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data, SIAM Review, Vol. 52, No. 2 (June 2010), pp. 317-355 ...

Fit F / method=marquardt; run; This estimation requires the repeated simulation of a system of 42 differential equations (5 base differential equations and 36 differential equations to compute the ...

SIAM Journal on Numerical Analysis, Vol. 40, No. 3 (2003), pp. 1041-1063 (23 pages) Traditional finite-time convergence theory for numerical methods applied to stochastic differential equations (SDEs) ...