Nonparametric density estimation for ran
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D. Estep; A. Målqvist; S. Tavener
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Article
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2009
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John Wiley and Sons
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English
⚖ 330 KB
## Abstract In this paper, we develop and apply an efficient adaptive algorithm for computing the propagation of uncertainty into a quantity of interest computed from numerical solutions of an elliptic partial differential equation with a randomly perturbed diffusion coefficient. The algorithm is w