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most citedThree Ways to Solve Partial Differential Equations with Neural Networks -- A Review

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math.NA2016

Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)

Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini

We give a convergence proof for the approximation by sparse collocation of Hilbert-space-valued functions depending on countably many Gaussian random variables. Such functions appe…