Local Polynomial Chaos Expansion for Linear Differential Equations with High Dimensional Random Inputs

@article{Chen2015LocalPC,
  title={Local Polynomial Chaos Expansion for Linear Differential Equations with High Dimensional Random Inputs},
  author={Yi Chen and John D. Jakeman and Claude Jeffrey Gittelson and Dongbin Xiu},
  journal={SIAM J. Scientific Computing},
  year={2015},
  volume={37}
}