Uncertainty Quantification with Stochastic Finite Elements

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Recent Developments in Spectral Stochastic Methods for the Numerical Solution of Stochastic Partial Differential Equations (2009, background): “For complementary reviews on computational stochastic approaches, we refer to [53, 58, 82, 84, 114] and the references therein.”
Efficient Analysis of High Dimensional Data in Tensor Formats (2012, background): “where the λi are the eigenvalues [33, 23, 24], and, as in Eq.”
Efficient low-rank approximation of the stochastic Galerkin matrix in tensor formats (2014, background): “It will be shown that under additional assumptions the approximation error depends only on smoothness of the covariance function and does not depend either on the number of random variables nor the degree of the multivariate Hermite polynomials.”