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A univariate dimension-reduction method for multi-dimensional integration in stochastic mechanics

Numerical AnalysisEngineeringUnivariate Dimension-reduction MethodNatural SciencesHigher Dimensional ProblemStochastic CalculusMultidimensional AnalysisMultivariate ApproximationComputational MechanicsStochastic Differential EquationStatisticsMultiscale Modeling