I was wondering, before trying to do that myself, has anyone attempted to do orthonormalization of Bernstein polynomials using Gram-Schmidt? I discussed this with several people and have been told ...
problem comes from "Numerical solution of fractional integro-differential , equations by collocation method , E.A. Rawashdeh, Department of Mathematics, Yarmouk University, Irbid 21110, Jordan" ...
Where can I find coded examples of stochastic collocation applied to an elliptical PDE using smolyak sampling?
I'm having some troubles implementing a collocation method to solve a stochastic partial differential equation of the form: $\nabla (a(x,w)\nabla u(x,w))=f(x,w)$ in $D$, $u=g$ in $\partial D$ where ...