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. Author manuscript; available in PMC: 2022 Jul 1.
Published in final edited form as: Comput Math Appl. 2021 Apr 15;93:32–49. doi: 10.1016/j.camwa.2021.04.005

Figure 6:

Figure 6:

Isotropic Smolyak sparse grid stochastic collocation convergence rates for N = 2, 3, 4 with k = 1 (linear decay). (a) Mean error: Notice that the convergence rate is faster than polynomial. (b) Variance error: From the graph the convergence rate appears to be subexponential.