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. Author manuscript; available in PMC: 2022 Jun 1.
Published in final edited form as: Adv Comput Math. 2021 May 2;47(3):40. doi: 10.1007/s10444-021-09859-6

Fig. 6.

Fig. 6

Variance error comparison of truncation and hybrid collocation-perturbation method as a function of the number of dimensions and different decay rates. (a) Variance error for the pure collocation (dashed line) and hybrid collocation-perturbation (solid line) methods for c = 1/15 and k = 3. (b) Variance error ratio between the collocation and hybrid methods for c = 1/120 (i.e. small perturbation) and k = 3. Note that the finite element error is reached at NS = 2, saturates the overall accuracy.