Table 2: Computation time for 16340 samples (unit: s).

Number of random variables111621

Monte Carlo6560.01 7871.31 9118.39

GNEM
 First order13.31 14.85 16.39
 Second order16.06 19.23 22.50
 Third order24.55 41.86 70.97
Neumann
 First order3325.30 4851.50 6017.91
 Second order3639.38 5010.79 6314.89
 Third order3881.43 5473.71 6609.92