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Tutorial: Computing with Uncertainty
  October 16-17, 2010
Lecture 3. Approximation of functions using polynomial or piecewise polynomial functions either by projection or interpolation. Stochastic Galerkin method (SGM): derivation; algorithmic aspects; preconditioning of the global system. Stochastic Collocation Method (SCM): collocation on tensor grids; sparse grid approximation; construction of generalized sparse grids

Raul F. Tempone  (King Abdullah University of Science & Technology)


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