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Tutorial: Computing with Uncertainty
  October 16-17, 2010
Lecture 1.Problem formulation; examples of elliptic, parabolic, hyperbolic equations with stochastic data; well posedness; the case of infinite dimensional input data (random field); data representation; expansions using a countable number of random variables; truncation and convergence results

Christoph Schwab (ETH Zürich)


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