Lecture 3

Saturday, October 16, 2010 - 11:00am - 11:45am
Keller 3-180
Raul Tempone (King Abdullah University of Science & Technology)
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
MSC Code: