Event Type:

Applied Mathematics and Computation Seminar

Date/Time:

Friday, February 4, 2011 - 04:00

Location:

GLK 113

Local Speaker:

Abstract:

We discuss parametrizations of random coefficiens for PDEs based on Karhunen-Loeve, Haar and other seriesĀ expansions. Theoretically, these coefficients are properly described only if an infinite number of terms (random variables) is used. Practically only a few terms are needed to describe the random coefficients with sufficient accuracy. Thus, it is reasonable to limit the analysis to just a few random variables in the expansion.

<br>

We consider stochastic collocation method consisting of a Galerkin approximation in space and a collocation in the zeros of appropriate orthogonal polynomials in the probability space.