Title: Polynomial chaos, stochastic collocation, and stochastic sampling methods for UQ/SPDEs and the connections and differences between them

Speaker: Max Gunzburger, Florida State University

Date/Time: Thursday, November 29, 2007, 1:00 pm - 2:00 pm

Location: CSRI Building, Room 279 (Sandia NM)

Brief Abstract: We present several methods (including the ones named in the title) for the numerical solution of stochastic partial differential equations (SPDEs) and for determining quantities of interest that depend on solutions of SPDEs. Of special interest are the differences between the methods as well as the connections between them. This will enable us to provide a rational discussion of the relative advantages and disadvantages of the various methods.

This talk was prepared jointly with Clayton Webster.

CSRI POC: Tim Trucano, (505) 844-8812 and Pavel Bochev, (505) 844-1990