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Seminar Numerische Mathematik
WIAS Berlin
Prof. H.-J. Starkloff (Westsächsische Hochschule Zwickau)
On some questions related to generalized polynomial chaos expansions
Programm / Abstract:
Generalized polynomial chaos expansions are series expansions of random variables or random functions using orthogonal polynomials in certain basic random variables. They are a versatile tool for efficiently working with stochastic quantities. So, recently they are widely used for the investigation of stochastic models, for uncertainty quantification methods or stochastic simulation purposes. In particular, recent approaches for the solution of ordinary or partial differential equations with random parameters often use certain versions of generalized polynomial chaos expansions.
In the talk basic definitions and properties of generalized polynomial chaos expansions are presented. Furthermore some problems are considered which are related to convergence properties or algebraic transformations of generalized polynomial chaos expansions.
The talk is based on joint work with A. Mugler (BTU Cottbus) and O. Ernst and B. Sprungk (TU Chemnitz).
Zeit:
am Freitag den 24. Mai 2013 um 10:30
Ort:
Weierstraß-Institut
Mohrenstr. 39
10117 Berlin
Erhard-Schmidt-Hörsaal Erdgeschoss
eingetragen von lawrenz(Marion.Lawrenz@wias-berlin.de, 030 20372566)