Preliminary list of abstracts

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QMC for noisy PDE
Keywords: QMC
Tue, 09:00--09:25
  • Sloan, Ian H. (Mathematics and Statistics, University of New South Wales, Australia)
  • Kuo, Frances Y. (University of New South Wales, Australia)
  • Schwab, Christoph (ETH Zurich, Switzerland)

Partial differential equations with randomness in the coefficients are now attracting serious attention from computational scientists, often under the heading of "Uncertainty quantification". In present joint work with Christoph Schwab (ETH) and Frances Kuo (UNSW) we have found that QMC combined with a finite element solver is an attractive alternative to Monte Carlo for the computation of expected values, but that to get the best results for a model problem the standard QMC theory needs some tweaking. In this lecture QMC theory will be presented with a refreshing twist, guided by the present application to noisy PDE.