| 主题： |
Numerical solutions of stochastic partial differential equations |
| 类型： |
学术报告
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| 主办方： |
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| 报告人： |
Professor Yanzhao Cao |
| 日期： |
2012年6月21日下午2:30 |
| 地点： |
知新楼B1248室 |
| 内容： |
摘要：I will make a brief introduction to two different types stochastic partial differential equations (SPDEs), namely SPDEs with white noise perturbations and SPDEs with coefficients as random fields. Then I will introduce the concept of polynomial chaos expansion (PCE), which is an orthogonal polynomial basis expansion of a generalized random variable under the infinite dimensional Gaussian measure. Cutoff errors of PCEs and applications of PCEs to numerical solutions of stochastic partial differential equations will be discussed afterward.
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