ORNL_2012
Sparse Grid Collocation for Uncertainty Quantification

I gave a talk at Oak Ridge National Laboratory, on 2 March 2012.

The talk was titled "Sparse Grid Collocation for Uncertainty Quantification".

You may refer to the abstract for the talk.

A PDF version is available as ../../presentations/ornl_2012.pdf.

The following files were used:

• cc_d3_level2.png, the abscissas of the level 2, dimension 3 Clenshaw Curtis sparse grid.
• cc_level2_closeup.png, a precision plot for the level 2, dimension 2 Clenshaw Curtis sparse grid.
• cc_level3_closeup.png, a precision plot for the level 3, dimension 2 Clenshaw Curtis sparse grid.
• cc_level4_closeup.png, a precision plot for the level 4, dimension 2 Clenshaw Curtis sparse grid.
• cc_sequence.png, displays the nesting behavior of the chosen set of Clenshaw Curtis rules.
• ccs_level4_closeup.png, a precision plot for the level 4, dimension 2 "slow" Clenshaw Curtis sparse grid.
• d10_con.png, integration test with Genz "Continous" function for dimension 10.
• d10_cpeak.png, integration test with Genz "Corner Peak" function for dimension 10.
• d10_discon.png, integration test with Genz "Discontinous" function for dimension 10.
• d10_gauss.png, integration test with Genz "Gaussian" function for dimension 10.
• d10_oscill.png, integration test with Genz "Oscillatory" function for dimension 10.
• d10_plots.m, MATLAB code to produce the Genz plots for dimension 10.
• d10_ppeak.png, integration test with Genz "Product Peak" function for dimension 10.
• d6_con.png, integration test with Genz "Continous" function for dimension 6.
• d6_cpeak.png, integration test with Genz "Corner Peak" function for dimension 6.
• d6_discon.png, integration test with Genz "Discontinous" function for dimension 6.
• d6_gauss.png, integration test with Genz "Gaussian" function for dimension 6.
• d6_oscill.png, integration test with Genz "Oscillatory" function for dimension 6.
• d6_plots.m, MATLAB code to produce the Genz plots for dimension 6.
• d6_ppeak.png, integration test with Genz "Product Peak" function for dimension 6.
• diffusion_mc.png, error plots for the diffusion equation, Monte Carlo estimates.
• diffusion_mc_and_sg.png, error plots for the diffusion equation, Monte Carlo and sparse grid estimates.
• diffusion_plot.m, a MATLAB program to create the error plots for the diffusion equation.
• diffusivity_plots.png, two plots of stochastic diffusivity fields.
• fsu_sports_logo.pdf, a logo for FSU.
• fuel_rod.png, schematic of a nuclear fuel rod in a retaining grid.
• ghxcc_level4.png, a plot of a 2D sparse grid formed from Gauss Hermite rules in X and Clenshaw Curtis rules in Y.
• grid_04.png, the abscissas of the sparse grid A(2,2).
• ncc_5x5x5.png, the abscissas for a 5x5x5 Newton-Cotes rule.
• orion.png, an illustration of the flight of the Orion space vehicle.
• ornl_2012.tex, the main TeX file.
• ornl_logo.pdf, a logo for ORNL.
• pce_flow.png, velocity field for Boussinesq flow with error bars.
• pce_heat.png, temperature field for Boussinesq flow with error bars.
• ppeak_plot.m, MATLAB code to create a plot of Genz's product peak function.
• ppeak_plot.png, Genz's product peak integrand function.
• product_grids2.png, the product grids used to construct a sparse grid.
• wavelet1.png, sample wavelets.
• wavelet2.png, sample wavelets.
• wing_load_test.png, a photograph of an airplane undergoing the wing load test.

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