SANDIA_2010.TEX
FINAL REPORT:
Advanced Numerical Methods for Computing Statistical Quantities
of Interest from Solutions of Stochastic Partial Differential Equations

At the conclusion of research funded by a grant from Sandia National Laboratories, I submitted a short final report, summarizing the work I had done with my collaborators.

A PDF version of the document is available in ../../presentations/sandia_2010.pdf.

The following files constitute the LaTeX file used to create the document:

• cc_5x5.png a plot of a simple sparse grid of level 5, dimension 2, based on the Clenshaw-Curtis rules.
• cc_level4_precision.png a plot indicating by a black line the precision requirement x+y=9, by blue the monomials exactly integrated by the sparse grid rule of level 3, and by red the additional monomials exactly integrated by the sparse grid of level 4.
• ghxcc_level4.png, image of a sparse grid, level 4, dimension 2, of mixed type, using Gauss-Hermite in X and Clenshaw-Curtis in Y.
• rosenbrock_l5.png, image of an anisotropic grid, level 5, dimension 2, based on Gauss-Hermite rules, for the Rosenbrock function.
• sandia_2010.tex, the main LaTeX file;