stochastic_pde_2010_sandia

stochastic_pde_2010_sandia, "Advanced Numerical Methods for Computing Statistical Quantities of Interest from Solutions of Stochastic Partial Differential Equations", a final report to Sandia National Laboratories on research into stochastic partial differential equations, concluding in 2010.

• stochastic_pde_2010_sandia.tex
• stochastic_pde_2010_sandia.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.