Stochastic computation has received intensive attention in recent years, due to the pressing need to conduct uncertainty quantification (UQ) in practical computing. In this talk, we will first give an brief review of the stochastic collocation method via compressive sensing. Then we focus on the different sampling methods in collocation algorithms, including both randomized quadratues and low-discrepancy point sets. Derivative enhanced l1-minimization is also considered in this talk.
南方科技大学数学系微信公众号
© 2015 All Rights Reserved. 粤ICP备14051456号
Address: No 1088,xueyuan Rd., Xili, Nanshan District,Shenzhen,Guangdong,China 518055 Tel: +86-755-8801 0000