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Monte Carlo, Sparse Grid, etc

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Uncertainty Quantification Methods for High Performance Computing: Scalable Approximation and Error Estimation for Stochastic Collocation Rick Archibald Oak Ridge National Laboratory SAMSI Transition Workshop Research Triangle Park, NC May 2012. Monte Carlo, Sparse Grid, etc.

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Uncertainty Quantification Methods for High Performance Computing: Scalable Approximation and Error Estimation for Stochastic Collocation

Rick Archibald

Oak Ridge National Laboratory

SAMSI Transition Workshop

Research Triangle Park, NC

May 2012

slide4

Monte Carlo, Sparse Grid, etc

Polynomials, wavelets, etc

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