[Colloquium] SPECIAL STATISTICS COLLOQUIUM: DONALD ESTEP, Tuesday, November 15, 2011, at 4:00 PM, in Eckhart 206

[Katie Casey]

> 
> The University of Chicago
> Department of Statistics
> Special Statistics Colloquium
> 
> DONALD ESTEP
> Center for Interdisciplinary Mathematics and Statistics
> Colorado State University
> 
> Efficient Approximation, Error Estimation, and Adaptive Computation for Randomly Perturbed Elliptic Problems
> 
> TUESDAY, November 15, 2011, at 4:00 PM
> 206 Eckhart Hall, 5734 S. University Avenue
> Refreshments following the seminar in Eckhart 110.
> 
> 
> ABSTRACT
> 
> We consider the problem of approximating the probability distribution for a quantity of
> interest computed from the solution of an elliptic problem with a randomly perturbed diffu-
> sion coefficient. We model the uncertainty using a piecewise representation that is suited to
> situations in which there is limited experimental data and to a common technique in multi-
> scale modeling. By applying nonoverlapping domain decomposition and the Neumann series
> to the finite element method, we derive a method to compute an approximate distribution
> in which the cost grows very mildly with the number of samples. We briefly discuss the
> convergence and then describe an a posteriori error estimate for the computed distribution
> that takes into account all sources of deterministic and stochastic errors. Finally, we use
> the estimate to derive an adaptive method for achieving a desired accuracy in the computed
> distribution by an efficient division of computational resources.
> 
> 
> 
> For further information and inquiries about building access for persons with disabilities, please
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