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계산과학 콜로퀴움 공지입니다 운영자   2012-10-17   1122

Title :Numerical Integration in Unboundedly High Dimensions { Theory and Application) Speaker: Ian H. Sloan (University of New South Wales, Sydney, Australia) abstract:Richard Bellman coined the phrase “the curse of dimensionality” to describe the extraordinarily rapid increase in the difficulty of most problems as the number of variables increases. An example is numerical multiple integration, where the cost of an integration formula of product type obviously rises exponentially with the number of variables. Nevertheless, problems with a large or even an unbounded number of variables are now being tackled successfully with non-product integration formulas. In this talk I will outline recent developments attributable to many people, in which within a decade the focus has turned from existence theorems to concrete constructions of rules that can handle an unbounded number of variables. I will then sketch a recent application to the computation of expected values of an elliptic PDE with a random parameter, perhaps describing the flow of a liquid through a porous material whose permeability is an infinite-dimensional random field. 장소: 25동 114호 시간: 10/17 오후 5시 많은 참석 바랍니다.

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