Professor of Mathematics,
Florida State University

"Polynomial chaos and Monte Carlo"

Oct 06, 2021 Schedule:

Tea Time - F2F ( 417 DSL) / Virtual ( Zoom)
 
03:00 to 03:30 PM Eastern Time (US and Canada)

Colloquium - F2F ( 499 DSL) / Virtual ( Zoom)
 
03:30 to 04:30 PM Eastern Time (US and Canada)

Meeting # 942 7359 5552

Abstract:

We will discuss some ideas on how to use polynomial chaos to obtain improved Monte Carlo estimators, and present some applications to global sensitivity analysis.

Dept. of Scientific Computing
Florida State University
400 Dirac Science Library
Tallahassee, FL 32306-4120
Phone: (850) 644-1010
admin@sc.fsu.edu
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