Date:	Wed, December 15, 2010
Time:	10:30
Place:	Research I Seminar Room

Abstract: Stochastic PDEs arise in various applications when the parameters or the input of the PDEs are not known exactly. In this talk I will present some basic methods for the numerical solution of stochastic PDEs: Monte Carlo simulation, Stochastic Collocation, Stochastic Finite Elements and the generalized spectral decomposition. Some of these methods are based on the generalized polynomial chaos expansion for random variables. Thus, I will give an introduction to polynomial chaos expansions and show how the generation of lookup tables for the polynomial chaos can speed up the calculations.