Graduate Student Seminar

Speaker: Professor Yanzhao Cao

Title: Sparse Grid, Hyperbolic Crossing and Fast Algorithms for
Numerical Solutions of Stochastic Partial Differential Equations

Abstract: We start with a simple problem of estimating the number of pairs of positive integers whose product is bounded by certain constant. This problem is related to a fast algorithm of computing high dimensional interpolation approximations named sparse grid approximation or hyperbolic cross. The sparse grid approximation will be used to solve high dimensional problems such as numerical solutions of stochastic partial differential equations.