
ARGOMENTI 
MATERIALE 
SOFTWARE 
Lecture 1, 3/6/2015 (1418)

Introduction and motivation; random fields (1418)

Slides part I

Lecture 2, 4/6/2015 (913)

Monte Carlo and Quasi Monte Carlo methods

Slides part II (only first part)
Slides part III

Lecture 3, 5/6/2015 (913)

MultiLevel Monte Carlo; polynomial approximation in 1D

Slides part II (second part)
MLMC in compressible aerodynamics (Talk Pisaroni at IWUQCFD 2015)
Slides part IV (only first part)

Lab 1, 5/6/2015 (1418)

Monte Carlo and Quasi Monte Carlo integration of functions

Lab1 assignment (execise 1)

Sobol Matlab toolkit (downloaded from http://people.sc.fsu.edu/~jburkardt/m_src/sobol/sobol.html)

Lecture 4, 8/6/2015 (913)

Multivariate polynomial approximation; discrete L^2 projection

Slides part IV (second part)

Lab 2, 8/6/2015 (1517)

Generation of Gaussian random fields; MC and QMC of second order boundary value problem with random coefficients

Lab1 assignment (exercise 2)

FEM solver for exercise 2

Lecture 5, 9/6/2015 (1418)

Multivariate polynomial approximation; sparse interpolation; stochastic Galerkin

Slides part IV (third part)
Adaptive sparse grids in subsurface flow modeling (Talk Tamellini at SIAMCSE2015)

Lecture 6, 10/6/2015 (910)

Global sensitivity analysis; Hyperbolic problems

Slides sensitivity analysis
Slides part V

Lab 3, 10/6/2015 (1013)

Polynomial approximation by sparse grids and discrete least squares for second order boundary value problem with random coefficients

Lab2 assignment
Assignments for final evaluation

Sparse grids Matlab toolkit
