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P4: Solving the steady state diffusion equation with uncertainty Author: Virginia Forstall , Advisor: Howard Elman (CS) Problem Statement Presentation Project Proposal Abstract The goal of this project is to efficiently solve a steady state diffusion equation with a random coefficient. Although, such equations can be solved using Monte-Carlo methods, the lengthy computation time can be constraining. Using a Karhunen-Loeve expansion allows the random coefficient to be approximated with a finite sum of random variables. This expansion combined with a Galerkin method or stochastic collocation method reduces computation time.
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