Seminar Uncertainty Quantification - Summer 14

Term

Summer 14

Lecturer

Tobias Neckel, Alfredo Parra , Benjamin Uekermann

Time and Place

Kick-off meeting: 28.01.2014 14:30-15:30 room: 02.07.023. Slides

Presentations: Wednesday, 3-5pm, IAS Conference Room 1+2 (1st floor, German counting), except 18.06.2014: MI 01.06.011

Audience

Students from Master Computational Science and Engineering (IN2183), Informatics (IN2107), and Mathematics (MA6015)

Tutorials

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Exam

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Semesterwochenstunden / ECTS Credits

4 ECTS (CSE, IN), 3 ECTS (MA), volume of work will be adapted

TUMonline

UQ Seminar SS14

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News

• All information will be presented at the kick-off meeting (see above), please attend this meeting if you are interested in this seminar.
• Max. number of participants: 10
• The seminar will be completely in English, so the students also have to give their talks and to write their papers in English.

Basics in Stochastics

For the seminar, some basic knowledge in Stochastic in requested. To bridge some lack of knowledge, we want to refer to the following literature:

• The chapter on Stochastic basics in Random Differential Equations in Scientific Computing (open access)
• The chapter on Stochastic basics in Uncertainty Quantification: Theory, Implementation, and Applications. Ralph C. Smith. We have 2 exemplars to borrow or copy from.
• For a wider background: H.-O. Georgii: Stochastik. Einführung in die Wahrscheinlichkeitstheorie und Statistik. de Gruyter, 2009. eBook link, there is also an English version.

Presentations

Please find the material concerning the talks in the restricted area.

Schedule

Number	Topic	Date	Student	Supervisor
01	Introduction to UQ	Apr 23, 2014	Apostolos Petalas	Tobias Neckel
02	Sampling Methods in UQ	Apr 30, 2014	Haris Jabbar	Tobias Neckel
03	Polynomial Chaos 1: Galerkin	May 7, 2014	Sebastian Stemmer	Benjamin Uekermann
04	Polynomial Chaos 2: Collocation	May 14, 2014	Steffen Seckler	Alfredo Parra
05	Data Assimilation / Data Input	May 21, 2014	Aleksandra Pachalieva	Valeriy Khakhutskyy
06	Sparse Grids (in UQ)	May 28, 2014	Paul Sarbu	Alfredo Parra
07	Karhunen-Loève Expansion (for UQ)	Jun 4, 2014	Ionut Farcas	Benjamin Uekermann
08	UQ for RODE (SODE)	Jun 11, 2014	Nils Hoppe	Alfredo Parra
09	UQ in Fluid Dynamics	Jun 18, 2014	Afshin Loni	Tobias Neckel
10	UQ in Fluid-Structure Interaction	Jun 25, 2014	Esam Ishaq	Benjamin Uekermann
11	Closing Session	Jul 2, 2014	-	-