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Seminar Uncertainty Quantification - Summer 14

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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
-
Exam
-
Semesterwochenstunden / ECTS Credits
4 ECTS (CSE, IN), 3 ECTS (MA), volume of work will be adapted
TUMonline
UQ Seminar SS14



Contents

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 - -