Seminar Uncertainty Quantification - Summer 15

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Summer 15
Tobias Neckel, Alfredo Parra , Benjamin Uekermann
Time and Place
Kick-off meeting: 20.01.2015, 14:30 - 15:30 room: 02.07.023. Slides
Presentations: t.b.d.
Students from Master Computational Science and Engineering , Informatics , and Mathematics (MA6015)
Semesterwochenstunden / ECTS Credits
4 ECTS (CSE, IN), 3 ECTS (MA), volume of work will be adapted
UQ Seminar SS14


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


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


Number Topic Date Student Supervisor
01 Introduction to UQ April 27, 2015 Areeb Kamran Benjamin Uekermann
02 Sampling Methods for Forward Propagation May 4, 2015 Polina Gorkh Tobias Neckel
03 Polynomial Chaos 1: Theory May 11, 2015 Anna Yurova Benjamin Uekermann
04 Polynomial Chaos 2: Stochastic Galerkin May 18, 2015 Eduard Kharitonov Alfredo Parra
05 Polynomial Chaos 3: Stochastic Collocation June 8, 2015 Nikolay Nadirashvili Benjamin Uekermann
06 Sparse Grids (in UQ) tbd Alfredo Parra
07 Karhunen-Loève Expansion June 15, 2015 Michael Lettrich Tobias Neckel
08 Application to Fluid Dynamics and beyond June 22, 2015 Robert Schweizer Florian Künzner (
09 UQ for RODE (SODE) June 29, 2015 Mahyar Valizadeh Alfredo Parra
10 UQ Frameworks July 6, 2015 Masuma Khanom Tobias Neckel
11 Closing Session tbd - -