Seminar Uncertainty Quantification - Summer 15
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- Term
- Summer 15
- Lecturer
- 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.
- Audience
- Students from Master Computational Science and Engineering , Informatics , and Mathematics (MA6015)
- Tutorials
- N/A
- Exam
- N/A
- Semesterwochenstunden / ECTS Credits
- 4 ECTS (CSE, IN), 3 ECTS (MA), volume of work will be adapted
- TUMonline
- UQ Seminar SS14
News
- 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.
Presentations
Please find the material concerning the talks in the restricted area.
Schedule
| 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 (flo.kuenzner@gmx.net) |
| 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 | - | - |