Seminar Uncertainty Quantification - Summer 16

Term

Summer 16

Lecturer

Tobias Neckel, Alfredo Parra , Benjamin Uekermann, Ionut Farcas

Time and Place

Tuesday, 13:15-16:00, room 01.13.007 slides kickoff: Slides

Presentations: t.b.d.

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 SS16

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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.
• Congratulations to Qadeer Khan for winning this year's "Best Talk Award" and "Best Paper Award" of the UQ seminar!

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
00	Introduction to UQ (Forward vs. inverse, data input)	26.04.16	---	Tobias Neckel
01	Inverse Problems (without demo)	---	---	Alfredo Parra
02	Sampling Methods for Forward Propagation	10.05.16	Andreas Schaberl	Ionut Farcas
03	Polynomial Chaos 1: Theory	10.05.16	Wei Tang	Benjamin Uekermann
04	Polynomial Chaos 2: Stochastic Galerkin	24.05.16	Jiho Yang	Alfredo Parra
05	Polynomial Chaos 3: Stochastic Collocation	24.05.16	Jorge Andres Salazar Marocho	Benjamin Uekermann
06	Sparse Grids (in UQ)	31.05.16	David Zhang	Alfredo Parra
07	Karhunen-Loève Expansion	31.05.16	Manuel Herrmann	Ionut Farcas
08	Application to Fluid Dynamics and beyond	14.06.16	Simeon Mahov	Florian Künzner (flo.kuenzner@gmx.net)
09 a	Output pdf Reconstruction	14.06.16	Qadeer Kahn	Ionut Farcas
09 b	UQ for RODE (SODE)	21.06.16	Juan Ignacio Adame	Tobias Neckel
10	UQ Frameworks	21.06.16	Vasileios Magioglou	Tobias Neckel
11	Closing Session	28.06.16	-	-

Template

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