Seminar Uncertainty Quantification - Summer 16

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Summer 16
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.
Students from Master Computational Science and Engineering (IN2183), Informatics (IN2107), and Mathematics (MA6015)
Semesterwochenstunden / ECTS Credits
4 ECTS (CSE, IN), 3 ECTS (MA), volume of work will be adapted
UQ Seminar SS16


  • 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.


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


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 (
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 - -


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