Seminar Uncertainty Quantification - Summer 15: Difference between revisions

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| term = Summer 15
| term = Summer 15
| lecturer = [[Tobias Neckel]], [[Alfredo Parra Hinojosa, M.Sc. | Alfredo Parra ]], [[Dipl.-Math. Benjamin Uekermann | Benjamin Uekermann]]
| lecturer = [[Tobias Neckel]], [[Alfredo Parra Hinojosa, M.Sc. | Alfredo Parra ]], [[Dipl.-Math. Benjamin Uekermann | Benjamin Uekermann]]
| timeplace = Kick-off meeting: 20.01.2015 10:00-11:00 room: 02.07.023.<!-- [http://www5.in.tum.de/lehre/seminare/uq/ss15/kick_off.pdf Slides]-->
| timeplace = Kick-off meeting: 20.01.2015, 14:30 - 15:30 room: 02.07.023. [http://www5.in.tum.de/lehre/seminare/uq/ss15/kick_off.pdf Slides]
: Presentations: tbd <!--Wednesday, 3-5pm, IAS Conference Room 1+2 (1st floor, German counting), except 18.06.2014: MI 01.06.011 -->
: Presentations: t.b.d.
| credits = 4 ECTS (CSE, IN), 3 ECTS (MA), volume of work will be adapted
| credits = 4 ECTS (CSE, IN), 3 ECTS (MA), volume of work will be adapted
| audience = Students from Master Computational Science and Engineering <!--([https://campus.tum.de/tumonline/wbStpModHB.detailPage?pKnotenNr=458286&pExtView=N&pCaller=MODHBAPP&pCallerOrgNr=14189 IN2183])-->, Informatics <!--([https://campus.tum.de/tumonline/wbStpModHB.detailPage?pKnotenNr=485429&pExtView=N&pCaller=MODHBAPP&pCallerOrgNr=14189 IN2107])-->, and Mathematics <!--([https://campus.tum.de/tumonline/wbStpModHB.detailPage?pKnotenNr=614665&pExtView=N&pCaller=MODHBAPP&pCallerOrgNr=14178 MA6015])-->
| audience = Students from Master Computational Science and Engineering <!--([https://campus.tum.de/tumonline/wbStpModHB.detailPage?pKnotenNr=458286&pExtView=N&pCaller=MODHBAPP&pCallerOrgNr=14189 IN2183])-->, Informatics <!--([https://campus.tum.de/tumonline/wbStpModHB.detailPage?pKnotenNr=485429&pExtView=N&pCaller=MODHBAPP&pCallerOrgNr=14189 IN2107])-->, and Mathematics ([https://campus.tum.de/tumonline/wbStpModHB.detailPage?pKnotenNr=614665&pExtView=N&pCaller=MODHBAPP&pCallerOrgNr=14178 MA6015])
| tutorials = -
| exam = N/A
| exam = -
| tutorials = N/A
| tumonline = tbd <!--[https://campus.tum.de/tumonline/lv.detail?clvnr=950143104 UQ Seminar SS14] -->
| tumonline = [https://campus.tum.de/tumonline/lv.detail?clvnr=950143104 UQ Seminar SS14]
}}
}}


= News =
= News =
* All information will be presented at the kick-off meeting (see above), please attend this meeting if you are interested in this seminar.
* 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
* 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.  
* 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 =
= Basics in Stochastics =
Line 23: Line 23:


= Presentations =
= Presentations =
<!--Please find the material concerning the talks in the [http://www5.in.tum.de/lehre/seminare/uq/ss15/restricted/ restricted area].-->
Please find the material concerning the talks in the [http://www5.in.tum.de/lehre/seminare/uq/ss15/restricted/ restricted area].


= Schedule =
= Schedule =
<!--
{| class="wikitable"
{| class="wikitable"
|-
|-
Line 33: Line 32:
| 01  
| 01  
| Introduction to UQ   
| Introduction to UQ   
| Apr 23, 2014                    
| April 27, 2015                    
| Apostolos Petalas
| Areeb Kamran
| [[Tobias Neckel]]
| [[Dipl.-Math. Benjamin Uekermann | Benjamin Uekermann]]
|-
|-
| 02  
| 02  
| Sampling Methods in UQ  
| Sampling Methods for Forward Propagation  
| Apr 30, 2014                
| May 4, 2015                
| Haris Jabbar
| Polina Gorkh
| [[Tobias Neckel]]
| [[Tobias Neckel]]
|-
|-
| 03  
| 03  
| Polynomial Chaos 1: Galerkin
| Polynomial Chaos 1: Theory
| May 7, 2014              
| May 11, 2015              
| Sebastian Stemmer
| Anna Yurova
| [[Dipl.-Math. Benjamin Uekermann | Benjamin Uekermann]]
| [[Dipl.-Math. Benjamin Uekermann | Benjamin Uekermann]]
|-
|-
| 04  
| 04  
| Polynomial Chaos 2: Collocation
| Polynomial Chaos 2: Stochastic Galerkin
| May 14, 2014          
| May 18, 2015          
| Steffen Seckler
| Eduard Kharitonov
| [[Alfredo Parra Hinojosa, M.Sc. | Alfredo Parra ]]
| [[Alfredo Parra Hinojosa, M.Sc. | Alfredo Parra ]]
|-
|-
| 05  
| 05  
| Data Assimilation / Data Input
| Polynomial Chaos 3: Stochastic Collocation
| May 21, 2014          
| June 8, 2015          
| Aleksandra Pachalieva
| Nikolay Nadirashvili
| [[Valeriy Khakhutskyy, M.Sc. | Valeriy Khakhutskyy]]
| [[Dipl.-Math. Benjamin Uekermann | Benjamin Uekermann]]
|-
|-
| 06  
| 06  
| Sparse Grids (in UQ)
| Sparse Grids (in UQ)
| May 28, 2014
| tbd
| Paul Sarbu 
|  
| [[Alfredo Parra Hinojosa, M.Sc. | Alfredo Parra ]]
| [[Alfredo Parra Hinojosa, M.Sc. | Alfredo Parra ]]
|-
|-
| 07  
| 07  
| Karhunen-Loève Expansion (for UQ) 
| Karhunen-Loève Expansion  
| Jun 4, 2014      
| June 15, 2015      
| Ionut Farcas
| Michael Lettrich
| [[Dipl.-Math. Benjamin Uekermann | Benjamin Uekermann]]
| [[Tobias Neckel]]
|-
|-
| 08  
| 08  
| Application to Fluid Dynamics and beyond
| June 22, 2015                   
| Robert Schweizer
| Florian Künzner (flo.kuenzner@gmx.net)
|-
| 09
| UQ for RODE (SODE)   
| UQ for RODE (SODE)   
| Jun 11, 2014                      
| June 29, 2015                      
| Nils Hoppe
| Mahyar Valizadeh
| [[Alfredo Parra Hinojosa, M.Sc. | Alfredo Parra ]]
| [[Alfredo Parra Hinojosa, M.Sc. | Alfredo Parra ]]
|-
|-
| 09
| 10
| UQ in Fluid Dynamics
| UQ Frameworks
| Jun 18, 2014                   
| July 6, 2015
| Afshin Loni
| Masuma Khanom
| [[Tobias Neckel]]
| [[Tobias Neckel]]
|-
| 10
| UQ in Fluid-Structure Interaction
| Jun 25, 2014
| Esam Ishaq
| [[Dipl.-Math. Benjamin Uekermann | Benjamin Uekermann]]
|-
|-
| 11  
| 11  
| Closing Session  
| Closing Session  
| Jul 2, 2014
| tbd
| -
| -
| -
| -
|-
|-
|}
|}
-->

Latest revision as of 16:34, 20 January 2016

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 - -
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