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 | | 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: | : 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 | | 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]) | ||
| | | exam = N/A | ||
| | | tutorials = N/A | ||
| tumonline = | | 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 | * 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 | * 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]. | |||
= Schedule = | = Schedule = | ||
| Line 60: | Line 60: | ||
| [[Dipl.-Math. Benjamin Uekermann | Benjamin Uekermann]] | | [[Dipl.-Math. Benjamin Uekermann | Benjamin Uekermann]] | ||
|- | |- | ||
| 06 | |||
| Sparse Grids (in UQ) | | Sparse Grids (in UQ) | ||
| tbd | | tbd | ||
| Line 66: | Line 66: | ||
| [[Alfredo Parra Hinojosa, M.Sc. | Alfredo Parra ]] | | [[Alfredo Parra Hinojosa, M.Sc. | Alfredo Parra ]] | ||
|- | |- | ||
| 07 | | 07 | ||
| Karhunen-Loève Expansion | | Karhunen-Loève Expansion | ||
| Line 74: | Line 73: | ||
|- | |- | ||
| 08 | | 08 | ||
| | | Application to Fluid Dynamics and beyond | ||
| June 22, 2015 | | June 22, 2015 | ||
| | | Robert Schweizer | ||
| | | Florian Künzner (flo.kuenzner@gmx.net) | ||
|- | |- | ||
| 09 | | 09 | ||
| | | UQ for RODE (SODE) | ||
| June 29, 2015 | | June 29, 2015 | ||
| | | Mahyar Valizadeh | ||
| | | [[Alfredo Parra Hinojosa, M.Sc. | Alfredo Parra ]] | ||
|- | |- | ||
| 10 | | 10 | ||
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 | - | - |