Seminar Uncertainty Quantification - Summer 16: Difference between revisions

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| Introduction to UQ  <!- Forward vs. inverse, data input? -->
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| <!--April 27, 2015-->                   
| April 27, 2015                  
| t.b.a
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| [[Tobias Neckel]]
| [[Tobias Neckel]]
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| 01  
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| Inverse Problems <!-- (without demo)-->
| Inverse Problems (without demo)
| <!--April 27, 2015-->                   
| April 27, 2015              
| t.b.a
| t.b.a
| [[Alfredo Parra Hinojosa, M.Sc. | Alfredo Parra ]]
| [[Alfredo Parra Hinojosa, M.Sc. | Alfredo Parra ]]

Revision as of 12:59, 18 January 2016

Term
Summer 16
Lecturer
Tobias Neckel, Alfredo Parra , Benjamin Uekermann, Ionut Farcas
Time and Place
Kick-off meeting: 20.01.2016, 14:30 - 15:30 room: 02.07.023
Presentations: t.b.d.
Audience
Students from Master Computational Science and Engineering , Informatics , and Mathematics
Tutorials
-
Exam
-
Semesterwochenstunden / ECTS Credits
4 ECTS (CSE, IN), 3 ECTS (MA), volume of work will be adapted
TUMonline
t.b.a.



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.

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

t.b.a.

Schedule

t.b.d. | April 27, 2015 | t.b.a | Tobias Neckel |- | 01 | Inverse Problems (without demo) | April 27, 2015 | t.b.a | Alfredo Parra |- | 02 | Sampling Methods for Forward Propagation | t.b.a. | t.b.a. | Ionut Farcas |- | 03 | Polynomial Chaos 1: Theory | t.b.a. | t.b.a. | Benjamin Uekermann |- | 04 | Polynomial Chaos 2: Stochastic Galerkin | t.b.a. | t.b.a. | Alfredo Parra |- | 05 | Polynomial Chaos 3: Stochastic Collocation | t.b.a. | t.b.a. | Benjamin Uekermann |- | 06 | Sparse Grids (in UQ) | t.b.a. | t.b.a. | Alfredo Parra |- | 07 | Karhunen-Loève Expansion | t.b.a. | t.b.a. | Ionut Farcas |- | 08 | Application to Fluid Dynamics and beyond | t.b.a. | t.b.a. | Florian Künzner (flo.kuenzner@gmx.net) |- | 09a | Output pdf Reconstruction | t.b.a. | t.b.a. | Ionut Farcas |- | 09 b | UQ for RODE (SODE) | t.b.a. | t.b.a. | Tobias Neckel |- | 10 | UQ Frameworks | t.b.a. | t.b.a. | Tobias Neckel |- | 11 | Closing Session | tbd | - | - |- |} -->