Term: Summer 14
Lecturer: Tobias Neckel, Alfredo Parra , Benjamin Uekermann
Time and Place: Kick-off meeting: 28.01.2014 14:30-15:30 room: 02.07.023. Slides; Presentations: t.b.a.
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 SS14

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.

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

01) Introduction to UQ

02) Data Assimilation / Data Input

03) Sampling Methods in UQ

04) Polynomial Chaos 1: Galerkin

05) Polynomial Chaos 2: Collocation

06) Sparse Grids (in UQ)

07) Karhunen-Loève Expansion (for UQ)

08) UQ for RODE (SODE)

09) UQ in Fluid Dynamics

10) UQ in Fluid-Structure Interaction