Seminar Uncertainty Quantification - Summer 16
- 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, Slides
- Presentations: t.b.d.
- 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 SS16
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.
| Number | Topic | Date | Student | Supervisor |
| 00 | Introduction to UQ (Forward vs. inverse, data input) | --- | Tobias Neckel | |
| 01 | Inverse Problems (without demo) | t.b.a | 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) |
| 09 a | 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 | - | - |