Uncertainty Quantification Summer School The summer school is booked out (May 15)!
September 12 – 16, 2016, Berlin
Scope and AimsThe summer school is jointly organized by the GAMM Activity Group on Uncertainty Quantification, the International Research and Training Group Munich-Graz and WIAS.
Uncertainties of different kinds play a central role in many engineering applications and physical phenomena. Quantifying the impact of such uncertainties on responses of interest has become an active field of research over the past years in many disciplines such as structural mechanics, material science, fluid dynamics, geophysics etc. The main objective of this summer school is to address important mathematical concepts of uncertainty quantification and the related computational and algorithmic challenges arising in the numerous engineering and science disciplines.
Some lectures will be accompanied by lab excercises for which a personal laptop is required.
Main topics of the summer school are:
- stochastic processes, random fields and their numerical approximation (Karhunen-Loeve expansion, polynomial chaos, Hermite algebra)
- PDEs with random data (derivation, solvability, regularity, etc.)
- stochastic Galerkin and collocation methods
- hierarchical tensor representations, low-rank and reduced basis approximations for high-dimensional problems
- sampling methods (multilevel Monte Carlo, QMC), convergence and complexity
- adaptive high-dimensional quadrature, sparse grids
- stochastic inverse problems (statistical and Bayesian inference, MCMC and filter methods)
- A. Chernov, Uni Oldenburg
- M. Eigel, WIAS Berlin
- O. Ernst, TU Chemnitz
- M. Hintermüller, WIAS Berlin, HU Berlin
- R. Schneider, TU Berlin
- E. Ullmann, TU München
- Howard Elman (U Maryland): Reduced-Order Models for Parameter-Dependent Partial Differential Equations
- Lars Grasedyck (RWTH Aachen): Low-Rank Tensor Approximation
- Claudia Schillings (U Warwick): Introduction to the Bayesian Approach to Inverse Problems
- Bruno Sudret (ETH Zürich): Uncertainty Quantification for Engineering Risk Analysis
- Raul Tempone (KAUST): Multilevel and Multiindex Monte-Carlo Methods
Public LectureWe are especially pleased to announce that renowned psychologist and uncertainty expert Gerd Gigerenzer has agreed to give a public lecture on Tuesday evening titled ``Homo Heuristicus: Heuristic Decision Making''.
Target AudienceThis summer school is mostly aimed at young researchers (PhD students and postdocs) starting their research in numerical methods for problems with stochastic influence. In particular, it targets researchers and engineers interested in the development and the implementation of methods for uncertainty quantification. As a prerequisite, the candidates are expected to have basic knowledge of numerical linear algebra, numerical methods for PDE, probability theory and statistics.
RegistrationThe summer school is booked out and the waiting list is also full! Registration is mandatory, proceeds by application, and restricted to at most 40 participants. Travel support can be made available upon request and limited by the available funding of the summer school. Requests for financial support must be received by July 31, 2016.
|Early bird registration fee (deadline August 12)||50 EUR|
|Late registration fee (after August 12)||70 EUR|
|Account holder||Forschungsverbund Berlin e.V.|
|Credit institute and address||Commerzbank AG, Tempelhofer Damm 182, 12099 Berlin, Germany|
|Swift Code / BIC||COBADEFFXXX|
|IBAN||DE45 1004 0000 0520 4300 02|
|Purpose||UQSchool16 - LAST NAME and FIRST NAME|
|VAT Forschungsverbund Berlin e.V.||DE 136785011|
- Online registration opens on Friday, April 1, 2016
- Lectures scheduled from Monday morning until Friday afternoon
- 2 lectures of 90 min per lecturer, afternoon lab exercises (participants need to bring their own laptop computers, if possible equipped with MATLAB)
- Monday afternoon/ evening: guided walking tour and dinner
VenueThe workshop will take place at the Weierstrass Institute (WIAS), which is located in a historic building in the center of Berlin. The workshop address is: WIAS Berlin, Mohrenstrasse 39, 10117 Berlin, Germany.
The Erhard Schmidt lecture room of WIAS is equipped with a blackboard, two overhead projectors and a digital projector with a laptop (Windows system), as well as intranet and internet.