Workshop: Reducing Dimensions and Cost for UQ in Complex Systems

Workshop: Reducing Dimensions and Cost for UQ in Complex Systems
Isaac Newton Institute, Cambridge
5-9 March 2018

https://www.newton.ac.uk/event/unqw03

Registration for this workshop is open through to January 3, 2018.

Organizers

Francisco Alejandro Díaz De la O, University of Liverpool, UK, f.a.diazdelao@liverpool.ac.uk
James Gattiker, Los Alamos National Laboratory, gatt@lanl.gov
Gianluigi Rozza, SISSA International School for Advanced Studies Trieste, Italy, gianluigi.rozza@sissa.it
Elisabeth Ullmann, Technical University of Munich, Germany, elisabeth.ullmann@ma.tum.de

Workshop Theme

Uncertainty quantification (UQ) in complex mathematical models is a huge computational challenge for many reasons. Simple UQ tasks such as the estimation of statistical properties of system outputs often require multiple calls to a deterministic solver. A single solver call is already very expensive for complex mathematical models. Advanced UQ tasks such as sensitivity and reliability analysis, parameter identification, or optimal control and design often involve several layers of increasing complexity where each layer requires the performance of a specific UQ task. This workshop will address efficient numerical and statistical methods for reducing the overall cost of solving discrete problems that arise in UQ studies, focusing on methodologies that reduce the dimension of the problems to be solved.

Talks will be organised around topics such as: multilevel and multifidelity methods; reduced basis methods; dimension reduction strategies; low rank and tensor methods; challenges in Gaussian process emulation, and active subspaces. Workshop speakers and participants will be encouraged to explore connections between these topics. There will also be two contributed poster presentations. Please indicate on the registration form if you are interested in presenting a poster. A limited amount of funding may be available to support PhD students.

More Information

Please see the workshop webpage soon updated with a list of speakers and tentative titles, and already updated for registration details: https://www.newton.ac.uk/event/unqw03

This workshop is the third event in a six-month programme on Uncertainty Quantification at the Isaac Newton Institute: https://www.newton.ac.uk/event/unq

Organizers: Peter Challenor (University of Exeter), Max Gunzburger (Florida State University), Catherine Powell (University of Manchester), Henry Wynn (London School of Economics)