Uncertainty Quantification for High-Dimensional Problems - WORKSHOP

In October and November 2024, CWI's Scientific Computing group will organize a semester programme on uncertainty quantificaton. Co-organizers are: TU Eindhoven, Radboud University, TU Delft, and University of Amsterdam/University College London.

When
11 Nov 2024 from 9:30 a.m. to 15 Nov 2024 7 p.m. CET (GMT+0100)
Where
Amsterdam Science Park Congress Centre, Science Park 125
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Register here for the WORKSHOP

Overview

Uncertainty quantification (UQ) aims at establishing the reliability of predictions made by computational models. Such models are often fully deterministic, yet are used to make predictions of an uncertain reality. The discipline of UQ consists of numerical and statistical methods for quantifying uncertainty in real problems due to both epistemic uncertainty (lack-of-knowledge) and aleatoric uncertainty (true randomness) in physical and model parameters, boundary and initial conditions, model form, or even uncertainty caused by finite-precision floating point calculations. UQ also offers a mathematical framework for exploiting experimental data to inform models (data-assimilation) and solving inverse problems. However, the applicability of UQ solution concepts is challenged by the cost of a single model evaluation, the high dimensionality of the (parametric-and data-) spaces in which UQ problems are often posed (curse of dimensionality), and the resulting high-dimensional, dependent probability distributions that must be represented.

Aim

In this context, the aim of the proposed program is to introduce the topic of UQ to a wide range of researchers, and to bring together both national and international UQ experts. We intend to invite a mixture of colleagues from industry, and academia, and we also want to have a combination of young, and more experienced researchers.

Topics

🍃 (High-dimensional) forward uncertainty propagation
🍃 Inverse UQ and data assimilation
🍃 and many more!

WORKSHOP - 11-15 November

Registration is open for the workshop within the CWI Semester Program 'Uncertainty Quantification for High-Dimensional Problems'!

Confirmed lecturers: Fabio Nobile (EPFL), Bojana Rosic (University of Twente), Siddhartha Mishra (ETH Zurich), Anthony Nouy (Nantes Université), Markus Bachmayr (Aachen), Aretha Teckentrup (University of Edinburgh), Bruno Sudret (ETH Zurich), Virginie Ehrlacher (ENPC).

Register here for the WORKSHOP

For more information, please contact Wouter Edeling

Tentative programme:

IP = Invited plenary

Programme WORKSHOP 11-15 November
Time Monday 11 November Tuesday 12 November Wednesday 13 November Thursday 14 November Friday 15 November

9:30-10:20

IP 0

IP 2

IP 4

IP 5

IP 7

10:20-10:50

Break

Break

Break

Break

Break

10:50-12:30

2 x 35 min talk

Discussion

2 x 35 min talk

2 x 35 min talk

2 x 35 min talk

12:30-14:00

Lunch

Lunch

Lunch

Lunch

Lunch

14:00-14:50

IP 1

IP 3

.

IP 6

3 x 35 min talk

14:50-15:20

Break

Break

.

Break

.

15:20-17:00

3 x 35 min talk

3 x 35 min talk

.

3 x 35 min talk

.

17:00-19:00

Poster+Cocktail

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