Reducing dimensions and cost for UQ in complex systems

Applications for this workshop are now closed

The Institute kindly requests that any papers published as a result of this programme’s activities are credited as such. Please acknowledge the support of the Institute in your paper using the following text:

The author(s) would like to thank the Isaac Newton Institute for Mathematical Sciences, Cambridge, for support and hospitality during the programme Reducing dimensions and cost for UQ in complex systems, where work on this paper was undertaken. This work was supported by EPSRC grant EP/K032208/1 and EP/R014604/1.

Timetable

Monday 5th March 2018
09:00 to 09:35	Registration	No Room Required
09:35 to 09:45	Welcome from Christie Marr (INI Deputy Director)	No Room Required
09:45 to 10:30	Wolfgang Dahmen RWTH Aachen University Parametric PDEs: Sparse Polynomial or Low-Rank Approximation?	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:45	Jim Gattiker Los Alamos National Laboratory Complexity Challenges in Uncertainty Quantification for Scientific and Engineering Applications.	Room 1
11:45 to 12:30	Leanna House Virginia Polytechnic Institute and State University Human-in-the-Loop Analytics: Two Approaches and Two Applications	Room 1
12:30 to 13:30	Lunch @ Churchill College	No Room Required
14:00 to 14:45	Francisco Alejandro Diaz De la O University of Liverpool Reliability-based Sampling for Model Calibration	Room 1
14:45 to 15:30	Tan Bui-Thanh University of Texas at Austin A Triple Model Reduction for Data-Driven Large-Scale Inverse Problems in High Dimensional Parameter Spaces	Room 1
15:30 to 16:00	Afternoon Tea	No Room Required
16:00 to 16:45	Poster Blitz	Room 1
17:00 to 18:00	Poster Session & Welcome Wine Reception at INI	No Room Required

Tuesday 6th March 2018
09:00 to 09:45	Michael Goldstein Durham University Small sample designs for multi-level, multi-output computer simulators	Room 1
09:45 to 10:30	Bruno Sudret ETH Zürich Dimensionality reduction and surrogate modelling for high-dimensional UQ problems	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:45	Jens Lang Technische Universität Darmstadt Adaptive Multilevel Stochastic Collocation Method for Randomized Elliptic PDEs	Room 1
11:45 to 12:30	Elisabeth Ullmann Technische Universität München Multilevel estimators in Bayesian Inversion and Optimization	Room 1
12:30 to 13:30	Lunch @ Churchill College	No Room Required
14:00 to 14:45	James Hensman Massive scale Gaussian processes with GPflow	Room 1
14:45 to 15:30	Abdul Lateef Haji Ali University of Oxford Multilevel Nested Simulation for Efficient Risk Estimation	Room 1
15:30 to 16:00	Afternoon Tea	No Room Required
16:00 to 16:45	Nathan Urban Los Alamos National Laboratory Multi-model and model structural uncertainty quantification with applications to climate science	Room 1

Wednesday 7th March 2018
09:00 to 09:45	Lars Grasedyck RWTH Aachen University Hierarchical Low Rank Tensors	Room 1
09:45 to 10:30	Jie Chen IBM Research Linear-Cost Covariance Functions for Gaussian Random Fields	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:45	Sergey Dolgov University of Bath Low-rank cross approximation algorithms for the solution of stochastic PDEs	Room 1
11:45 to 12:30	Daniel Williamson University of Exeter Optimal dimension-reduced calibration and the terminal case for spatial models	Room 1
12:30 to 13:30	Lunch @ Churchill College	No Room Required
13:30 to 17:00	Free Afternoon	No Room Required
19:30 to 22:00	Formal Dinner at Emmanuel College	No Room Required

Thursday 8th March 2018
09:00 to 09:45	Gianluigi Rozza SISSA Weighted reduced order methods for parametrized PDEs with random inputs	Room 1
09:45 to 10:30	Julia Brettschneider University of Warwick Model selection, model frames, and scientific interpretation	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:45	Olga Mula Université Paris-Dauphine Greedy algorithms for optimal measurements selection in state estimation using reduced models	Room 1
11:45 to 12:30	Martin Stoll Technische Universität Chemnitz Low rank methods for PDE-constrained optimization	Room 1
12:30 to 13:30	Lunch @ Churchill College	No Room Required
14:00 to 14:45	Boris Kramer Massachusetts Institute of Technology Conditional-Value-at-Risk Estimation with Reduced-Order Models	Room 1
14:45 to 15:30	Olivier Zahm Massachusetts Institute of Technology Certified dimension reduction of the input parameter space of vector-valued functions	Room 1
15:30 to 16:00	Afternoon Tea	No Room Required
16:00 to 16:45	James Salter University of Exeter Quantifying spatio-temporal boundary condition uncertainty for the deglaciation	Room 1

Friday 9th March 2018
09:00 to 09:45	Peter Binev University of South Carolina State Estimation in Reduced Modeling	Room 1
09:45 to 10:30	Catherine Powell University of Manchester Reduced Basis Solvers for Stochastic Galerkin Matrix Equations	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:45	Benjamin Peherstorfer University of Wisconsin-Madison Multifidelity Monte Carlo estimation with adaptive low-fidelity models	Room 1
11:45 to 12:30	Anthony Nouy Université de Nantes Principal component analysis for learning tree tensor networks	Room 1
12:30 to 13:30	Lunch @ Churchill College	No Room Required
14:00 to 14:45	Discussion	Room 1

Uncertainty quantification for complex systems: theory and methodologies

Reducing dimensions and cost for UQ in complex systems

Organisers

Francisco Alejandro Diaz De la O University of Liverpool
Jim Gattiker Los Alamos National Laboratory
Gianluigi Rozza SISSA
Elisabeth Ullmann Technische Universität München

Speakers

Peter Binev University of South Carolina
Julia Brettschneider University of Warwick
Tan Bui-Thanh University of Texas at Austin
Jie Chen IBM Research
Wolfgang Dahmen RWTH Aachen University
Francisco Alejandro Diaz De la O University of Liverpool
Sergey Dolgov University of Bath
Jim Gattiker Los Alamos National Laboratory
Michael Goldstein Durham University
Lars Grasedyck RWTH Aachen University
Abdul Lateef Haji Ali University of Oxford
James Hensman
Leanna House Virginia Polytechnic Institute and State University
Boris Kramer Massachusetts Institute of Technology
Jens Lang Technische Universität Darmstadt
Olga Mula Université Paris-Dauphine
Anthony Nouy Université de Nantes
Benjamin Peherstorfer University of Wisconsin-Madison
Catherine Powell University of Manchester
Gianluigi Rozza SISSA
James Salter University of Exeter
Martin Stoll Technische Universität Chemnitz
Bruno Sudret ETH Zürich
Elisabeth Ullmann Technische Universität München
Nathan Urban Los Alamos National Laboratory
Daniel Williamson University of Exeter
Olivier Zahm Massachusetts Institute of Technology

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Participants

Hessam Babaee University of Pittsburgh
Markus Bachmayr Rheinische Friedrich-Wilhelms-Universität Bonn
Peter Binev University of South Carolina
Julia Brettschneider University of Warwick
Tan Bui-Thanh University of Texas at Austin
Michal Béreš Academy of Sciences of the Czech Republic
Peter Challenor University of Exeter
Jie Chen IBM Research
Mihai Cucuringu University of Oxford; The Alan Turing Institute
Wolfgang Dahmen RWTH Aachen University
Francisco Alejandro Diaz De la O University of Liverpool
Ana Djurdjevac Freie Universität Berlin
Sergey Dolgov University of Bath
Matthias Faes KU Leuven
Melina Freitag University of Bath
Jim Gattiker Los Alamos National Laboratory
Sabyasachi Ghosh Dastidar KU Leuven
Mark Girolami Imperial College London; The Alan Turing Institute
Michael Goldstein Durham University
Lars Grasedyck RWTH Aachen University
Robert Gruhlke Weizmann Institute of Science
Serge Guillas University College London
Abdul Lateef Haji Ali University of Oxford
James Hensman
Leanna House Virginia Polytechnic Institute and State University
Joseph Jlhart3 North Carolina State University
Boris Kramer Massachusetts Institute of Technology
Jonas Kusch Karlsruhe Institute of Technology (KIT)
Patrick Kürschner Max Planck Institute for Dynamics of Complex Technical Systems
Jens Lang Technische Universität Darmstadt
Lindsay Lee University of Leeds
Hyung-Chun Lee Ajou University
Laura Mansfield University of Reading; Imperial College London
Cristinel Mares Brunel University
Doug McNeall Met Office
Rebecca Morrison Massachusetts Institute of Technology
Olga Mula Université Paris-Dauphine
Nicole Nellesen RWTH Aachen University
Craig Newsum University of Manchester
Anthony Nouy Université de Nantes
Benjamin Peherstorfer University of Wisconsin-Madison
Catherine Powell University of Manchester
Simon Sai-Mang Pun Chinese University of Hong Kong
Olivier Roustant Mines Saint-Étienne
Gianluigi Rozza SISSA
James Salter University of Exeter
Lukas Scheucher Munich University of Technology
Claudia Schillings University of Warwick
Pranay Seshadri University of Cambridge
Martin Stoll Technische Universität Chemnitz
Bruno Sudret ETH Zürich
Jonathan Sykes University of Sheffield
Aretha Teckentrup University of Edinburgh
Chris Thompson IBM Research
Hemant Tyagi University of Edinburgh
Elisabeth Ullmann Technische Universität München
Sebastian Ullmann Technische Universität Darmstadt
Nathan Urban Los Alamos National Laboratory
Victoria Volodina University of Exeter
Richard Wilkinson University of Sheffield
Daniel Williamson University of Exeter
Henry Wynn London School of Economics
Olivier Zahm Massachusetts Institute of Technology