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Multilevel estimators in Bayesian Inversion and Optimization

Presented by: 
Elisabeth Ullmann Technische Universität München
Tuesday 6th March 2018 - 11:45 to 12:30
INI Seminar Room 1
Uncertainty quantification (UQ) is a fast growing research area which deals with the impact of parameter, data and model uncertainties in complex systems. We focus on models which are based on partial differential equations (PDEs) with random inputs. For deterministic PDEs there are many classical analytical results and numerical tools available. The treatment of PDEs with random inputs, however, requires novel ideas and tools. We illustrate the mathematical and algorithmic challenges of UQ for Bayesian inverse problems arising from geotechnical engineering and medicine, and an optimal control problem with uncertain PDE constraints.
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons