Uncertainty quantification for complex systems: theory and methodologies
UNQ
3 January 2018 to 29 June 2018
Programme theme
In areas as diverse as climate modelling, manufacturing, energy, life sciences, finance, geosciences and medicine, mathematical models and their discretisations into computer models are routinely used to inform decisions, assess risk and formulate policies. How accurate are the predictions made using such models? This crucial question lies at the heart of uncertainty quantification (UQ).
UQ is a broad phrase used to describe methodologies for taking account of uncertainties when mathematical and computer models are used to describe real-world phenomena. This includes propagating uncertainty from unknown model inputs to model outputs, the study of uncertainty in the models themselves, developing approximation schemes that result in tractable and accurate computer models, robust design, model calibration and other inverse problems, model bias and discrepancy etc. This programme focuses on UQ for complex systems which have complicated mathematical descriptions such as systems of partial differential equations for which even a single deterministic inversion of an associated computer model is very costly.
The scientific challenges of modern life, the recent rapid growth in computing power and the demand for more accurate and precise predictions in areas affecting improved infrastructures, public safety and economic well-being have spawned a recent surge in UQ activity. New UQ methodologies have and are continuing to be developed by statisticians and applied mathematicians independently.
The main aim of the programme is to bring applied mathematicians and statisticians together to formulate a common mathematical foundation for UQ and to establish long-lasting interactions that will lead to significant advances in UQ theory and methodologies for complex systems. Participants will work together to develop theories and methodologies for reducing the cost of model inversion, increasing the level of tractable complexity in modelling, and enabling efficient risk assessment and decision making. Five core themes of common interest to statisticians and applied mathematicians will provide the focus. These are:
- Surrogate models
- Multilevel, multi-scale, and multi-fidelity methods
- Dimension reduction methods
- Inverse UQ methods
- Careful and fair comparisons
Click here to download the programme's final scientific report
UNQ programme: interview with organisers Peter Challenor and Henry Wynn
Preprints
| Title | Year | Programme |
|---|---|---|
MULTILEVEL ADAPTIVE SPARSE LEJA APPROXIMATIONS FOR BAYESIAN INVERSE PROBLEMSAuthors: Elisabeth Ullmann, T. Neckel, H. J Bungartz, Ionut-Gabriel Farcas, Jonas Latz |
2017 | UNQ |
Conditions for the finiteness of the moments of the volume of level setsAuthors: J.M. Azais, David Ginsbourger, J.R. Leon, D. Armentano |
2017 | UNQ |
IGA-based Multi-Indec Stochastic Collocation for random PDEs on Arbitrary domainsAuthors: Lorenzo Tamellini, Joakim Beck, Raul Fidel Tempone |
2017 | UNQ |
Approximation of probability density functions for SPDEs using truncated series expansionsAuthors: Max Gunzburger, Henry Wynn, Giacomo Capodaglio |
2017 | UNQ |
Group kernels for Gaussian process and metamodels with categorical inputsAuthors: E. Padonou, Y. Deville, G. Perrin, Henry Wynn, Olivier Roustant |
2017 | UNQ |
Uncertainty qualification for computer models with spatial output using calibration-optimal basesAuthors: Daniel Williamson, John Scinocca, Viatcheslav Kharin, James Salter |
2017 | UNQ |
Efficient adaptive multilevel stochastic galerkin approximation using implicit a posteriori error estimationAuthors: Catherine Powell, Alex Bespalov, Adam Crowder |
2017 | UNQ |
Goal-oriented error estimation and adaptivity for elliptic PDEs with parametric or uncertain inputsAuthors: Alex Bespalov, Dirk Praetorius, Leonardo Rocchi, Michele Ruggeri |
2017 | UNQ |
Fast sampling of parameterised Gaussian random fieldsAuthors: Mr Marvin Eisenberger, Jonas Latz, Elisabeth Ullmann |
2017 | UNQ |
Robust Preconditioning for Stochastic Galerkin Formulations of Parameter-Dependent Linear Elasticity EquationsAuthors: David Silvester, Arbaz Khan, Catherine Powell |
2017 | UNQ |
Workshops
Key UQ methodologies and motivating applications
8 January 2018 to 12 January 2018
Taming Uncertainty in Mathematical Models Used in the Private and Public Sectors
1 February 2018 to 1 February 2018
Surrogate models for UQ in complex systems
5 February 2018 to 9 February 2018
Reducing dimensions and cost for UQ in complex systems
5 March 2018 to 9 March 2018
UQ for inverse problems in complex systems
9 April 2018 to 13 April 2018
Uncertainty Quantification for Complex Systems – Development in Theory and Methodologies
15 June 2018 to 15 June 2018
Seminars
| Wednesday 17th January 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Hermann Matthies Technische Universität Braunschweig |
Room 2 | 
|
| Wednesday 14th February 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Lorenzo Tamellini Università degli Studi di Pavia |
Room 2 | |
| Wednesday 21st February 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Francois-Xavier Briol Imperial College London; University of Warwick |
Room 2 | |
| Monday 26th February 2018 | |||
|---|---|---|---|
| 14:00 to 16:00 |
Henry Wynn London School of Economics |
Room 2 | |
| Tuesday 27th February 2018 | |||
|---|---|---|---|
| 14:00 to 16:00 |
Björn Sprungk Universität Mannheim |
Room 2 | |
| Thursday 1st March 2018 | |||
|---|---|---|---|
| 14:00 to 15:00 |
Jens Lang Technische Universität Darmstadt |
Room 2 | |
| Friday 16th March 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Andy Wiltshire Met Office |
Room 2 | |
| Wednesday 28th March 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
David Woods University of Southampton |
Room 2 | |
| Thursday 5th April 2018 | |||
|---|---|---|---|
| 11:00 to 12:00 |
Ines Cecilio Schlumberger Cambridge Research |
Room 1 | |
| 16:00 to 17:00 |
Andrew Stuart University of Warwick |
Room 1 |
|
| Wednesday 2nd May 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Matt Plumlee Northwestern University |
Room 2 | |
| Friday 4th May 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Matt Dunlop CALTECH (California Institute of Technology) |
Room 2 | |
| Wednesday 9th May 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Arbaz Khan University of Manchester |
Room 2 | |
| Thursday 10th May 2018 | |||
|---|---|---|---|
| 14:00 to 15:00 |
Albert Cohen Université Pierre et Marie Curie Paris |
Room 2 | |
| Monday 14th May 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Viet Ha Hoang Nanyang Technological University |
Room 2 | |
| Wednesday 16th May 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
John Paul Gosling University of Leeds |
Room 2 | |
| Friday 18th May 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Hailiang Du Durham University |
Room 2 | |
| Monday 21st May 2018 | |||
|---|---|---|---|
| 14:00 to 16:00 |
Paul Constantine University of Colorado |
Room 2 |
|
| Wednesday 23rd May 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Francois-Xavier Briol Imperial College London; University of Warwick |
Room 2 | |
| Tuesday 29th May 2018 | |||
|---|---|---|---|
| 14:00 to 15:00 |
Sebastian Ullmann Technische Universität Darmstadt |
Room 2 | |
| Wednesday 30th May 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Ronald De Vore Texas A&M University |
Room 2 |
|
| Friday 1st June 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Francois Bachoc Université de Toulouse |
Room 2 |
|
| Tuesday 5th June 2018 | |||
|---|---|---|---|
| 14:00 to 15:00 |
Joakim Beck King Abdullah University of Science and Technology (KAUST) |
Room 2 | |
| Friday 8th June 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Tom Santner Ohio State University |
Room 2 |
|
| Monday 18th June 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
Melina Freitag University of Bath |
Room 2 |
|
| Tuesday 19th June 2018 | |||
|---|---|---|---|
| 14:00 to 15:00 |
David Silvester University of Manchester |
Room 2 |
|
| Wednesday 20th June 2018 | |||
|---|---|---|---|
| 10:30 to 13:00 |
Clémentine Prieur Université de Grenoble; INRIA Grenoble - Rhône-Alpes |
Room 2 |
|
| 14:05 to 14:55 |
Henry Wynn London School of Economics |
Room 1 |
|
| 14:55 to 15:45 |
Xun Huan Sandia National Laboratories; University of Michigan |
Room 1 |
|
| 16:10 to 17:00 |
Serge Guillas University College London |
Room 1 |
|
| Monday 25th June 2018 | |||
|---|---|---|---|
| 11:00 to 13:00 |
spyros Skoulakis KPMG |
Room 2 | |
Organisers
- Peter Challenor University of Exeter
- Max Gunzburger Florida State University
- Catherine Powell University of Manchester
- Henry Wynn London School of Economics
Speakers
- Joakim Beck King Abdullah University of Science and Technology (KAUST)
- Francois-Xavier Briol Imperial College London; University of Warwick
- Albert Cohen
- Paul Constantine University of Colorado
- Francois Bachoc Université de Toulouse
- Ronald De Vore Texas A&M University
- Hailiang Du Durham University
- Matt Dunlop CALTECH (California Institute of Technology)
- Melina Freitag University of Bath
- John Paul Gosling University of Leeds
- Serge Guillas University College London
- Viet Ha Hoang University of Cambridge
- Xun Huan Sandia National Laboratories; University of Michigan
- Arbaz Khan University of Manchester
- Jens Lang Technische Universität Darmstadt
- Hermann Matthies Technische Universität Braunschweig
- Matt Plumlee Northwestern University
- Clémentine Prieur Université Joseph Fourier Grenoble
- Tom Santner Ohio State University
- David Silvester University of Manchester
- spyros Skoulakis KPMG
- Björn Sprungk Universität Mannheim
- Andrew Stuart University of Warwick
- Lorenzo Tamellini Università degli Studi di Pavia
- Sebastian Ullmann Technische Universität Darmstadt
- Andy Wiltshire Met Office
- David Woods University of Southampton
- Henry Wynn London School of Economics
Participants
- Ben Adcock Simon Fraser University
- Sondipon Adhikari Swansea University
- Dario Filippo Azzimonti Università della Svizzera italiana
- Evgenia Babushkina Freie Universität Berlin
- Markus Bachmayr Rheinische Friedrich-Wilhelms-Universität Bonn
- Francois Bachoc Université de Toulouse
- Joakim Beck King Abdullah University of Science and Technology (KAUST)
- Jim Berger Duke University; University of Chicago
- Alex Bespalov University of Birmingham
- Peter Binev University of South Carolina
- Derek Bingham Simon Fraser University
- Francois-Xavier Briol Imperial College London; University of Warwick
- Jenny Brynjarsdottir Case Western Reserve University
- Olena Burkovska Florida State University
- Peter Challenor University of Exeter
- Julia Charrier Aix Marseille Université
- Oksana Chkrebtii Ohio State University
- Jon Cockayne University of Warwick
- Albert Cohen Université Pierre et Marie Curie Paris
- Paul Constantine University of Colorado
- Simon Cotter University of Manchester
- Wolfgang Dahmen RWTH Aachen University
- Masoumeh Dashti University of Sussex
- Ronald De Vore Texas A&M University
- Francisco Alejandro Diaz De la O University of Liverpool
- Ana Djurdjevac Freie Universität Berlin
- Hailiang Du Durham University
- Matt Dunlop CALTECH (California Institute of Technology)
- Martin Eigel Weierstraß-Institut für Angewandte Analysis und Stochastik
- Howard Elman University of Maryland, College Park
- Melina Freitag University of Bath
- Jim Gattiker Los Alamos National Laboratory
- David Ginsbourger None / Other; Universität Bern
- Mark Girolami Imperial College London; The Alan Turing Institute
- Michael Goldstein Durham University
- John Paul Gosling University of Leeds
- Diane Guignard Texas A&M University
- Serge Guillas University College London
- Max Gunzburger Florida State University
- Abdul Lateef Haji Ali University of Oxford
- Murali Haran Pennsylvania State University
- Viet Ha Hoang Nanyang Technological University
- Leanna House Virginia Polytechnic Institute and State University
- Xun Huan Sandia National Laboratories; University of Michigan
- Samuel Jackson Southampton Statistical Sciences Research Institute; Durham University
- Peter Jantsch Texas A&M University
- Arbaz Khan University of Manchester
- Louise Kimpton University of Exeter
- Kei Kobayashi Keio University
- Angela Kunoth Universität zu Köln
- Jens Lang Technische Universität Darmstadt
- Stig Larsson Chalmers University of Technology
- Jonas Latz Technische Universität München
- Lindsay Lee University of Leeds
- Hyung-Chun Lee Ajou University
- Hugo Maruri-Aguilar Queen Mary University of London
- Hermann Matthies Technische Universität Braunschweig
- Doug McNeall Met Office
- Hossein Mohammadi University of Exeter
- Olga Mula Université Paris-Dauphine
- James Nichols Université Pierre et Marie Curie Paris
- Fabio Nobile EPFL - Ecole Polytechnique Fédérale de Lausanne
- Anthony Nouy Université de Nantes
- Tony O'Hagan University of Sheffield
- Jeremy Oakley University of Sheffield
- Benjamin Peherstorfer University of Wisconsin-Madison
- Konstantin Pieper Florida State University
- Matt Plumlee Northwestern University
- Catherine Powell University of Manchester
- Clémentine Prieur Université de Grenoble; INRIA Grenoble - Rhône-Alpes
- Luc Pronzato Université de Nice Sophia Antipolis; CNRS (Centre national de la recherche scientifique)
- Olivier Roustant Mines Saint-Étienne
- Gianluigi Rozza SISSA
- James Salter University of Exeter
- Tom Santner Ohio State University
- Robert Scheichl University of Bath
- Claudia Schillings Universität Mannheim
- Christoph Schwab ETH Zürich
- David Silvester University of Manchester
- Ralph Smith North Carolina State University
- Elaine Spiller None / Other
- Björn Sprungk Universität Mannheim
- Andrew Stuart University of Warwick
- Lorenzo Tamellini Università degli Studi di Pavia
- Aretha Teckentrup University of Edinburgh
- Raul Fidel Tempone King Abdullah University of Science and Technology (KAUST)
- Chris Thompson IBM Research
- Hoang Tran Oak Ridge National Laboratory
- Sebastian Ullmann Technische Universität Darmstadt
- Elisabeth Ullmann Technische Universität München
- Victoria Volodina University of Exeter
- Tim Waite University of Southampton
- Edward Wheatcroft London School of Economics
- Richard Wilkinson University of Sheffield
- Daniel Williamson University of Exeter
- Andy Wiltshire Met Office
- David Woods University of Southampton
- Henry Wynn London School of Economics
- Guannan Zhang Oak Ridge National Laboratory
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