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Reducing dimensions and cost for UQ in complex systems


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5th March 2018 to 9th March 2018
Francisco Alejandro Diaz De la O
Jim Gattiker
Gianluigi Rozza
Elisabeth Ullmann



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.


Deadline for applications: 3rd January 2017

Please note members of Cambridge University are welcome to turn up and sign in as a non-registered attendee on the day(s) during the workshop and attend the lecture(s). Please note that we cannot provide you with any support including name badge, meals or accommodation.

UNQ programme participants DO NOT need to apply, programme participants with visit dates during UNQW03 will automatically be added to the attendee list.

In addition to visiting the INI, there are multiple ways in which you can participate remotely.

Apply now



Registration Only    
  • Registration Package: £230
  • Student Registration Package: £180

The Registration Package includes admission to all seminars, lunches and refreshments on the days that lectures take place (Monday - Friday), wine reception and formal dinner, but does not include other meals or accommodation.

Formal Dinner Only
  • Formal Dinner: £50

Participants on the Accommodation Package or Registration Package, including organisers and speakers, are automatically included in this event. For all remaining participants who would like to attend, such as programme participants, the above charge will apply.


Unfortunately we do not have any accommodation to offer, so all successful applicants will need to source their own accommodation.  Please see the Hotels Combined website for a list of local hotels and guesthouses.



Lunch will be served at Churchill College in the Cafeteria on days that lectures take place.

Evening Meal

Participants are free to make their own arrangements for dinner.

Formal Dinner

The Formal Dinner will take place Wednesday 7th March at Emmanuel College. Participants on the Accommodation Package or Registration Package, including organisers and speakers, are automatically included in this event.

University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons