Uncertainty Quantification for High-Dimensional Problems - AUTUMN SCHOOL

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
7 Oct 2024 from 10 a.m. to 11 Oct 2024 6 p.m. CEST (GMT+0200)
Where
Amsterdam Science Park Congress Centre, Science Park 125
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Register before 25 September for the AUTUMN SCHOOL

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
  • UQ software and HPC scalability

AUTUMN SCHOOL -7-11 October

(CWI) Autumn school / hackathon: Form the next generation of UQ researchers by organising a practically-minded autumn school with associated hackathon.

Confirmed lecturers: Vesa Kaarnioja (FU Berlin), Derek Groen (Brunel), Rob Scheichl (Heidelberg), Elisabeth Ullmann (TU Munich), Wouter Edeling (CWI)

Register before 25 September for the AUTUMN SCHOOL

For more information, please contact Wouter Edeling

Tentative programme:

09:30-10:00 Walk-in, coffee

10:00-10:10 Welcome and opening

10:10-12:30 Wouter Edeling

12:30-13:30 Lunch

13:30-15:00 Rob Scheichl

15:00-15:30 Coffee break

15:30-17:00 Rob Scheichl

17:00-18:00 Drinks

08:30-09:00 Walk-in, coffee

09:00-10:30 Wouter Edeling

10:30-11:00 Coffee break

11:00-12:30 Wouter Edeling

12:30-13:30 Lunch

13:30-15:00 Rob Scheichl

15:00-15:30 Coffee break

15:30-17:00 Rob Scheichl

Lecturer: Derek Groen

08:30-09:00 Walk-in, coffee

09:00-10:30 UQ and ensemble simulation: a validation and prediction perspective

10:30-11:00 Coffee break

11:00-12:30 Tools for Executing UQ ensembles using HPC

12:30-13:30 Lunch

13:30-15:00 Uncertainty propagation using ensembles

15:00-15:30 Coffee break

15:30-17:00 Automating a UQ workflow with FabSim3

17:30 Dinner

08:30-09:00 Walk-in, coffee

09:00-10:30 Vesa Kaarnioja

10:30-11:00 Coffee break

11:00-12:30 Vesa Kaarnioja

12:30-13:30 Lunch

13:30-15:00 Elisabeth Ullmann

15:00-15:30 Coffee break

15:30-17:00 Elisabeth Ullmann

08:30-09:00 Walk-in, coffee

09:00-10:30 Elisabeth Ullmann

10:30-11:00 Coffee break

11:00-12:30 Elisabeth Ullmann

12:30-13:30 Lunch

13:30-15:00 Vesa Kaarnioja

15:00-15:30 Coffee break

15:30-17:00 Vesa Kaarnioja