Stochastic to Deterministic Models and Back Again - Methodology UQ

Models of complex multiscale and/or multiphysics phenomena often require combining stochastic and deterministic models.

Direct coupling of stochastic and deterministic models, e.g. molecular dynamics with a continuum model

Stochastic parameterization, with parameters determined by a stochastic model simulation or other statistical models

Such models are often used to predict “engineering scale” questions from limited microscale information. Of course, this is a classic analysis/modeling problem.

The working group will focus on computational issues, including:

Rigorous formulation and analysis of coupling mechanisms and their discretizations

Numerical treatment of averaging and computed expectations and the effect of approximations

A posteriori error analysis, resolutions required in different components, adaptive computation

Rigorous treatment of feedback between stochastic and deterministic models, e.g. nonlinear iterative methods, convergence