2011-12 UQ Program: Methodology Opening Workshop and Tutorials
Workshop Information
The Opening Workshop for the Methodology theme of the SAMSI program on Uncertainty Quantification was held on Wednesday-Saturday, September 7-10, 2011, at the Radisson RTP in Research Triangle Park, NC. The location is in close proximity to SAMSI.
From mid-day Wednesday to Saturday evening, invited speakers gave presentations. For each of the five themes described below, one presentation was introductory. There was a poster session and reception on Wednesday, September 7. Additional activities were organized later during the weekend.
The workshop focused on the following five complementary themes
(1) Foundations, theory and methods that are related to uncertainty quantification, including for example; treatment of model error, inference with multi-models, treatment of multiscale models, numerical error estimation, reduced order modeling, and theoretical foundations of various UQ problems.
(2) Representation and propagation of uncertainty, including for example; efficient representations of uncertainty, integration of different representations of uncertainty and error, propagation of uncertainty through complex physical models, exploiting mathematical structure of models for propagation, and identification of sensitivity of models.
(3) Data assimilation, including for example; incorporating information from disparate and sparse data sets, filtering and forecasting, response surface techniques, sampling based approaches, derivative/variational-based approaches.
(4) Inverse problem and calibration, including for example; treating sparse and noisy data, use of reduced order models, regularization and optimization, integration of parameter and prediction uncertainty, use of derivative information from physics-based models.
(5) Rare events, including for example; use of reduced order models, use of computational and physics models to detect rare events, investigation of relevant statistical methodologies, optimization techniques.
Organizers: Dan Cooley, Don Estep, Max Gunzburger, Jan Hannig, David Higdon, Jeff Wu
Schedule
Wednesday, September 7, 2011
Radisson RTP
8:15-8:50 a.m. | Registration and Continental Breakfast |
8:50-9:00 | Welcome |
9:00-10:00 | Tutorial lecture 1: Foundations Video of lecture Habib Najm (Sandia) |
10:00-10:30 | Break |
10:30-11:30 | Tutorial lecture 2: Representation and Propagation of Uncertainty Video of lecture Susie Bayarri (University of Valencia) |
11:30-1:00 | Lunch |
1:00-2:00 |
Tutorial lecture 3: Data assimilation |
2:00-2:30 | Break |
2:30-3:30 |
Tutorial lecture 4: Inverse Problem and Calibration |
3:30-4:00 | Break |
4:00-5:00 |
Tutorial lecture 5: Statistics of Extremes |
Thursday, September 8, 2011
Radisson RTP
8:15-8:45 a.m. | Registration and Continental Breakfast |
8:45-9:00 | Welcome |
Foundations: | |
9:00-9:45 | Serge Prudhomme (Univ. of Texas, Austin) Validation and Uncertainty Quantification |
9:45-10:30 | Jeff Wu (Georgia Tech) Modeling Mesh Density in Computer Experiments |
10:30-11:00 | Break |
11:00-11:45 | Clayton Webster, (ORNL) An Adpative Sparse Grid Generalized Stochastic Collocation Method for High- Dimensional UQ |
11:45-12:15 | Panel Chair: Don Estep Panel: Jim Berger Duke, Habib Najm (Sandia) |
12:15-1:30 | Lunch |
Representation and Propagation of Uncertainty | |
1:30-2:15 | Daniel Tartakovksy (UCSD) PDF Methods for Uncertainty Quantification in Hyperbolic Conservation Laws |
2:15-3:00 | Antonio Possolo (NIST) Assessment and Expression of Measurement Uncertainty |
3:00-3:30 | Break |
3:30-4:15 | Dongbin Xiu (Purdue) Numerical Methods for UQ: Algorithms Beyond Polynomial Chaos |
4:15-4:45 | Panel Chair: Susie Bayarri (Valencia) Panel: Youssef Marzouk (MIT), Ilya Timofeyev (Houston) |
4:45-5:15 | Poster Advertisements (2 min ads) |
5:15-6:00 | Break |
6:00-8:00 | Poster Session and Reception SAMSI will provide poster presentation boards and tape. The board dimensions are 4 ft. wide by 3 ft. high. They are tri-fold with each side being 1 ft. wide and the center 2 ft. wide. Please make sure your poster fits the board. The boards can accommodate up to 16 pages of paper measuring 8.5 inches by 11 inches. |
Friday, September 9, 2011
Radisson RTP
8:30-9:00 a.m. | Registration and Continental Breakfast |
Data assimilation: | |
9:00-9:45 | Jeff Anderson (NOAA) Ensemble Data Assimilation and Uncertainty Quantification |
9:45-10:30 | Pierre Lermusiaux (MIT) Non-Gaussian Data Assimilation with Stochastic PDEs: Bye-Bye Monte-Carlo? |
10:30-11:00 | Break |
11:00-11:45 | Juan Restrepo (Univ. of Arizona) An Introduction to Global and Sequential Estimation |
11:45-12:15 | Panel Chair: Adrian Sandu (Virginia Tech) Panel: Tony O'Hagan (Univ. of Sheffield), Elaine Spiller (Marquette) |
12:15-1:30 | Lunch |
Inverse Problem and Calibration: | |
1:30-2:15 | Tony O'Hagan (Univ of Sheffield) Calibration and Model Discrepancy |
2:15-3:00 | Lulu Kang (Illinois Inst. of Technology) Analysis of Large-Scale Computer Experiments |
3:00-3:30 | Break |
3:30-4:15 | Karen Wilcox (MIT) Model Reduction and Surrogate Modeling for Uncertainty Quantification |
4:15-4:45 | Panel Chair: Jeff Wu (Georgia Tech) Panel: Roger Ghanam (USC), Peter Kitanidis (Stanford) |
4:45-5:15 | Young Researcher and Postdoc Introductions |
Saturday, September 10, 2011
Radisson RTP
8:30-9:00 a.m. | Registration and Continental Breakfast |
Rare Events: | |
9:00-9:45 | Debbie Dupuis (HEC Montreal) Extremes of Dependent Sequences |
9:45-10:30 | Jose Blanchet (Columbia) Monte Carlo Methods for Rare Events in Stochastic Processes |
10:30-11:00 | Break |
11:00-11:45 | Laura Swiler (Sandia) Reliability Analysis Methods: Determining Failure Probabilities |
11:45-12:15 | Panel Chair: Richard Smith (SAMSI) Panel: Dan Cooley (Colorado State), Mircea Grigoriu (Cornell) |
12:15-1:30 | Lunch |
1:30-3:00 | Working Group Formation and Initial Meeting |
3:00-3:30 | Break |
3:30-4:30 | Working group report |