Oberwolfach Seminar: Spectral Methods of Uncertainty Quantification

June 12th - June 18th, 2011
Omar Knio, JHU, Baltimore
Olivier Le Maître, LIMSI, Paris
C. Soize, Universite Paris-Est, Paris
Y.M. Marzouk, MIT, Cambridge

Spectral methods for uncertainty quantification (UQ) rely on a probablistic framework in which stochastic model-based solutions are represented in a Cartesian product space, of a deterministic Hilbert suitable for describing deterministic realizations and a probability space used for describing random inputs and the dependence of the solution on the random inputs. This framework generally offers the promise of leading to highly efficient estimates and of naturally accommodating the machinery of approximation theory, which enables various investigations such as sensitivity analysis, risk assessment, experiment design, and decision support.

In this seminar, we intend to provide a concise introduction to the theory and application of spectral stochastic methods, and a survey of state of the art in this field, focusing primarily on adaptive methods, inference techniques, and non-parametric UQ approaches. Topics will include theory, analysis, as well as algorithmic aspects. The target group of attendees includes researchers at the advanced graduate or post-doc levels.

Literature and preperatory reading:
Deadline for applications
April 15th, 2011

The seminars take place at the Mathematisches Forschungsinstitut Oberwolfach. The number of participants is restricted to 25. The Institute covers accommodation and food. We are pleased that the Carl Friedrich von Siemens Foundation has decided to support the Oberwolfach Seminars from summer 2008 to summer 2013. By this support, travel expenses can be reimbursed up to 200 Euro in average per person. Participants can ask for travel support during their stay in Oberwolfach at the guest office against copy of travel receipts. Applications including

should be sent preferably by e-mail (.ps or .pdf file) to:

    Prof. Dr. Dr. h.c. Gert-Martin Greuel
    Universität Kaiserslautern
    Fachbereich Mathematik
    Erwin Schrödingerstr.
    67663 Kaiserslautern, Germany

Mathematisches Forschungsinstitut Oberwolfach   updated: January 4th, 2011