MSTuE25
Numerical Methods for Stochastic PDE and Uncertainty Quantification  Part I of IV
For Part II, see MSWeD25
For Part III, see MSWeE25
For Part IV, see MSThBC25
Date: August 11
Time: 16:0018:30
Room: 210A
(Note: Click title to show the abstract.)
Organizer:
ZHOU, TAO (AMSS, the Chinese Acad. of Sci.)
Yu, Xijun (Inst. of Applied Physics & Computational Mathematics)
Xiu, Dongbin (Univ. of Utah)
Abstract: Efficient solution strategy for stochastic partial differential equations (SPDE) has been a classical topic, as many physical phenomena are inherently random. The topic has received an increasing amount of attention in recent years, driven by the need for uncertainty quantification (UQ). In UQ, even deterministic systems need to be modeled as random because of the uncertainty in the system inputs. Stochastic problems become more challenging to solve, as they often reside in high dimensional random space. The purpose of this minisymposium is to gather researchers from mathematics and computer science and engineering to interchange the latest advances in simulation techniques for SPDE and UQ. The focus will be on efficient algorithms for practical systems, particularly those arising from multidisciplinary problems.
MSTuE251
16:0016:30
A Stochastic Study of the Global Instability of Plane Shear Flow
Yu, Haijun (Acadamy of Mathematics & Sys. Sci., Chinese Acad. of Sci.)
E, Weinan (Peking Univ. & Princeton Univ.)
Abstract: The instability of laminar flow is one of the most important issues in fluid dynamics and is not fully understood. We use a stochastic approach to study the global instability of plane shear flow by solving the stochastic impressible NavierStokes equations for a very long time. A critical Reynolds is determined based on numerical results for the solution transitions between a localized travelling wave solution and the steady state solution.
MSTuE252
16:3017:00
Analysis of the Ensemble Kalman Filter for Inverse Problems
Schillings, Claudia (Univ. of Warwick)
Stuart, Andrew (Univ. of Warwick)
Abstract: The ideas from the Ensemble Kalman Filter introduced by Evensen in 1994 can be adapted to inverse problems by introducing artifical dynamics. In this talk, we will discuss an analysis of the EnKF based on the continuous time scaling limits, which allows to derive estimates on the longtime behavior of the EnKF and, hence, provides insights into the convergence properties of the algorithm. Results from various numerical experiments supporting the theoretical findings will be presented.
MSTuE253
17:0017:30
Modelling and simulation of radio frequency applications with uncertain parameters
Pulch, Roland (Univ. of Greifswald)
Abstract: In radio frequency applications, signals often represent highfrequency oscillations, whose amplitude as well as frequency change slowly in time. Thus a transient simulation of the differential algebraic equations, which describe the underlying electronic circuit, becomes costly. A multidimensional signal model allows for decoupling the slow and the fast time scale. Consequently, we obtain a system of multirate partial differential algebraic equations (MPDAEs). A local frequency function appears as degrees of freedom in this model. Due to miniaturisation, the industrial production of the electronic circuits may involve imperfections, which cause uncertainties in physical parameters. We model these uncertainties by using random variables instead of deterministic parameters. Now the stochastic model inherits degrees of freedom due to the local frequency function. We solve the randomdependent MPDAEs numerically, where the computation of moments or failure probabilities is required, for example. On the one hand, sampling methods are feasible. On the other hand, techniques based on the polynomial chaos result in stochastic Galerkin methods or stochastic collocation schemes. We present results of numerical simulations for a test example.
MSTuE254
17:3018:00
Uncertainty quantification in composite materials manufacturing
Tretyakov, Michael (Univ. of Nottingham)
Abstract: There are a number of sources of uncertainty which affect manufacturing of composite materials. In the talk resin transfer moulding (RTM) process is considered taking into account random variability of permeability of dry reinforcement. RTM is described via a moving boundary problem in random porous media. Results of numerical study of this model will be presented.
MSTuE255
18:0018:30
Stochastic Variational Inequalities with Polynomial Chaos
Ghanem, Roger (Univ. of Southern California)
Abstract: We will describe the development of stochastic variational inequalities for problems with interfaces, con
tact, and phase transformation that exhibit variability in material properties. We build on the product space nature of the polynomial chaos decomposition to extend the standard variational inequality constructions to functional spaces adapted to the stochastic case. We describe mathematical and computational challenges and demonstrate the formalism on a wide range of practical problems.
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Footnote: Code: TypeDateTimeRoom No.
Type : IL=Invited Lecture, SL=Special Lectures, MS=Minisymposia, IM=Industrial Minisymposia, CP=Contributed Papers, PP=Posters
Date: Mo=Monday, Tu=Tuesday, We=Wednesday, Th=Thursday, Fr=Friday
Time : A=8:309:30, B=10:0011:00, C=11:1012:10, BC=10:0012:10, D=13:3015:30, E=16:0018:00, F=19:0020:00, G=12:1013:30, H=15:3016:00
Room No.: TBA
