Numerical Methods for Stochastic PDE and Uncertainty Quantification - Part III of IV
For Part I, see MS-Tu-E-25
For Part II, see MS-We-D-25
For Part IV, see MS-Th-BC-25

Date: August 12
Time: 16:00--18:30
Room: 210A

(Note: Click title to show the abstract.)

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 mini-symposium 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.

Dealing with uncertainty in space awareness problems
Hesthaven, Jan (EPFL)

Local Polynomial Chaos Expansion for Linear Stochastic PDE with High Dimensional Random Inputs
Zhu, Xueyu (Univ. of Utah)
Xiu, Dongbin (Univ. of Utah)

Transport map accelerated Markov chain Monte Carlo
Marzouk, Youssef (Massachusetts Inst. of Tech.)

Sparse interpolation via l^1 minimization and its applications in UQ
ZHOU, TAO (AMSS, the Chinese Acad. of Sci.)

Response-Excitation joint PDF theory and applications
Karniadakis, George (Brown Univ.)


Code: Type-Date-Time-Room 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=8:30-9:30, B=10:00-11:00, C=11:10-12:10, BC=10:00-12:10, D=13:30-15:30, E=16:00-18:00, F=19:00-20:00, G=12:10-13:30, H=15:30-16:00
Room No.: TBA