Speaker: Dongbin Xiu, Purdue University
Title: Uncertainty Analysis for Complex Systems: Algorithms and Data
The field of uncertainty quantification has received increasing amount of attention
recently. Extensive research efforts have been devoted to it and many novel
numerical techniques have been developed. These techniques aim to conduct
stochastic simulations for large-scale complex systems. In this talk we will
review one of the most widely approaches -- generalized polynomial
chaos (gPC). The gPC based methods employ orthogonal polynomials
in random space and take advantage of the solution smoothness (whenever
possible). The features of various gPC numerical schemes will be reviewed.
Furthermore, we will discuss how real observational data can be utilized
and combined with stochastic simulations. The resulting data-driven uncertainty
analysis can provide much more insight to the true physics and produce
predictions of high fidelity.
Time: Friday, March 5, 2010, 1:30-2:30 p.m.
Place: Science and Tech I, Room 242
Department of Mathematical Sciences
George Mason University
4400 University Drive, MS 3F2
Fairfax, VA 22030-4444
Tel. 703-993-1460, Fax. 703-993-1491