Home

Uncertainty Quantification (October 9-13, 2012)


Organizing Committee
Description

Rapid growth in computational resources has heightened the expectation that scientific knowledge can indeed be a driver for societal well-being and betterment. At the same time, our ability to measure the natural and social world around has significantly increased, aided by technological development in sensors, the internet, and other modalities of communication. Science is thus faced, simultaneously, with a complex description of reality at an unprecedented resolution, and the possibility to describe this reality with mathematical models of increasing complexity. Probabilistic formulations of physical problems can be viewed as attempts to adapt rational procedures to this complexity, while tackling the conceptual challenges they inevitably present. As a testament to the significance of this confluence of mathematics, science, and technology, Uncertainty Quantification is arguably one of the fastest growing sub-disciplines in mechanics.


The communities of computational science, stochastic analysis, and statistics have evolved largely along distinct paths. To forge ahead, however, in the direction of transformative scientific impact, requires symbiotic exchange and collaboration. It is the intent of this workshop on Uncertainty Quantification to bring together leading researchers in these three fields in order to delineate new horizons and forge new synergies that will accelerate the evolution of UQ capabilities to become an enabler of scientific and economic progress.


  • Loyce Adams
    (University of Washington)
  • Mohammed Ageel
    (Jazan University)
  • Mohammadreza Aghajani
    (Brown University)
  • Rick Archibald
    (Oak Ridge National Laboratory)
  • Leon Arriola
    (University of Wisconsin)
  • H.T. Banks*
    (North Carolina State University)
  • Getachew Befekadu
    (University of Notre Dame)
  • Jose Blanchet
    (Columbia University)
  • Daniel Cargill
    (New Jersey Institute of Technology)
  • Peng Chen
    (École Polytechnique Fédérale de Lausanne)
  • Xinyun Chen
    (Columbia University)
  • Yanlai Chen
    (University of Massachusetts, Dartmouth)
  • Yi Chen
    (Purdue University)
  • Sonjoy Das*
    (University at Buffalo (SUNY))
  • Anne de Bouard*
    (École Polytechnique)
  • Jing Dong
    (Columbia University)
  • Alireza Doostan*
    (University of Colorado)
  • Vanja Dukic
    (University of Colorado)
  • Paul Dupuis
    (Brown University)
  • Fariba Rahroo
    (US Air Force Officr of Scientific Research)
  • Ibrahim Fatkullin
    (University of Arizona)
  • Jonathan Feinberg
    (Simula School of Research and Innovation)
  • Zecheng Gan
    (Shanghai Jiao Tong University)
  • Mahadevan Ganesh
    (Colorado School of Mines)
  • Arnab Ganguly
    (Swiss Federal Institute of Technology)
  • Roger Ghanem*
    (University of Southern California)
  • Claude Gittelson
    (Purdue University)
  • Jerrad Hampton
    (University of Colorado)
  • Shuo Han
    (California Institute of Technology)
  • Xioying Han
    (Auburn University)
  • Matthew Harrison
    (Brown University)
  • Eric Hernandez
    (University of Vermont)
  • Viet Ha Hoang
    (Nanyang Technological University)
  • Tom Hou*
    (California Institute of Technology)
  • Dionissios Hristopulos*
    (Technical University of Crete)
  • Peng Hu
    (Universite de Bordeaux I)
  • Xun Huan
    (Massachusetts Institute of Technology)
  • Majid Janzamin
    (University of California, Irvine)
  • Dane Johnson
    (Brown University)
  • Evangelia Kalligiannaki
    (University of Southern California)
  • Evangelia Kalpinelli*
    (Brown University)
  • George Karniadakis
    (Brown University)
  • Abdul-Qayyum Khaliq
    (Middle Tennessee State University)
  • Peter Kloeden*
    (Johann Wolfgang Goethe-Universität Frankfurt)
  • Kody Law
    (University of Warwick)
  • Chia Ying Lee*
    (University of North Carolina)
  • Dong Li*
  • (Princeton University)
  • Antonio Lijoi
    (Università di Pavia)
  • Guang Lin*
    (Pacific Northwest National Laboratory)
  • Ling Lin
    (New York University)
  • Anna Liu
    (University of Massachusetts)
  • Jingchen Liu
    (Columbia University)
  • Jun Liu
    (Harvard University)
  • Yufei Liu
    (Brown University)
  • Sergey Lototsky*
    (University of Southern California)
  • Didier Lucor*
    (Paris VI, Department of Mechanics)
  • Elizabeth Makrides
    (Brown University)
  • Youssef Marzouk*
    (Massachusetts Institute of Technology)
  • Shorash Miro
    (Ruhr-Universitat Bochum)
  • Rebecca Morrison
    (University of Texas at Austin)
  • Karthyek Murthy
    (Tata Institute of Fundamental Research)
  • Akil Narayan
    (University of Massachusetts Dartmouth)
  • Hao Ni*
    (University of Oxford)
  • Ivan Nourdin*
    (Université de Nancy I (Henri Poincaré))
  • Houman Owhadi*
    (California Institute of Technology)
  • Dimitrios Papadimitriou
    (UGent)
  • Igor Pruenster
    (Università di Torino)
  • Maziar Raissi
    (George Mason University)
  • Kavita Ramanan
    (Brown University)
  • Boris Rozovsky
    (Brown University)
  • Matteo Ruggiero
    (Univerita di Torino)
  • Marta Sanz-Sole*
    (Universitat de Barcelona)
  • Themistoklis Sapsis*
    (Massachusetts Institute of Technology)
  • Laura Slivinski
    (Brown University)
  • Aaron Smith
    (Stanford University)
  • Bedrich Sousedik
    (University of Southern California)
  • Jerome Stein
    (Brown University)
  • Erik Sudderth
    (Brown University)
  • Molei Tao
    (New York University)
  • Daniel Tartakovsky*
    (University of California, San Diego)
  • Michael Tretyakov*
    (University of Nottingham)
  • Ivi Tsantili
    (National Technical University of Athens)
  • Daniele Venturi*
    (Brown University)
  • Xiaoliang Wan*
    (Louisiana State University)
  • Clayton Webster
    (Oak Ridge National Laboratory)
  • Kasia Wolny
    (University of Warwick)
  • Wei Wu
    (Brown University)
  • Dongbin Xiu*
    (Purdue University)
  • Jun Yan
    (University of Connecticut)
  • Nicholas Zabaras*
    (Cornell University)
  • Handy Zhang*
    (Brown University)
  • Sven Zenker
    (University of Bonn Medical Center)
  • Jie Zhong
    (University of Southern California)
  • Xueyu Zhu
    (Brown University)
DatesTitleOrganizers
October 9-13, 2012Uncertainty QuantificationRoger Ghanem, George Karniadakis, Boris Rozovsky, Marta Sanz-Sole

Video Links
Description Speaker
Video
Abstract
Slides

MondayOctober 1, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Introduction to Uncertainty Quantification IA. Narayan, University of Massachusetts Dartmouth11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

WednesdayOctober 3, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Introduction to Uncertainty Quantification IIA. Narayan, University of Massachusetts Dartmouth11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

FridayOctober 5, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
2:30 - 3:30Postdoc/Grad Student SeminarTBA10th Floor Classroom
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00New Horizons in Uncertainty QuantificationRoger Ghanem, University of Southern California11th Floor Lecture Hall
5:15 - 5:45Discussion11th Floor Lecture Hall

TuesdayOctober 9, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
8:30 - 8:55Registration & Welcome Coffee 11th Floor Collaborative Space
8:55 - 9:00WelcomeJill Pipher, ICERM Director11th Floor Lecture Hall
9:15 - 10:00Introduction to UQ. A TutorialRoger Ghanem, University of Southern California 11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Strategies to Quantify Epistemic Uncertainty- Dealing with Uncertainty of UncertaintyDongbin Xiu, Purdue University11th Floor Lecture Hall
PDF
11:15 - 12:00Building Surrogates of Very Expensive Computer Codes- Applications to Uncertainty QuantificationNicholas Zabaras, Cornell University11th Floor Lecture Hall
PDF
12:00 - 2:00Break for Lunch
2:00 - 2:45A Dynamic Bi-Orthogonal Stochastic Method for Solving Time-Dependent Stochastic PDEsThomas Hou, California Institute of Technology11th Floor Lecture Hall
PDF
2:45 - 3:30Inference and Data Assimilation with Optimal MapsYoussef Marzouk, Massachusetts Institute of Technology11th Floor Lecture Hall
PDF
3:30 - 4:00Coffee/Tea Break 11th Floor Collaborative Space
4:00 - 4:45Scalable Uncertainty Quantification and Parameter Estimation for High-Dimensional Environmental and Biological SystemsGuang Lin, Pacific Northwest National Laboratory11th Floor Lecture Hall
PDF
5:00 - 6:30Welcome Reception 11th Floor Collaborative Space

WednesdayOctober 10, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00A support theorem in Holder norm for a stochastic wave equationMarta Sanz-Sole, University of Barcelona11th Floor Lecture Hall
PDF
10:00 - 10:05Group Photo11th Floor Lecture Hall
10:05 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Parameter Estimation in Second-order Continuous Time Linear AutoregressionsSergey Lototsky, University of Southern California11th Floor Lecture Hall
PDF
11:15 - 12:00Stein's Method with Malliavin CalculusIvan Nourdin, Vandoeuvre-les-Nancy11th Floor Lecture Hall
PDF
12:00 - 2:00Break for Lunch
2:00 - 2:45Stochastic Models in Fiber OpticsAnne de Bouard, Ecole Polytechnique11th Floor Lecture Hall
PDF
2:45 - 3:30Numerical approximation of random and stochastic (partial) differential equationsPeter Kloeden, Institute of Mathematics, Goethe University11th Floor Lecture Hall
PDF
3:30 - 4:00Coffee/Tea Break 11th Floor Collaborative Space
4:00 - 4:45Can Optimal Statistical Estimators be Computed?Houman Owhadi, California Institute of Technology11th Floor Lecture Hall
PDF
7:00 - 8:30Poster Session & Dessert Reception 11th Floor Collaborative Space and Lecture Hall

ThursdayOctober 11, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Forward and Backward Uncertainty Propagation in Non-linear Shock-dominated ProblemsDidier Lucor, CNRS - Pierre and Marie Curie University11th Floor Lecture Hall
PDF
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Layer Methods for Navier-Stokes Equations with Additive NoiseM.V. Tretyakov, University of Nottingham11th Floor Lecture Hall
PDF
11:15 - 12:00PDF Solutions of Stochastic Hyperbolic EquationsDaniel Tartakovsky, University of California, San Diego11th Floor Lecture Hall
PDF
12:00 - 12:45Nonlinear Instability of Two-dimensional Poiseuille Flows in a Long ChannelXiaoliang Wan, Louisiana State University11th Floor Lecture Hall
PDF
12:45 - 2:00Break for Lunch
2:00 - 2:45A New Approach for Obtaining Exact PDF Equations for Low-dimensional Nonlinear Functionals of the Solution to High-dimensional Stochastic ProblemsDaniele Venturi, Brown University11th Floor Lecture Hall
PDF
2:45 - 3:30Blended Reduced Subspace Methods for Uncertainty Quantification of Unstable Stochastic SystemsThemis Sapsis, Courant Institute of Mathematical Sciences11th Floor Lecture Hall
PDF
3:30 - 3:35Survey Distribution11th Floor Lecture Hall
3:35 - 4:05Coffee/Tea Break 11th Floor Collaborative Space
4:00 - 5:00Mathematical Modeling of Human Lymphocyte Proliferation with CFSE DataH.T. Banks, North Carolina State University11th Floor Lecture Hall
PDF

FridayOctober 12, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00TBADong Li, University of British Columbia11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Stochastic model reduction using low-rank separated representationsAlireza Doostan, University of Colorado11th Floor Lecture Hall
PDF
11:15 - 12:00Positive-definite random matrix ensembles in multi-scale mechanicsSonjoy Das, University at Buffalo (SUNY)11th Floor Lecture Hall
PDF
12:00 - 2:00Break for Lunch
2:00 - 5:00Afternoon of Collaborations11th Floor Collaborative Space

SaturdayOctober 13, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Wiener Chaos Expansion for Random Perturbations in SPDEsChia Ying Lee, University of North Carolina at Chapel Hill11th Floor Lecture Hall
PDF
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Stochastic Collocation Methods for Stochastic Partial Differential Equations Driven by White NoiseZhongqiang Zhang, Brown University11th Floor Lecture Hall
PDF
11:15 - 12:00Statistical Models of Spatial Processes Based on Local-Interaction Energy FunctionalsDionissios T. Hristopulos, Technical University of Crete11th Floor Lecture Hall
PDF
PDF
12:00 - 2:00Break for Lunch
2:00 - 2:45The expected signature of a diffusion process and its PDEHao Ni, University of Oxford11th Floor Lecture Hall
PDF
3:00 - 3:30Coffee/Tea Break
3:30 - 4:15TBATBA11th Floor Lecture Hall
4:15 - 4:45Conference Farewell 11th Floor Lecture Hall