Organizing Committee
Abstract

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.

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Confirmed Speakers & Participants

  • Speaker
  • Poster Presenter
  • Attendee
  • Virtual Attendee

Workshop Schedule

Tuesday, October 9, 2012
TimeEventLocationMaterials
8:30 - 8:55am EDTRegistration & Welcome Coffee 11th Floor Collaborative Space 
8:55 - 9:00am EDTWelcome - Jill Pipher, ICERM Director11th Floor Lecture Hall 
9:15 - 10:00am EDTIntroduction to UQ. A Tutorial - Roger Ghanem, University of Southern California 11th Floor Lecture Hall 
10:00 - 10:30am EDTCoffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15am EDTStrategies to Quantify Epistemic Uncertainty- Dealing with Uncertainty of Uncertainty - Dongbin Xiu, Purdue University11th Floor Lecture Hall
11:15 - 12:00pm EDTBuilding Surrogates of Very Expensive Computer Codes- Applications to Uncertainty Quantification - Nicholas Zabaras, Cornell University11th Floor Lecture Hall
12:00 - 2:00pm EDTBreak for Lunch  
2:00 - 2:45pm EDTA Dynamic Bi-Orthogonal Stochastic Method for Solving Time-Dependent Stochastic PDEs - Thomas Hou, California Institute of Technology11th Floor Lecture Hall
2:45 - 3:30pm EDTInference and Data Assimilation with Optimal Maps - Youssef Marzouk, Massachusetts Institute of Technology11th Floor Lecture Hall
3:30 - 4:00pm EDTCoffee/Tea Break 11th Floor Collaborative Space 
4:00 - 4:45pm EDTScalable Uncertainty Quantification and Parameter Estimation for High-Dimensional Environmental and Biological Systems - Guang Lin, Pacific Northwest National Laboratory11th Floor Lecture Hall
5:00 - 6:30pm EDTWelcome Reception 11th Floor Collaborative Space 
Wednesday, October 10, 2012
TimeEventLocationMaterials
9:15 - 10:00am EDTA support theorem in Holder norm for a stochastic wave equation - Marta Sanz-Sole, University of Barcelona11th Floor Lecture Hall
10:00 - 10:05am EDTGroup Photo11th Floor Lecture Hall 
10:05 - 10:30am EDTCoffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15am EDTParameter Estimation in Second-order Continuous Time Linear Autoregressions - Sergey Lototsky, University of Southern California11th Floor Lecture Hall
11:15 - 12:00pm EDTStein's Method with Malliavin Calculus - Ivan Nourdin, Vandoeuvre-les-Nancy11th Floor Lecture Hall
12:00 - 2:00pm EDTBreak for Lunch  
2:00 - 2:45pm EDTStochastic Models in Fiber Optics - Anne de Bouard, Ecole Polytechnique11th Floor Lecture Hall
2:45 - 3:30pm EDTNumerical approximation of random and stochastic (partial) differential equations - Peter Kloeden, Institute of Mathematics, Goethe University11th Floor Lecture Hall
3:30 - 4:00pm EDTCoffee/Tea Break 11th Floor Collaborative Space 
4:00 - 4:45pm EDTCan Optimal Statistical Estimators be Computed? - Houman Owhadi, California Institute of Technology11th Floor Lecture Hall 
7:00 - 8:30pm EDTPoster Session & Dessert Reception 11th Floor Collaborative Space and Lecture Hall 
Thursday, October 11, 2012
TimeEventLocationMaterials
9:15 - 10:00am EDTForward and Backward Uncertainty Propagation in Non-linear Shock-dominated Problems - Didier Lucor, CNRS - Pierre and Marie Curie University11th Floor Lecture Hall
10:00 - 10:30am EDTCoffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15am EDTLayer Methods for Navier-Stokes Equations with Additive Noise - M.V. Tretyakov, University of Nottingham11th Floor Lecture Hall
11:15 - 12:00pm EDTPDF Solutions of Stochastic Hyperbolic Equations - Daniel Tartakovsky, University of California, San Diego11th Floor Lecture Hall 
12:00 - 12:45pm EDTNonlinear Instability of Two-dimensional Poiseuille Flows in a Long Channel - Xiaoliang Wan, Louisiana State University11th Floor Lecture Hall
12:45 - 2:00pm EDTBreak for Lunch  
2:00 - 2:45pm EDTA New Approach for Obtaining Exact PDF Equations for Low-dimensional Nonlinear Functionals of the Solution to High-dimensional Stochastic Problems - Daniele Venturi, Brown University11th Floor Lecture Hall
2:45 - 3:30pm EDTBlended Reduced Subspace Methods for Uncertainty Quantification of Unstable Stochastic Systems - Themis Sapsis, Courant Institute of Mathematical Sciences11th Floor Lecture Hall
3:30 - 3:35pm EDTSurvey Distribution11th Floor Lecture Hall 
3:35 - 4:05pm EDTCoffee/Tea Break 11th Floor Collaborative Space 
4:00 - 5:00pm EDTMathematical Modeling of Human Lymphocyte Proliferation with CFSE Data - H.T. Banks, North Carolina State University11th Floor Lecture Hall
Friday, October 12, 2012
TimeEventLocationMaterials
9:15 - 10:00am EDTTBA - Dong Li, University of British Columbia11th Floor Lecture Hall 
10:00 - 10:30am EDTCoffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15am EDTStochastic model reduction using low-rank separated representations - Alireza Doostan, University of Colorado11th Floor Lecture Hall
11:15 - 12:00pm EDTPositive-definite random matrix ensembles in multi-scale mechanics - Sonjoy Das, University at Buffalo (SUNY)11th Floor Lecture Hall
12:00 - 2:00pm EDTBreak for Lunch  
2:00 - 5:00pm EDTAfternoon of Collaborations11th Floor Collaborative Space 
Saturday, October 13, 2012
TimeEventLocationMaterials
9:15 - 10:00am EDTWiener Chaos Expansion for Random Perturbations in SPDEs - Chia Ying Lee, University of North Carolina at Chapel Hill11th Floor Lecture Hall
10:00 - 10:30am EDTCoffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15am EDTStochastic Collocation Methods for Stochastic Partial Differential Equations Driven by White Noise - Zhongqiang Zhang, Brown University11th Floor Lecture Hall
11:15 - 12:00pm EDTStatistical Models of Spatial Processes Based on Local-Interaction Energy Functionals - Dionissios T. Hristopulos, Technical University of Crete11th Floor Lecture Hall
12:00 - 2:00pm EDTBreak for Lunch  
2:00 - 2:45pm EDTThe expected signature of a diffusion process and its PDE - Hao Ni, University of Oxford11th Floor Lecture Hall
3:00 - 3:30pm EDTCoffee/Tea Break  
3:30 - 4:15pm EDTTBA - TBA11th Floor Lecture Hall 
4:15 - 4:45pm EDTConference Farewell 11th Floor Lecture Hall 

Tutorial Week Schedule

Monday, October 1, 2012
TimeEventLocationMaterials
11:00 - 12:00pm EDTIntroduction to Uncertainty Quantification I - A. Narayan, University of Massachusetts Dartmouth11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Tuesday, October 2, 2012
TimeEventLocationMaterials
11:00 - 12:00pm EDTBacterial chemotaxis and coalescing diffusions - Ibrahim Fatkullin, University of Arizona11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm EDTProfessional Development Seminar: Hiring Process11th Floor Lecture Hall 
Wednesday, October 3, 2012
TimeEventLocationMaterials
11:00 - 12:00pm EDTIntroduction to Uncertainty Quantification II - A. Narayan, University of Massachusetts Dartmouth11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Thursday, October 4, 2012
TimeEventLocationMaterials
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Friday, October 5, 2012
TimeEventLocationMaterials
2:30 - 3:30pm EDTPostdoc/Grad Student Seminar - TBA10th Floor Classroom 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm EDTNew Horizons in Uncertainty Quantification - Roger Ghanem, University of Southern California11th Floor Lecture Hall 
5:15 - 5:45pm EDTDiscussion11th Floor Lecture Hall 

Associated Semester Workshops

Computational Challenges in Probability
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Bayesian Nonparametrics
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Performance Analysis of Monte Carlo Methods
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Lecture Videos

Wiener Chaos Expansion for Random Perturbations in SPDEs

Chia Ying Lee
University of North Carolina
October 13, 2012

CDF Solutions of Stochastic Hyperbolic Equations

Daniel Tartakovsky
University of California, San Diego
October 11, 2012

Layer Methods for Navier-Stokes Equations with Additive Noise

Michael Tretyakov
University of Nottingham
October 11, 2012

Forward and Backward Uncertainty Propagation in Non-linear Shock-dominated Problems

Didier Lucor
Universite de Paris VI (Pierre et Marie Curie)
October 11, 2012

Numerical approximation of random and stochastic (partial) differential equations

Peter Kloeden
Johann Wolfgang Goethe-Universität Frankfurt
October 10, 2012

Stochastic Models in Fiber Optics

Anne de Bouard
Ecole Polytechnique
October 10, 2012

Stein's Method with Malliavin Calculus

Ivan Nourdin
Institut National Polytechnique de Lorraine (INPL)
October 10, 2012

Inference and Data Assimilation with Optimal Maps

Youssef Marzouk
Massachusetts Institute of Technology
October 9, 2012

Introduction to UQ, A Tutorial

Roger Ghanem
University of Southern California
October 9, 2012