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First announcement:

 This is an announcement and an invitation to the
3rd GAMM Activity Group on Uncertainty Quantification (AGUQ)
Workshop on Uncertainty Quantification 2018
The AGUQ of GAMM (Gesellschaft für Angewandte Mathematik und Mechanik) will hold its third stand-alone workshop on March 12.-14., 2018 at the Technical University Dortmund, Germany. Like its larger sister-organization SIAM’s SIAG UQ, the GAMM AGUQ coordinates UQ-related activities within GAMM. Its members come also from many non-German speaking countries in Europe. As with previous workshops, the scientific part of the meeting will consist of invited talks on recent developments in theory and application of uncertainty quantification methods as well as a poster session for which particularly PhD candidates and post-docs are encouraged to present their current research and work. In addition to the general part of the workshop there will be several featured topics. They cover on one hand recent trends within the field of uncertainty quantification, and on the other hand topics from neighbouring fields, with promising connections and applications in UQ. A particular aim of these featured topics is to bring people from different areas together and enable a cross-fertilization of ideas across different communities.

ORGANIZERS

  • Oliver Ernst (Technische Universität Chemnitz)
  • Hanno Gottschalk (Universität Wuppertal)
  • Ivan Veselic (Technische Universität Dortmund)

CONFIRMED Invited Speakers

  • Paul Dupuis
  • Andreas Frommer
  • Michael Günther
  • Katja Ickstadt
  • Jean-Christophe Mourrat
  • Fabio Nobile
  • Felix Otto
  • Peter Stollmann
PROGRAMME 1. General UQ Session Invited and contributed talks with poster session. Invited presentations: Paul Dupuis and Fabio Nobile 2. Stochastic Modelling of Uncertainty In UQ problems, one ultimately wants to analyse probability distributions of certain quantities of interest (QoI). In models used to describe the problem, randomness is often introduced in a somewhat ad-hoc fashion. This leaves much room for variation and raises various questions from the modelling perspective which we will discuss in this section, e.g.: How does the choice of model effect the probability law of the QoI? What are the computational advantages/disadvantages of different stochastic models? Are there effective models which can be rigorously justified by ab initio deductions from laws of physics? Can the modelling experience from neighbouring scientific fields such as statistical physics or geostatistics provide promising insights for the improvement of currently used approaches in UQ? Invited presentations: Katja Ickstadt and Peter Stollmann 3. Stochastic Homogenization and Analysis of Fluctuations Homogenization is a method of studying partial differential equations with rapidly oscillating coefficients where one approximates the original problem by an effective model obtained from asymptotic analysis. This model is often called 'homogenization formula' and is achieved by sending the length scale characteristic of the oscillations to zero. If the variation of the coefficients on small scales is random, a stochastic variant of homogenization theory can be applied. Here again one can obtain formulas for homogenized coefficients using an averaging procedure. More detailed questions concern fluctuations around the deterministic limit which is achieved through averaging. The distribution of the fluctuations encode uncertainty in a similar way as is the case for traditional UQ problems. Invited presentations: Jean-Christophe Mourrat and Felix Otto 4. UQ Meets Lattice QFT An integral part of solving many UQ problems is the simulation of infinite or high dimensional stochastic systems. Methodically, one encounters the same challenge when studying lattice quantum field theory via path integrals. We wish to facilitate exchange between experts in these two fields in order to compare the current state of knowledge, the best algorithms available and challenges encountered. Invited presentations: Andreas Frommer and Michael Günther A. Hands-on Tutorial for Covariance and Semivariogram Estimation with R Many methods of UQ rely on (exponentiated) Gaussian processes, e.g. as a model for conductivity in an inhomogeneous porous medium. The crucial input to these methods is the covariance structure of the Gaussian process. In this hands-on tutorial based on the statistical computing environment R, the geostatistical estimation of covariances and semivariograms is demonstrated and relevant R-extensions (packages) are introduced. We also demonstrate how to estimate the uncertainty that originates from the statistical error in estimation. The tutorial is limited to 12 participants. B. GAMM AGUQ Business Meeting Open for all members of the GAMM Activity Group Uncertainty Quantification (www.tu-chemnitz.de/gamm-uq) and those interested in participating. Details on the online registration procedure will be provided in a forthcoming announcement.

Second announcement:

This is the second announcement and call for registration for the

3rd Workshop on Uncertainty Quantification  
of the GAMM Activity Group on Uncertainty Quantification (AGUQ)
March 12-14 in Dortmund, Germany

The AGUQ of GAMM (Gesellschaft für Angewandte Mathematik und Mechanik)
will hold its third stand-alone workshop on March 12-14, 2018 at the Technical 
University Dortmund, Germany. Like its larger sister-organization SIAM’s SIAG UQ, 
the GAMM AGUQ coordinates UQ-related activities within GAMM. Its members come also 
from many non-German speaking countries in Europe.

As with previous workshops, the scientific part of the meeting will consist of 
invited talks on recent developments in theory and application of uncertainty 
quantification methods as well as a poster session for which particularly PhD 
candidates and post-docs are encouraged to present their current research and work. 
In addition to the general part of the workshop there will be several featured 
topics. They cover on one hand recent trends within the field of uncertainty 
quantification, and on the other hand topics from neighbouring fields, with 
promising connections and applications in UQ. A particular aim of these featured 
topics is to bring people from different areas together and enable a 
cross-fertilization of ideas across different communities. On the practical side the 
workshop will include the hands-on tutorial "Covariance and Semivariogram Estimation 
with R”, which may be of particular interest to younger scientists.

CONFIRMED INVITED SPEAKERS 
Alexey Chernov
Paul Dupuis 
Andreas Frommer
Michael Günther 
Helmut Harbrecht
Katja Ickstadt
Jean-Christophe Mourrat
Fabio Nobile
Felix Otto 
Alois Pichler
Björn Sprungk
Peter Stollmann
Tim Sullivan

PROGRAMME
1. General UQ Session 
Invited and contributed talks with poster session.
Keynote presentations: Paul Dupuis and Fabio Nobile

2. Stochastic Modelling of Uncertainty 
Keynote presentations: Katja Ickstadt and Peter Stollmann

In UQ problems, one ultimately wants to analyse probability distributions of certain 
quantities of interest (QoI). In models used to describe the problem, randomness is 
often introduced in a somewhat ad-hoc fashion. 
This leaves much room for variation and raises various questions from the modelling 
perspective which we will discuss in this section, e.g.: How does the choice of model 
effect the probability law of the QoI? What are the computational 
advantages/disadvantages of different stochastic models? Are there effective models 
which can be rigorously justified by ab initio deductions from laws of physics? Can 
the modelling experience from neighbouring scientific fields such as statistical 
physics or geostatistics provide promising insights for the improvement of currently 
used approaches in UQ?

3. Stochastic Homogenization and Analysis of Fluctuations 
Keynote presentations: Jean-Christophe Mourrat and Felix Otto 

Homogenization is a method of studying partial differential equations with rapidly 
oscillating coefficients where one approximates the original problem by an effective 
model obtained from asymptotic analysis. This model is often called 'homogenization 
formula' and is achieved by sending the length scale characteristic of the 
oscillations to zero. If the variation of the coefficients on small scales is random, 
a stochastic variant of homogenization theory can be applied. Here again one can 
obtain formulas for homogenized coefficients using an averaging procedure. More 
detailed questions concern fluctuations around the deterministic limit which is 
achieved through averaging. The distribution of the fluctuations encode uncertainty 
in a similar way as is the case for traditional UQ problems. 

4. UQ Meets Lattice QFT 
Keynote presentations: Andreas Frommer and Michael Günther 

An integral part of solving many UQ problems is the simulation of infinite or high 
dimensional stochastic systems. Methodically, one encounters the same challenge 
when studying lattice quantum field theory via path integrals. We wish to facilitate 
exchange between experts in these two fields in order to compare the current state 
of knowledge, the best algorithms available and challenges encountered. 


A. Hands-on Tutorial for Covariance and Semivariogram Estimation with R
Many methods of UQ rely on (exponentiated) Gaussian processes, e.g. as a model for 
conductivity in an inhomogeneous porous medium. The crucial input to these methods 
is the covariance structure of the Gaussian process. In this hands-on tutorial based 
on the statistical computing environment R, the geostatistical estimation of 
covariances and semivariograms is demonstrated and relevant R-extensions (packages) 
are introduced. We also demonstrate how to estimate the uncertainty that originates 
from the statistical error in estimation. The tutorial is limited to 12 participants. 


B. GAMM AGUQ Business Meeting 
Open for all members of the GAMM Activity Group Uncertainty Quantification 
(www.tu-chemnitz.de/gamm-uq) and those interested in participating.

Poster Session: There will be a Poster-Blitz on he first day with ample opportunity 
for subsequent discussion.

Details on the online registration procedure can be found at 

www.mathematik.tu-dortmund.de/lsix/events/UQ18

Contact: uq2018@math.tu-dortmund.de

Contact

TU Dortmund
Fakultät für Mathematik
Lehrstuhl IX
Vogelpothsweg 87
44227 Dortmund


You find us on the 6th floor of the Math tower .


Secretary: Mrs Janine Textor
Room M 620


E-mail:
janine.textor@tu-dortmund.de


Tel. (0231) 755-3063
Fax (0231) 755-5219