The Curse of Dimensionality, Model Validation, and UQ.

Friday, June 3, 2011 - 1:30pm - 2:30pm
Lind 305
Roger Ghanem (University of Southern California)
The curse of dimensionality is a ubiquitous challenge in uncertainty quantification. It usually comes about as the complexity of analysis is controlled by the complexity of input parameters. In most cases of practical relevance, the output quantity of interest (QoI) is some integral of the input quantities and can thus be described in a much lower dimensional setting. This talk will describe novel procedures for honoring the low-dimensional character of the QoI without any loss of information. The talk will also describe the range of QoI that can be addressed using this formalism.

The role of UQ as the engine behind the model validation puts a burden of rigor on UQ formulations. The ability to explore the effect of particular probabilistic choices on model validity is paramount for practical applications in general, and data-poor applications in particular. The talk will also address achievable and meaningful definitions of the validation process and demonstrate their relevance in the context of industrial problems.