Efficient UQ algorithms for practical systems

Friday, June 3, 2011 - 3:00pm - 4:00pm
Lind 305
Dongbin Xiu (Purdue University)
Uncertainty quantification has been an active fields in recent years, and many numerical algorithms have been developed. Many research efforts have focused on how to improve the accuracy and error control of the UQ algorithms. To this end, methods based on polynomial chaos have established themselves as the more feasible approach. Despite the fast development from the computational sciences perspective, significant challenges still exist for UQ to be useful in practical systems. One prominent difficulty is the simulation cost. In many practical systems one can afford only a very limited number of simulations. And this prevents one from using many of the existing UQ algorithms. In this talk we discuss the importance of such a challenge and some of the early efforts to address it.