Uncertainty Quantification
May 24, 2010 - May 28, 2010
Royal Society of Edinburgh, 22-26 George Street, Edinburgh EH2 2PQ
Organisers
| Name | Institution |
|---|---|
| Cliffe, Andrew | University of Nottingham |
| Gunzburger, Max | Florida State University |
| Houston, Paul | University of Nottingham |
| Powell, Catherine | University of Manchester |
In deterministic modelling, complete knowledge of input parameters is assumed; this leads to simplified, tractable computations and produces simulations of outputs that correspond to specific choices of inputs. However, most physical, biological, social, economic and financial processes, etc, involve some degree of uncertainty. Uncertainty quantification (UQ) is the task of determining statistical information about the outputs of a process of interest, given only statistical (i.e., incomplete) information about the inputs. It has long been recognised that mathematical models need to account for uncertainty. The science of UQ has been in its infancy in any application areas until relatively recently but is now rapidly developing. This workshop will concentrate on UQ for processes that are governed by partial differential equations (PDEs).
There is much current activity in disparate areas of mathematics that is relevant to UQ. Advances in analysis of stochastic PDEs are being made by numerical analysts and probabilists alike, although there is often very little communication between these groups. Other important advances are being made in sparse sampling methods in high dimensions, high-dimensional quadrature, approximation theory, statistics, computation and linear algebra. However, fundamental and challenging mathematical problems remain unsolved, in particular combating the so-called `curse of dimensionality' and solving problems in high dimension.
This workshop will bring together mathematicians, scientists and engineers from academia and industry researching all aspects of UQ.
This workshop is funded by ICMS, LMS, the US National Science Foundation and the US Air Force Office of Scientific Research.
Arrangements
Participation is by invitation only.
Venue
The workshop will be held in the Wolfson lecture theatre at the Royal Society of Edinburgh(RSE), 22-26 George Street. The Wellcome Room East and West will be used for poster sessions and catering. There is WiFi in the building.
Registration
Registration will take place in the lobby of the RSE on Monday 24 May. Exact time to be confirmed.
UK Visas
If you are travelling from overseas you may require an entry visa. A European visa does not guarantee entry to the UK. Please use this link to the UK Visas site to find out if you need a visa and if so how to apply for one.
Accommodation
ICMS will arrange en-suite rooms in hotels/guest houses, including breakfast, nearby for those who request this. Accommodation is typically about
10 to 20 minutes walk from the RSE. Internet access is not guaranteed. Participants making their own arrangements may claim back the cost, with original receipts, up to a maximum of 65.00 GBP per night bed and breakfast for a maximum of five or six nights. A list of Edinburgh accommodation of
various sorts and prices is available here. Sections 1-3 are particularly relevant.
Catering
Morning and afternoon tea/coffee/biscuits will be provided on each day of the workshop. A lunch sandwich buffet will be provided on Monday 24 May and Friday 28 May. Thereafter, participants are free to explore the many cafés, sandwich shops, restaurants and bars nearby.
There will be a reception on Monday 24 May, 2010 at 14 India Street, Edingburgh, EH3 6EZ. This house is the birthplace of James Clerk Maxwell and
is situated in the historic New Town of Edinburgh, near the city centre. There are plans for an informal dinner on Tuesday 25 May as well as a joint workshop dinner and Knowledge Transfer event on Thursday 27 May. The workshop grant will cover the cost of this catering.
Travel
Information about travel to the UK and Edinburgh is available here.
The airport bus costs 3.50 GBP for a single and 6.00 GBP for an open return journey. A taxi directly from the airport will cost approximately 15.00 to 20.00 GBP to the city centre for a one-way journey.
If travelling by train, please note that Edinburgh has two railway stations - Waverley Railway Station being the main station and closest to the workshop venue at 22-26 George Street. If you alight at Edinburgh Waverley, the workshop venue is an easy 10 minute walk. The second railway station is called Haymarket and is at the West End of the city centre.
Workshop Format
The workshop will begin with three short courses that will survey and summarise the state of the art in uncertainty quantification.
Numerical Methods for Stochastic PDEs (Max Gunzberger)
Sparse Sampling Techniques (Ian Sloan)
Sensitivity Analysis and Dimension Reduction (Andrea Saltelli)
For the rest of the workshop, each participant is invited to give a short talk and provide a poster. The talk should introduce the main points of the poster which can be discussed at greater length during the poster session.
On Thursday 27 May the focus of the workshop will be on knowledge transfer and interactions with industry.
There will be a future directions panel discussion on the last day of the workshop.
Contact
The conference is co-ordinated by Helene Frossling, ICMS.