von Karman Institute Lecture Series and Events

RTO AVT-193 activity

Short Course on Uncertainty Quantification
15-16 April 2011
Stanford University, California

The RTO-AVT-VKI short course on "Uncertainty Quantification," 15-16 April 2011, Stanford University, California,is organized after the  “17^th AIAA International Space Planes and Hypersonic Systems and Technologies Conference,” 11-14 April 2011, San Francisco.

Increasingly powerful computers enable routine flow simulations in complex systems. How accurate are the resulting predictions? Are the mathematical and physical models correct? Do we have sufficient information to define the operating conditions? In general, how can we establish "error bars" on the results? Uncertainty Quantification (UQ) aims at developing rigorous methods to characterize the impact of "limited knowledge" on quantities of interest. At the interface of physics, mathematics and statistics UQ efforts are in their infancy in computational science. This Lecture Series introduces UQ to the computational fluid dynamics community, with emphasis on theory, applications and numerical tools.

Objective of the course

The course aims at providing an introduction to modern methodologies used for Uncertainty Quantification in computational science. The lectures will focus mainly on probabilistic methods, focusing on intrusive methodologies (such as Stochastic Galerkin, a.k.a. polynomial chaos) and non-intrusive approaches (stochastic collocation). A special focus will be given to the process of calibration and inference under uncertainty, focusing on advanced Bayesian inversion.

The lecture Directors are G. Iaccarino from Stanford university  and T. Magin from the von Karman Institute for Fluid Dynamics.

Who should participate

The lectures are of introductory nature although advanced methods and concepts are also discussed. The course targets computational scientists familiar with classical numerical methods and having a basic understanding of probability and statistics.

Printed notes will be provided to the participants

Registration

Registration is free, but availability is limited. >>> Please register here

For non-NATO citizens, a request should be sent directly to RTO (RTO Paris, attn: Mr. N. Vandenabeele  – OCD Division, rue Ancelle 7, 92200 Neuilly-sur-Seine, France, or by e-mail to Mr N. Vandenabeele) at least 6 weeks prior to this course. The acceptance should then be joined to your registration and sent to Stanford.

TIMETABLE

Friday 15 April 2011

• 08.00 Welcome and Breakfast
• 09.00 Prof. G. Iaccarino, Stanford University (USA)
  Introduction to uncertainty analysis and uncertainty representations
• 10.30 Dr. S. Prudhomme, The University of Texas at Austin (USA)
  Calibration and Bayesian inversion, I, ICES
• 12.00 Lunch Break
• 13.00 Dr. T. Barth, NASA Ames Research Center (USA)
  Combined discretization in physical and stochastic space, I
• 14.30 Coffee Break
• 14.45 Dr. S. Prudhomme
  Calibration and Bayesian inversion, II
• 16.15 Dr. J Witteveen, Stanford University
  Non-intrusive Uncertainty Propagation, I

Saturday 15 April  2011

• 08.00 Breakfast
• 09.00 Dr. J Witteveen
  Non-intrusive Uncertainty Propagation, II
• 10.30 Dr. Marco Panesi, ICES, The Universisty of Texas at Austin (USA)
  Applications of UQ in Hypersonics Flows
• 12.00 Closing

Location : Stanford University, California