We study the numerical approximation of partial differential equations (PDEs) that depend on a parameter describing uncertain properties of the physical system under consideration. We exploit the algebraic structure of these problems to propose sparse, decomposition-based, algorithms that are able to lift this curse by combining a multilevel approach for the solution of the PDE with sparse grids for the parameter domain in a joint framework.
Our KAUST work of more than seven years has received an accolade from
Thomson Reuters:
http://hcr.stateofinnovation.thomsonreuters.com/
We are quite pleased with the output so far in our Stochastic Numerics & SRI-UQ groups.
Prof. Marco Scavino will be visiting the Stochastic Numerics Research Group during the period of Sep. 23 - Oct. 7, 2016.
MIMClib is an open-source library for UQ problems written mainly in Python. The library aims to give the user an easy to use, customizable, and extendable library to solve a wide class of stochastic problems subject to error tolerance efficiently.
Prof. Raul Tempone will be a lecturer at the UQ School WIAS - Berlin, Germany from Sep 12th to Sep 16th, 2016.
During his visit to Chalmers, Prof. Raul Tempone met with Prof. Stig Larsson and Dr. Jesper Karlsson, a former KAUST postdoctoral fellow with the Stochastic Numerics group and now working with Dynamore.
Prof. Tempone and Zaid Sawlan visited Prof. Ivo Babuska in August 2016 to continue their ongoing collaboration on computational predictions for metallic fatigue processes.
Dr. Chengcheng Tang, former KAUST student and now a postdoctoral fellow at Stanford met with Prof. Raul Tempone and Juho Happola at the MCQMC'16 conference. Stanford - the USA, Aug 14th to Aug 19th, 2016.
Lorenzo Tamellini will be visiting the Stochastic Numerics Research Group during the period Aug. 16 - 30, 2016.
Prof. Mike Giles, Prof. Raul Tempone, and Dr. Abdul Lateef Haji Ali are organizing a mini-symposium on Multilevel Monte Carlo methods at the MCQMC - Stanford - the USA, Aug 14th to Aug 19th, 2016.
Prof. Raul Tempone is a plenary speaker at International Conference on Monte Carlo techniques, Paris, France, July 5 - 8th 2016.
Dr. Alexander Litvinenko presented his work "Approximation of non-linear Bayesian update" at the 11th International EnKF Workshop, June 20 to 22, 2016, Ulvik, Norway.
Prof. Tempone is an invited speaker at the 11th International EnKF "The ensemble Kalman filter" Workshop, from June 20 to 22, 2016. Ulvik, Norway.
From June 7th to 17th, 2016, Prof. Raul Tempone will visit the Dept. of Mathematics at the University of Santiago de Compostela (USC), Spain, and give a series of lectures.
Prof. Raul Tempone will visit and give a seminar talk at the Dept. of Mathematics, Aachen University, Germany from June 2nd to 4th, 2016.