A Non-Intrusive Multilevel Uncertainty Quantification (UQ) Framework for Wave Equations with Random Input Data

Niklas Baumgarten (KIT, Karlsruhe)

May 03. 2022, 09:30 — 10:00

Multilevel Monte Carlo methods and Stochastic Collocation have been successfully applied to many problems by numerous authors. In this talk we will present a framework which can treat a wide range of PDEs with uncertain input data with various discretizations combined with non-intrusive stochastic estimators. In particular, we want to discuss the combination of space-time discretizations and multilevel estimators for the acoustic wave equation with random coefficients and briefly want to introduce our setting for high performance computations.

Further Information
ESI Boltzmann Lecture Hall
Associated Event:
Computational Uncertainty Quantification: Mathematical Foundations, Methodology & Data (Thematic Programme)
Clemens Heitzinger (TU Vienna)
Fabio Nobile (EPFL, Lausanne)
Robert Scheichl (U Heidelberg)
Christoph Schwab (ETH Zürich)
Sara van de Geer (ETH Zürich)
Karen Willcox (U of Texas, Austin)