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
Venue:
ESI Boltzmann Lecture Hall
Files:
Slides
Associated Event:
Computational Uncertainty Quantification: Mathematical Foundations, Methodology & Data (Thematic Programme)
Organizer(s):
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)