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Category:
Natural Sciences

Lecturer:
Prof. Dr. Elisabeth Ullmann, Department of Mathematics, Technical University of Munich

Place:
Mathematikon, Conference Room, 5th Floor, Im Neuenheimer Feld 205

Host:
Dr. Michael J. Winckler, Administrative Director, HGS MathComp

Description:
IWR Colloquium Abstract: Uncertainty quantification (UQ) is a fast growing research area which deals with the impact of parameter, data and model uncertainties in complex systems. We focus on models which are based on partial differential equations (PDEs) with random inputs. For deterministic PDEs there are many classical analytical results and numerical tools available. The treatment of PDEs with random inputs, however, requires novel ideas and tools. We illustrate the mathematical and algorithmic challenges of UQ for Bayesian inverse problems arising from geotechnical engineering and medicine, and an optimal control problem with uncertain PDE constraints.

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