MathLab seminar announcement: dr. Peng Chen

[Emanuele Tuillier Illingworth]

MATHLAB SEMINAR ANNOUNCEMENT

Dr Peng Chen (EPFL)

Title: Reduced Basis Methods for Uncertainty Quantification Problems

Abstract. We develop and analyze several reduced basis (RB) algorithms 
in solving some challenging uncertainty quantification (UQ) problems. In 
particular, a weighted RB is proposed to deal with arbitrary probability 
density function and a goal-oriented adaptive RB is developed to solve 
failure probability evaluation problem. We provide a priori convergence 
analysis of the proposed method and demonstrate its performance by 
several numerical experiments with high dimensional and low regularity 
properties.


Wednesday 4 June at 2:30 pm in lecture room 133 at SISSA