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Uncertainty quantification: theory and application

  From Wednesday 2 May 2018 to Thursday 3 May 2018

  Training    

Announced
Deadline for registration: 15 days before the starting date of each training
Duration : 2 days / (14 hours)

Pre-registration

Abstract

This training course is given by three specialists of uncertainty quantification: Dr Pietro Marco Congedo – researcher at INRIA Bordeaux Sud-Ouest, Dr Vivien Mallet – researcher at INRIA Paris Rocquencourt, and Dr Pierre Sagaut – professor at Laboratory M2P2, Aix-Marseille University. The first half of the course focuses on theoretical aspects: uncertainties definition, Monte Carlo methods, projection methods, approximation methods and calibration data methods. The second half of the course is dedicated to application of uncertainty quantification to the fields of algorithm, CFD and geosciences.

Target participants

This training session is for engineers, physicists, computer scientists
and numerical analysts who wish to learn about uncertainty quantification.

Prerequisites

None.

Scientific contacts :

– Dr Pietro Marco Congedo, INRIA Bordeaux Sud-Ouest
– Dr Vivien Mallet, INRIA Paris Rocquencourt
– Pr Pierre Sagaut, Laboratory M2P2 – Aix-Marseille University

Fee

  • Trainees/PhDs/PostDocs : 120 €
  • CERFACS shareholders/CNRS/INRIA : 360 €
  • Public : 720 €

Program

(Everyday from 9h00 to 17h30)

Day1 Theoretical aspects (Pr P. Sagaut)

  • Introduction and definition: errors, uncertainty, risk, stochastic modelling, sources of uncertainty
  • Monte Carlo method and variants Projection methods: Galerkin methods and collocation, generalized polynomial chaos, implantation, etc.
  • Methods of approximation: kriging, co-kriging, prediction error, POD
  • Calibration data: Bayesian inference

Day 2 morning: Application to algorithms (Dr P.M. Congedo)

  • Innovative algorithm for quantifying uncertainties in CFD applications
  • Non-probabilistic approach and epistemic uncertainty
  • Optimisation under uncertainties

Day 2 afternoon: Application to geosciences (Dr V. Mallet)

  • Ensemble evaluation, Data assimilation
  • The multiple models
  • Ensemble evaluation
  • A posteriori uncertainty estimate for data assimilation

Pre-registration

 

CALENDAR

Friday

24

May

2024

🎓 PhD Defense: Théo DEFONTAINE

Friday 24 May 2024From 10h00 at 13h00

  Phd Thesis       JCA room, Cerfacs, Toulouse, France    

Monday

27

May

2024

🎓 PhD Defense: Thibault GIOUD

Monday 27 May 2024From 14h00 at 18h00

  Phd Thesis       Cerfacs, Toulouse, France    

Thursday

30

May

2024

Young PhD day (JDD2024@Cerfacs) – 30/05/2024

Thursday 30 May 2024From 9h00 at 17h00

  Journée des Doctorants       CERFACS     

ALL EVENTS