Uncertainty Quantification for Multiscale Stochastic Systems and Applications

January 19 - 22, 2016

Schedule

All times in this Schedule are Pacific Time (PT)

Tuesday, January 19, 2016

Morning Session
8:00 - 8:55 Check-In/Breakfast (Hosted by IPAM)
8:55 - 9:00 Welcome and Opening Remarks (Illumination Room)
9:00 - 9:50
Andrew Majda (New York University)

Prediction,State Estimation, and Uncertainty Quantification in Complex Systems

10:00 - 10:15 Break
10:15 - 11:05
Andrew Stuart (University of Warwick)

Hierarchical Bayesian Level Set Inversion
PDF Presentation

 
11:15 - 11:30 Break
11:30 - 12:20
Tom Chou (University of California, Los Angeles (UCLA))

Inference in biophysical models
PDF Presentation

 
12:30 - 2:30 Lunch (on your own)

Afternoon Session
2:30 - 3:20
 
3:30 - 4:00 Break
4:00 - 4:50
Henry Lam (University of Michigan)

Quantifying stochastic model errors via robust optimization
PDF Presentation

 
5:00 - 6:30 Reception (Hosted by IPAM) & Poster Session

Wednesday, January 20, 2016

Morning Session
8:00 - 9:00 Breakfast (hosted by IPAM)
9:00 - 9:50
Peter Glynn (Stanford University)

 

 
10:00 - 10:15 Break
10:15 - 11:05
11:15 - 11:30 Break
11:30 - 12:20
12:30 - 2:30 Lunch (on your own)

Afternoon Session
2:30 - 3:20
3:30 - 4:00 Break
4:00 - 4:50

Thursday, January 21, 2016

Morning Session
8:00 - 9:00 Breakfast (hosted by IPAM)
9:00 - 9:50
Roger Ghanem (University of Southern California (USC))

Treating modeling uncertainty in multiscale methods
PDF Presentation

 
10:00 - 10:15 Break
10:15 - 11:05
Andrea Bertozzi (University of California, Los Angeles (UCLA))

Multiscale stochastic systems in the social sciences

 
11:15 - 11:30 Break
11:30 - 12:20
12:30 - 2:30 Lunch (on your own)

Afternoon Session
2:30 - 3:20
3:30 - 4:00 Break
4:00 - 4:50
Raul Tempone (King Abdullah Univ. of Science and Technology (KAUST))

Multi-index Monte Carlo and Multi-index Stochastic Collocation
PDF Presentation

 

Friday, January 22, 2016

Morning Session
8:00 - 9:00 Breakfast (hosted by IPAM)
9:00 - 9:50
Mitchell Luskin (University of Minnesota, Twin Cities)

A Theoretical Examination of Diffusive Molecular Dynamics

10:00 - 10:15 Break
10:15 - 11:05
Houman Owhadi (California Institute of Technology)

Computational Information Games

11:15 - 11:30 Break
11:30 - 12:20
12:30 - 2:30 Lunch (on your own)

Afternoon Session
2:30 - 3:20
Daniel Tartakovsky (University of California, San Diego (UCSD))

The method of Distribution for Uncertainty Quantification
PDF Presentation