Uncertainty Quantification for Multiscale Stochastic Systems and Applications - IPAM

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

08:00-08:55
Check-In/Light Breakfast (Hosted by IPAM)
08:55-09:00
Welcome and Opening Remarks
09:00-09:50
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 (California Institute of Technology)
Hierarchical Bayesian Level Set Inversion
11:15-11:30
Break
11:30-12:20
Tom Chou (University of California, Los Angeles (UCLA))
Inference in biophysical models

Afternoon Session

12:30-14:30
Lunch (on your own)
14:30-15:20
Habib Najm (Sandia National Laboratories)
On Model Error and Statistical Calibration of Physical Models
15:30-16:00
Break
16:00-16:50
Henry Lam (University of Michigan)
Quantifying stochastic model errors via robust optimization
17:00-18:30
Poster Session & Reception (Hosted by IPAM)

Wednesday, January 20, 2016

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-09:50
Peter Glynn (Stanford University)
Sensitivity Analysis for Markov Chains
10:00-10:15
Break
10:15-11:05
Carsten Hartmann (Freie Universität Berlin)
Cross-entropy minimization, optimal control and importance sampling of rare events
11:15-11:30
Break
11:30-12:20
Yannis Pantazis (University of Crete)
Sensitivity analysis, uncertainty quantification and inference in stochastic dynamics

Afternoon Session

12:30-14:30
Lunch (on your own)
14:30-15:20
Araz Hashemi (Wright-Patterson Air Force Base)
Averaging and Sensitivity Analysis for Multiscale Stochastic Reaction Networks
15:30-16:00
Break
16:00-16:50
Muruhan Rathinam (University of Maryland Baltimore County)
Estimation of parametric sensitivities for continuous time Markov processes on integer lattices

Thursday, January 21, 2016

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-09:50
Roger Ghanem (University of Southern California (USC))
Treating modeling uncertainty in multiscale methods
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
Ilias Bilionis (Purdue University)
Enabling predictive simulations for design and decision making under a limited budget

Afternoon Session

12:30-14:30
Lunch (on your own)
14:30-15:20
Dimitris Giannakis (New York University)
Data-driven spectral decomposition and forecasting of ergodic dynamical systems
15:30-16:00
Break
16:00-16:50
Raul Tempone (King Abdullah Univ. of Science and Technology (KAUST))
Multi-index Monte Carlo and Multi-index Stochastic Collocation

Friday, January 22, 2016

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-09:50
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
Nicholas Zabaras (University of Warwick)
Towards Data-Driven Predictive Multiscale Materials Modelling

Afternoon Session

12:30-14:30
Lunch (on your own)
14:30-15:20
Daniel Tartakovsky (University of California, San Diego (UCSD))
The method of Distribution for Uncertainty Quantification
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