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Numerical methods in uncertainty quantification
Project funded by own resources
Project title Numerical methods in uncertainty quantification
Principal Investigator(s) Harbrecht, Helmut
Project Members Peters, Michael
Organisation / Research unit Departement Mathematik und Informatik / Computational Mathematics (Harbrecht)
Project start 01.12.2014
Probable end 31.01.2017
Status Completed
Abstract

In recent years it has become more and more important to model and simulate boundary value problems with random input parameters. If a statistical description of the input data is available, one can mathematically describe data and solutions as random fields and aim at the computation of corresponding deterministic statistics of the unknown random solution. Applications are, besides traditional engineering, for example biomedical or biomechanical processes. To simulate biomechanical processes one has, on the one hand, uncertain domains arising from e.g. tomographic data. On the other hand, one often has only estimates on the material parameters.

Uncertainty might stem from the loading, the coefficients of the differential operator, or the domain of definition. In case of random loadings, the random solution depends linearly on the random input data. But this is not valid any more if the differential operator’s coefficients or the domain of definition are random. Consequently, innovative methods must be developed in order to overcome the curse of dimension which is induced by the random process.

Keywords random input, boundary value problem, curse of dimension
Financed by University funds

Published results ()

  ID Autor(en) Titel ISSN / ISBN Erschienen in Art der Publikation
3697038  Harbrecht, Helmut; Peters, Michael; Siebenmorgen, Markus  On the quasi-Monte Carlo quadrature with Halton points for elliptic PDEs with log-normal diffusion  0025-5718 ; 1088-6842  Mathematics of Computation  Publication: JournalArticle (Originalarbeit in einer wissenschaftlichen Zeitschrift) 
3888776  Harbrecht, Helmut; Peters, Michael  Solution of free boundary problems in the presence of geometric uncertainties  978-3-11-043041-7  Topological Optimization and Optimal Transport In the Applied Sciences  Publication: Book Item (Buchkap., Lexikonartikel, jur. Kommentierung, Beiträge in Sammelbänden etc.) 
3890015  Dambrine, Marc; Harbrecht, Helmut; Peters, Michael; Puig, Benedicte  On Bernoulli’s free boundary problem with a random boundary  2152-5080 ; 2152-5099  International Journal for Uncertainty Quantification  Publication: JournalArticle (Originalarbeit in einer wissenschaftlichen Zeitschrift) 
4093494  Harbrecht, Helmut; Peters, Michael D.  The second order perturbation approach for elliptic partial differential equations on random domains  0168-9274  Applied Numerical Mathematics  Publication: JournalArticle (Originalarbeit in einer wissenschaftlichen Zeitschrift) 
3890016  Ballani, Jonas; Kressner, Daniel; Peters, Michael D.  Multilevel tensor approximation of PDEs with random data  2194-0401 ; 2194-041X  Stochastics and Partial Differential Equations  Publication: JournalArticle (Originalarbeit in einer wissenschaftlichen Zeitschrift) 
4479774  Gantner, Robert N.; Peters, Michael D.  Higher-Order Quasi-Monte Carlo for Bayesian Shape Inversion  2166-2525  SIAM/ASA Journal on Uncertainty Quantification  Publication: JournalArticle (Originalarbeit in einer wissenschaftlichen Zeitschrift) 
4479646  Haji-Ali, Abdul-Lateef; Harbrecht, Helmut; Peters, Michael; Siebenmorgen, Markus  Novel results for the anisotropic sparse grid quadrature  0885-064X  Journal of complexity  Publication: JournalArticle (Originalarbeit in einer wissenschaftlichen Zeitschrift) 

Cooperations ()

  ID Kreditinhaber Kooperationspartner Institution Laufzeit - von Laufzeit - bis
3348020  Harbrecht, Helmut  Griebel, Michael, Professor  University of Bonn and Fraunhofer Institute for Algorithms and Scientific Computing  01.10.2009  31.12.2035 
   

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