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SUMMARY:Multilevel estimators in Bayesian Inversion and Optimization - Eli
 sabeth Ullmann (Technische Universität München)
DTSTART:20180306T114500Z
DTEND:20180306T123000Z
UID:TALK101875@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:Uncertainty quantification (UQ) is a fast growing research are
 a which deals with the impact of parameter\, data and model uncertainties 
 in complex systems. We focus on models which are based on partial differen
 tial equations (PDEs) with random inputs. For deterministic PDEs there are
  many classical analytical results and numerical tools available. The trea
 tment of PDEs with random inputs\, however\, requires novel ideas and tool
 s. We illustrate the mathematical and algorithmic challenges of UQ for Bay
 esian inverse problems arising from geotechnical engineering and medicine\
 , and an optimal control problem with uncertain PDE constraints.
LOCATION:Seminar Room 1\, Newton Institute
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