Birs- 17w5072: Computational Uncertainty Quantification

  1. Title:
    Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation

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  2. Title:
    Principal component analysis for the approximation of high-dimensional functions in tree-based tensor formats

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    Beyond normality: Learning sparse probabilistic graphical models in the non-Gaussian setting

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    Dimension reduction of the input parameter space of vector-valued functions

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  5. Title:
    The probability density evolution method for uncertainty quantification and global reliability of complex civil structures

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  6. Title:
    Hybrid fuzzy-stochastic predictive modeling and computation

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  7. Title:
    Fully scalable implementation of a volume coupling scheme for the modeling of random polycrystalline materials

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  8. Title:
    Stochastic regularity of a quadratic observable of high frequency waves

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  9. Title:
    Uncertainty quantification for multiscale kinetic equations with uncertain coefficients

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  10. Title:
    Numerical methods for stochastic conservation laws

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  11. Title:
    Convergence analysis of Padé approximations for Helmholtz problems with parametric/ stochastic wavenumber

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  12. Title:
    A domain decomposition method for stochastic elliptic differential equations

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  13. Title:
    Uncertainty quantification of geochemical and mechanical compaction in layered sedimentary basins

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  14. Title:
    MLMC for value-at-risk

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  15. Title:
    Multilevel weighted least squares approximation

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  16. Title:
    Multilevel Monte Carlo methods for Bayesian inference

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  17. Title:
    Parameter space dimension reduction for forward and inverse uncertainty quantification

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  18. Title:
    Efficient and scalable methods for large-scale stochastic PDE-constrained optimal control

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  19. Title:
    Long time propagation of stochasticity by dynamical PCEs

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  20. Title:
    Accurate and efficient estimation of probability of failure in design of large-scale systems

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