[Amath-seminars] AMath Seminar by Steve Roberts on Thursday at 1:30 in Lewis 208

Randall J LeVeque rjl at uw.edu
Tue May 1 09:28:55 PDT 2018

This Thursday May 3, AMath visitor Steve Roberts will be giving a talk at
1:30pm in the Wan Conference Room, Lewis 208. This is the usual NARC
seminar time, but the talk may be of more general interest and all are

Title: Multi-Fidelity Sparse-Grid-Based Uncertainty Quantification Applied
to Tsunami Runup.

Speaker: Stephen Roberts, Mathematical Sciences Institute, Australian
National University


Given a numerical simulation, the objective of parameter estimation is to
provide a joint posterior probability distribution for an uncertain input
parameter vector, conditional on available experimental data. However,
exploring the posterior requires a high number of numerical simulations,
which can make the problem impracticable within a given computational

A well-known approach to reduce the number of required simulations is to
construct a surrogate, which --- based on a set of training simulations ---
can provide an inexpensive approximation of the simulation output for any
parameter configuration. To further reduce the total cost of the
simulations, we can introduce low-fidelity as well as high-fidelity
training simulations. In this case, a small number of expensive
high-fidelity simulations is augmented with a larger number of inexpensive
low-fidelity simulations.

In this talk I will present a method we have investigated to produce such a
multi-fidelity surrogate-based estimator based on sparse grid
interpolation. The method is applied to the quantification of uncertainty
for the inundation due to a tsunami runup. We can demonstrate a speedup of
20 for a four dimensional parameter estimation problem.
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