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

Randall J LeVeque rjl at uw.edu
Thu May 3 10:19:17 PDT 2018

Reminder of today's talk at 1:30... all are welcome.

On Tue, May 1, 2018 at 9:28 AM, Randall J LeVeque <rjl at uw.edu> wrote:

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

> welcome!



> Title: Multi-Fidelity Sparse-Grid-Based Uncertainty Quantification Applied

> to Tsunami Runup.


> Speaker: Stephen Roberts, Mathematical Sciences Institute, Australian

> National University


> Abstract:


> 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

> budget.


> 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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