[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
> 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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