101.881 AKNUM Uncertainty Quantification
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2020W, VO, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VO Lecture
  • Format: Distance Learning

Learning outcomes

After successful completion of the course, students are able to.describe the basic concepts of stochastic PDEs, their analysis, numerical solution and Bayesian techniques for various inverse
problems with applications in engineering, medicine and biology.

Subject of course

Introduction to PDE models with uncertainty, fundamentals of probability and random processes,
stochastic elliptic PDE models and applications, existence and uniqueness, stochastic numerical
methods, multilevel Monte-Carlo approximations, optimal multilevel methods, Bayesian inversion
techniques for parameter estimation, Markov-chain Monte-Carlo methods, well-posedness of
Bayesian estimation, optimal Bayesian experimental design, Bayesian analysis for semicon-
ductor devices (e.g., biosensors), electrical-impedance tomography in medical imaging and for
epidemiological models.

Teaching methods

Lecture and presentation

Mode of examination

Oral

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Thu14:00 - 15:0008.10.2020 https://tuwien.zoom.us/j/8496472479Uncertainly quantication - first meeting
Tue10:00 - 11:3013.10.2020 - 26.01.2021 https://tuwien.zoom.us/j/8496472479Lectures
AKNUM Uncertainty Quantification - Single appointments
DayDateTimeLocationDescription
Thu08.10.202014:00 - 15:00 https://tuwien.zoom.us/j/8496472479Uncertainly quantication - first meeting
Tue13.10.202010:00 - 11:30 https://tuwien.zoom.us/j/8496472479Lectures
Tue20.10.202010:00 - 11:30 https://tuwien.zoom.us/j/8496472479Lectures
Tue27.10.202010:00 - 11:30 https://tuwien.zoom.us/j/8496472479Lectures
Tue03.11.202010:00 - 11:30 https://tuwien.zoom.us/j/8496472479Lectures
Tue10.11.202010:00 - 11:30 https://tuwien.zoom.us/j/8496472479Lectures
Tue17.11.202010:00 - 11:30 https://tuwien.zoom.us/j/8496472479Lectures
Tue24.11.202010:00 - 11:30 https://tuwien.zoom.us/j/8496472479Lectures
Tue01.12.202010:00 - 11:30 https://tuwien.zoom.us/j/8496472479Lectures
Tue15.12.202010:00 - 11:30 https://tuwien.zoom.us/j/8496472479Lectures
Tue12.01.202110:00 - 11:30 https://tuwien.zoom.us/j/8496472479Lectures
Tue19.01.202110:00 - 11:30 https://tuwien.zoom.us/j/8496472479Lectures
Tue26.01.202110:00 - 11:30 https://tuwien.zoom.us/j/8496472479Lectures

Examination modalities

Oral exam

Course registration

Not necessary

Curricula

Literature

No lecture notes are available.

Miscellaneous

Language

if required in English