Professor Max Gunzburger Department of Scientific Computing  Florida State University

Abstract: We give a short description of uncertainty quantification (UQ) for systems governed by partial differential equations. We then discuss several approaches for solving such problems on computers including stochastic Galerkin, stochastic collocation, and as well classical sampling methods such as Monte Carlo. In so doing, we point out the relative advantages and disadvantages of each approach for different types of UQ problems and also discuss how each addresses, with limited success, the "curse of dimensionality," that is, the fact that the complexity of modern approaches increase very rapidly as the number of random parameters increases. We close with a short list of what, in our opinion, are the most important of many open problems that need to be addressed.  

About the Speaker: Max Gunzburger is the Frances Eppes Eminent Professor and Founding Chair of the Department of Scientific Computing at Florida State University. He has received numerous awards and honors including the W. T. and Idelia Reid Prize in Mathematics from SIAM, being a SIAM charter fellow, and a NASA Innovator's Prize. He received the Rostchild Visiting Fellow award from Cambridge University and the OCCAM Visiting Fellow award from Oxford University and serves as a CSRI Senior Research Fellow at the Sandia National Laboratories. Max Gunzburger received his B.S., M.S., and Ph.D. from New York University. He previously served as a Distinguished Professor and Chair of the Mathematics Department at Iowa State University and as Professor of Mathematics at Virginia Tech, Carnegie Mellon University, and the University of Tennessee. He holds a Distinguished Professor Appointment at Yonsei University in South Korea and previously served as a Guest Professor at Peking University. He has served on the editorial board numerous journals and book series, including three SIAM journals, and was Editor in Chief of the SINUM and is a Founding Editor and Senior Editor of the SIAM/ASA JUQ. He has served on numerous SIAM committees and was Chairman of the Board of Trustees of SIAM. He has served as a consultant to three DOE and two NASA laboratories as well as several industrial and commercial organizations.Max Gunzburger's research interests span the areas of numerical analysis, scientific computing, optimization and control, computational geometry, and partial differential equations with applications in diverse areas including fluid and solid mechanics, climate, materials, subsurface flows, image processing, diffusion processes, superconductivity, acoustics, electromagnetics, etc.

Date&Time: May 18, 2013 (Friday), 10:00-11:00 a.m.
Location: 606 Conference Room, No.3 Heqing Road, Haidian District