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Seminar Uncertainty Quantification


Prof. Dr. Vincent Heuveline

Dr. Peter Zaspel

Date: Wednesday 11:00 - 13:00

Location: INF 205 / SR 9 (4. OG)

SWS: 2

CP: 4

Language: English



Knowledge in mathematical modelling in numerical quantification of parametric uncertainty propagation for differential equations:

  1. Fundamentals in probability theory
  2. Karhunen-Löve decomposition
  3. Generalized polynomial chaos expension
  4. Monte-Carlo and Quasi-Monte-Carlo methods
  5. Stochastic collocation method
  6. Stochastic Galerkin method
  7. Inverse uncertainty Quantification

Recommended literature:

  • O.P. Le Maitre an Knio: Spectral methods for uncertainty quantification: with applications to fluid flow, Springer, 2010
  • R. Ghanem and P. Spanos: Stochastic Finite-Elements: A spectral approach, Dover, 2013

Recommended preliminaries:

  • Knowledge in probability theory, Analysis I,II and III
  • Knowledge in Numerics for ordinary and partial differential equations