MATH Seminar

Title: Uncertainty Quantification and Numerical Analysis: Interactions and Synergies
Seminar: Numerical Analysis and Scientific Computing
Speaker: Daniela Calvetti of Case Western Reserve University
Contact: James Nagy, nagy@mathcs.emory.edu
Date: 2017-02-24 at 1:00PM
Venue: MSC W301
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Abstract: The computational costs of uncertainty quantification can be challenging, in particular when the problems are large or real time solutions are needed. Numerical methods appropriately modified can turn into powerful and efficient tools for uncertainty quantification. Conversely, state-of-the-art numerical algorithms reinterpreted from the perspective of uncertainty quantification can becomes much more powerful. This presentation will highlight the natural connections between numerical analysis and uncertainty quantification and illustrate the advantages of re-framing classical numerical analysis in a probabilistic setting.