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DTSTART:19700329T010000
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CATEGORIES:Isaac Newton Institute Seminar Series
SUMMARY:GOAL-ORIENTED ERROR ESTIMATION FOR PARAMETER-DEPEN
DENT NONLINEAR PROBLEMS\, APPLICATION TO SENSITIVI
TY ANALYSIS - Clémentine Prieur (Université de Gre
noble\; INRIA Grenoble - Rhône-Alpes)
DTSTART;TZID=Europe/London:20180620T103000
DTEND;TZID=Europe/London:20180620T130000
UID:TALK107308AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/107308
DESCRIPTION:During this talk\, we will present a numerically e
fficient method to bound the error that is made wh
en approximating the output of a nonlinear problem
depending on an unknown parameter (described by a
probability distribution). The class of nonlinear
problems under consideration includes high-dimens
ional nonlinear problems with a nonlinear output f
unction. A goal-oriented probabilistic bound is co
mputed by considering two phases. An offline phase
dedicated to the computation of a reduced model d
uring which the full nonlinear problem needs to be
solved only a small number of times. The second p
hase is an online phase which approximates the out
put. This approach is applied to a toy model and t
o a nonlinear partial differential equation\, more
precisely the Burgers equation with unknown initi
al condition given by two probabilistic parameters
. The savings in computational cost are evaluated
and presented.
LOCATION:Seminar Room 2\, Newton Institute
CONTACT:INI IT
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