Statistics and Uncertainty Quantification for Physics-Based Models

• Activity Number: 54
• Type: Invited
• Date/Time: Sunday, July 29, 2012 : 4:00 PM to 5:50 PM
• Sponsor: Statistical and Applied Mathematical Sciences Institute
• Author(s): Don Estep*+
• Companies: Colorado State University
• Keywords: Stochastic differential equations ; Nonparametric density estimation ; Inverse parameter determination ; Adjoint operator ; A posteriori error estimate

Abstract

In many realistic engineering and scientific situations, practical limitations on experiments and physical understanding make it necessary to make use of all available information that can be gleaned from both experimental observations and mathematical modeling. This is one reason that much of the SAMSI Program on UQ revolves around the interface between statistical analysis and techniques and mathematical models derived from physical principles. In this talk, Dr. Estep will describe some of the interesting aspects of combining statistical methods with mathematical models, including formulation of the inverse problem for parameter determination, the interaction of simulation error and statistical error and error estimation for statistical quantities, and developing algorithms for distributing computational effort efficiently for statistical analysis.