University of Birmingham > Talks@bham > Optimisation and Numerical Analysis Seminars > Adaptive Galerkin FEM for stochastic forward and inverse problems

Adaptive Galerkin FEM for stochastic forward and inverse problems

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Sergey Sergeev.

Stochastic Galerkin methods are among the popular methods for solving PDEs with random data numerically, in particular for engineering applications. Despite the rather involved implementation and computational complexity, a unique advantage is the possibility to derive reliable a posteriori error estimators to control the discretization errors. We review results on the affine parametric case and discuss approaches for technically more difficult lognormal coefficients. In order to cope with the high dimensionality, modern hierarchical tensor formats are employed. Furthermore, the parameter to solution map can serve as a basis for stochastic inverse problems. This is examined in the setting of a a fully adaptive Bayesian inversion with explicit functional representations.

This talk is part of the Optimisation and Numerical Analysis Seminars series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.


Talks@bham, University of Birmingham. Contact Us | Help and Documentation | Privacy and Publicity.
talks@bham is based on from the University of Cambridge.