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CATEGORIES:Conferences/Seminars/Lectures
DESCRIPTION:Distinguished Seminar Series in \nComputational Science and Eng
ineering\n\nThursday April 29 at 12:00 PM (via Zoom)\nEstimation of extreme
event probabilities in complex systems governed by PDEs\nGeorg Stadler\nPr
ofessor of Mathematics and Computer Science\nCourant Institute of Mathemati
cal Sciences\nNew York University\n\nAbstract:\nI will discuss the estimati
on of tail probabilities in complex systems governed by PDEs. The approach
is guided by ideas from large deviation theory (LDT) and methods from PDE-c
onstrained optimization. The systems under consideration involve random par
ameters and we are interested in quantifying the probability that a scalar
function of the system state is at or above a threshold. The proposed meth
ods initially solve an optimization problem over the set of parameters lead
ing to extreme events. Based on solutions of this PDE-constrained optimiza
tion problem\, we propose (1) an importance sampling method and (2) a metho
d that uses curvature information of the extreme event boundary to estimate
small probabilities. The application of the approach is demonstrated to qu
antify the probability of extreme tsunami events on shore. Tsunamis are typ
ically caused by a sudden\, unpredictable change of the ocean floor elevati
on during an earthquake. We model this change as random process and use th
e one-dimensional shallow water equation to model tsunamis. The PDE-constra
ined optimization problem arising in this application is governed by the sh
allow water equation. This is joint work with Shanyin Tong and Eric Vanden-
Eijnden from NYU.\n\nBio:\nGeorg Stadler is a Professor of Mathematics and
Computer Science at New York University’s Courant Institute of Mathematical
Sciences. Before joining NYU\, he was a member of UT Austin’s Oden Institu
te for Computational Engineering and Sciences. He received a PhD in Mathema
tics from the University of Graz (Austria) under supervision of Karl Kunisc
h. His research interests are in computational inverse problems and uncerta
inty quantification\, PDE-constrained optimization and parallel algorithms
and solvers. His research is typically driven by real-world applications fr
om engineering and the sciences. He received an ASCINA Award from the Austr
ian government in 2011\, and is co-recipient of the Springer CSE Prize in t
he same year. He was a finalist for the Gordon Bell Prize in Supercomputing
in ’08\, ’10 and ’12 and a co-recipient of the Bell Prize in 2015 for illu
strating extreme scalability of implicit solvers for nonlinear and highly h
eterogeneous indefinite PDE systems. He also received the 2019 SIAM Comput
ational Science & Engineering Best Paper Prize.\n\nEmail kpnelson@mit.edu f
or Zoom details.
DTEND:20210429T170000Z
DTSTAMP:20211022T220720Z
DTSTART:20210429T160000Z
LOCATION:
SEQUENCE:0
SUMMARY:Distinguished Seminar Series in Computational Science and Engineeri
ng
UID:tag:localist.com\,2008:EventInstance_36571223850983
URL:https://calendar.mit.edu/event/distinguished_seminar_series_in_computat
ional_science_and_engineering_8570
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