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Computational Uncertainty Quantification (B07*)

Subject Area Mathematics
Term from 2019 to 2023
Project identifier Deutsche Forschungsgemeinschaft (DFG) - Project number 251654672
 
Efficient sampling methods are central in the quantification of uncertainties, especially when real data is sparse. The focus in this project lies on the generation of random fields and sampling of the associated stochastic partial differential equation and, further, on the visualization of the distribution that is the solution to the stochastic dynamical system. Different risk measures require varied sampling strategies and the visualization needs to be adapted accordingly. Moreover, visualization itself introduces uncertainties that might be correlated to the inherent stochasticity of the system and also needs to be quantified.
DFG Programme CRC/Transregios
Applicant Institution Universität Stuttgart
 
 

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