AMath Seminar by Steve Roberts on Thursday at 1:30 in Lewis 208

[Randall J LeVeque]

This Thursday May 3, AMath visitor Steve Roberts will be giving a talk at 1:30pm in the Wan Conference Room, Lewis 208.  This is the usual NARC seminar time, but the talk may be of more general interest and all are welcome!

Title: Multi-Fidelity Sparse-Grid-Based Uncertainty Quantification Applied to Tsunami Runup. 

Speaker: Stephen Roberts, Mathematical Sciences Institute, Australian National University

Abstract:

Given a numerical simulation, the objective of parameter estimation is to provide a joint posterior probability distribution for an uncertain input parameter vector, conditional on available experimental data. However, exploring the posterior requires a high number of numerical simulations, which can make the problem impracticable within a given computational budget. 

A well-known approach to reduce the number of required simulations is to construct a surrogate, which --- based on a set of training simulations --- can provide an inexpensive approximation of the simulation output for any parameter configuration. To further reduce the total cost of the simulations, we can introduce low-fidelity as well as high-fidelity training simulations. In this case, a small number of expensive high-fidelity simulations is augmented with a larger number of inexpensive low-fidelity simulations. 

In this talk I will present a method we have investigated to produce such a multi-fidelity surrogate-based estimator based on sparse grid interpolation. The method is applied to the quantification of uncertainty for the inundation due to a tsunami runup. We can demonstrate a speedup of 20 for a four dimensional parameter estimation problem.  

[Randall J LeVeque]

Reminder of today's talk at 1:30... all are welcome.