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SUMMARY:Rare event estimation with PDE-based models
DTSTART:20210325T161500
DTEND:20210325T171500
DTSTAMP:20260505T193557Z
UID:a571d345f63d5536ff5514911692555774fd66b135c234c47a5ea49f
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. Elisabeth Ullmann (Technical University of Munich)\nCom
 putational Mathematics Seminar \n\n\nAbstract: \nThe estimation of the p
 robability of rare events is an important task in reliability and risk ass
 essment of critical societal systems\, for example\, groundwater flow and 
 transport\, and engineering structures. In this talk we consider rare even
 ts that are expressed in terms of a limit state function which depends on 
 the solution of a partial differential equation (PDE). We present recent p
 rogress on mathematical and computational aspects of this problem: (1) the
  impact of the PDE approximation error on the failure probability estimate
 \, and (2) the use of the Ensemble Kalman Filter for the estimation of fai
 lure probabilities.\n\nThis is joint work with Fabian Wagner (TUM)\, Iason
  Papaioannou (TUM) and Jonas Latz (Cambridge).
LOCATION:https://epfl.zoom.us/j/84030108577?pwd=bHh2Z3J2YllvTWdteHA3MHhVcn
 IyUT09
STATUS:CONFIRMED
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