IAMCS Workshop in Large-Scale Inverse Problems and Uncertainty Quantification

February 24–25, 2011
Texas A&M University
College Station, TX
Stephen W. Hawking Auditorium
George P. and Cynthia Woods Mitchell Institute for Fundamental Physics and Astronomy (MIST)

Description

The ability to solve large-scale inverse problems and to quantify uncertainty is an essential precondition towards the goal of accurate predictions in many data-intensive applications. Challenges in this area are numerous due to multiple scales and uncertainties in physical processes. The workshop will focus on:

Efficient data assimilation techniques
Robust and accurate model reduction techniques
Constructing and assessing the statistical accuracy of emulators
Implementation of these methods on today's computer architectures

This workshop brings together researchers working in these areas, with the goal of developing and improving systematic techniques for large-scale inverse problems and uncertainty quantification. It will consist of a number of plenary and invited presentations. We particularly encourage poster presentations.

The workshop will be hosted by Texas A&M University in College Station, Texas, and is mainly supported by the Institute for Applied Mathematics and Computational Science (IAMCS). The workshop is also supported by the Institute for Scientific Computation. There is no registration fee. Interested participants should contact inverseuq@gmail.com. Information will be provided at http://isc.tamu.edu/events/inverseuq/ and will be updated frequently.

Organizing Committee

Wolfgang Bangerth, Texas A&M University
Akhil Datta-Gupta, Texas A&M University
Yalchin Efendiev, Texas A&M University
Bani Mallick (Chair), Texas A&M University

Hotel and Accommodations

Hotel accommodations are available for our guests at a rate of $93.00 plus 15% tax for the nights of February 24 and 25 with:

Hyatt Place College Station
1100 University Drive East, College Station, TX 77840
Phone: +1.979.846.9800
Group Code: INSA

Reservations can be made either via telephone at 1.888.HYATT.HP (1.888.492.8847) or online at http://www.hyatt.com. If making a reservation by telephone, be sure to mention the group code INSA in order to receive the negotiated discount rate. Likewise, if making a reservation online, you must input the group code INSA into the special code area in order to see the group discounted rate.

In order to ensure room availability, you must book with Hyatt Place College Station by Wednesday, February 2, 2011 using the group code INSA. There is a limited number of rooms available so early booking is strongly encouraged. After Wednesday, February 2, 2011, or until all reserved rooms are sold-out, the group code will no longer be valid and you may need to reserve a room elsewhere.

More information about the College Station area is available online at http://www.visitaggieland.com/.

Speakers

Plenary Speakers

George Biros, Georgia Institute of Technology: A Fast Algorithm for the Inverse Medium Problem with Multiple Sources
Geir Evensen, Statoil Research Centre: The Use of Ensemble Methods for History Matching
David Higdon, Los Alamos National Laboratory: Emulating the Nonlinear Matter Power Spectrum for the Universe
Nicholas Zabaras, Cornell University: Model Reduction of Stochastic Systems in Random Heterogeneous Media

Invited Speakers

Carsten Burstedde, University of Texas at Austin: Scalable Algorithms for Large-Scale Inverse Problems Under Uncertainty
Yuguang Chen, Chevron Energy Technology Company: Uncertainty Quantification for Subsurface Flow Problems Using Coarse-Scale Models
Bruce Fryxell, University of Michigan: Calibration and Prediction in a Radiative Shock Experiment
Eduardo Gildin, Texas A&M University: Model Order Reduction in Porous Media Flow
Behnam Jafarpour, Texas A&M University: Model Error Identification Using Sparsity-Based Inversion Techniques for Subsurface Characterization
Hector Klie, ConocoPhillips Company: Dealing with Uncertainties and the Curse of Dimensionality in Closed-Loop Reservoir Management
Stein Krogstad, SINTEF: Local POD-Based Multiscale Mixed FEMs for Model Reduction of Multiphase Compressible Flow
Cornelia Kronsbein, Fraunhofer ITWM (Kaiserslautern, Germany): Multi-Level Monte Carlo for Multi-Scale Simulations of Flows in Heterogeneous Media
Faming Liang, Texas A&M University: A Dynamically Weight Particle Filter for Sea Surface Temperature Prediction
Guang Lin, Pacific Northwest National Laboratory: Uncertainty Quantification & Dynamic State Estimation of Power Grid System
Marko Maucec, Halliburton/Landmark Graphics Corporation: Towards Geology-Guided Quantitative Uncertainty Management in Dynamic Model Inversion
Luis Tenorio, Colorado School of Mines: Data Analysis Tools for Uncertainty Quantification of Inverse Problems
Xiao-Hui Wu, ExxonMobil: Multilevel Methods for Uncertainty Quantification - Opportunities and Challenges

Schedule

All workshop presentations will take place in the Stephen W. Hawking Auditorium of the George P. and Cynthia Woods Mitchell Institute for Fundamental Physics and Astronomy (MIST). The poster session will take place in the MIST foyer. The formal dinner will be held in The University Club located in Rudder Tower. Please note that the schedule is tentative and subject to change. All times listed are local time.

Day 1: Thursday, February 24, 2011

8–8:30 a.m.: Opening Remarks
8:30–9:10 a.m.: Geir Evensen, Statoil Research Centre; The Use of Ensemble Methods for History Matching
9:10–9:35 a.m.: Behnam Jafarpour, Texas A&M University; Model Error Identification Using Sparsity-Based Inversion Techniques for Subsurface Characterization
9:35–10 a.m.: Guang Lin, Pacific Northwest National Laboratory; Uncertainty Quantification & Dynamic State Estimation of Power Grid System
10–10:30 a.m.: Break
10:30–10:55 a.m.: Xiao-Hui Wu, ExxonMobil; Multilevel Methods for Uncertainty Quantification - Opportunities and Challenges
10:55–11:20 a.m.: Hector Klie, ConocoPhillips Company; Dealing with Uncertainties and the Curse of Dimensionality in Closed-Loop Reservoir Management
11:20 a.m.–noon: George Biros, Georgia Institute of Technology; A Fast Algorithm for the Inverse Medium Problem with Multiple Sources
noon–1:30 p.m.: Lunch Break
1:30–2:10 p.m.: Nicholas Zabaras, Cornell University; Model Reduction of Stochastic Systems in Random Heterogeneous Media
2:10–2:35 p.m.: Stein Krogstad, SINTEF; Local POD-Based Multiscale Mixed FEMs for Model Reduction of Multiphase Compressible Flow
2:35–3 p.m.: Marko Maucec, Halliburton/Landmark Graphics Corporation; Towards Geology-Guided Quantitative Uncertainty Management in Dynamic Model Inversion
3–3:25 p.m.: Yuguang Chen, Chevron Energy Technology Company; Uncertainty Quantification for Subsurface Flow Problems Using Coarse-Scale Models
4–7 p.m.: Poster Session; George P. and Cynthia Woods Mitchell Institute for Fundamental Physics and Astronomy (MIST) Foyer
7:30–9:30 p.m.: Formal Dinner; The University Club; Rudder Tower

Day 2: Friday, February 25, 2011

8:30–9:10 a.m.: David Higdon, Los Alamos National Laboratory; Emulating the Nonlinear Matter Power Spectrum for the Universe
9:10–9:35 a.m.: Luis Tenorio, Colorado School of Mines; Data Analysis Tools for Uncertainty Quantification of Inverse Problems
9:35–10 a.m.: Bruce Fryxell, University of Michigan; Calibration and Prediction in a Radiative Shock Experiment
10–10:30 a.m.: Break
10:30–10:55 a.m.: Carsten Burstedde, University of Texas at Austin; Scalable Algorithms for Large-Scale Inverse Problems Under Uncertainty
10:55–11:20 a.m.: Eduardo Gildin, Texas A&M University; Model Order Reduction in Porous Media Flow
11:20–11:40 a.m.: Break
11:40 a.m.–12:05 p.m.: Faming Liang, Texas A&M University; A Dynamically Weight Particle Filter for Sea Surface Temperature Prediction
12:05–12:30 p.m.: Cornelia Kronsbein, Fraunhofer ITWM (Kaiserslautern, Germany); Multi-Level Monte Carlo for Multi-Scale Simulations of Flows in Heterogeneous Media
12:30–1 p.m.: Closing Remarks
After 1 p.m.: Finite Element Rodeo

Contact Information

If you have any questions concerning this workshop, email inverseuq@gmail.com.

Finite Element Rodeo

The finite element rodeo is an annual, informal conference on finite element methods that rotates between several universities in Texas and Louisiana. In the beginning, we ask for all those willing to speak to come forward. We will use this information to determine the length of the talks and arrange a schedule so that the total available time is then divided by the number of speakers. Usually, the time alloted per talk is 10–15 minutes. Talks by graduate students and postdocs are particularly encouraged.

The 2011 edition of the traditional finite element rodeo will be held at Texas A&M on February 25–26 starting at 1.pm. the 25th. Registration starts at noon, and all participants need to be registered before 12:45 p.m.

More information can be found by visiting http://www.math.tamu.edu/~bonito/Workshops/2011_FEMRodeo/femrodeo_2011.php.

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