{"id":37,"date":"2017-11-18T10:45:30","date_gmt":"2017-11-18T10:45:30","guid":{"rendered":"http:\/\/blog.metu.edu.tr\/yucelh\/?page_id=37"},"modified":"2018-01-11T14:11:40","modified_gmt":"2018-01-11T14:11:40","slug":"uncertainty-quantification","status":"publish","type":"page","link":"https:\/\/blog.metu.edu.tr\/yucelh\/uncertainty-quantification\/","title":{"rendered":"Uncertainty Quantification"},"content":{"rendered":"<p style=\"text-align: justify\"><strong>Welcome<\/strong> to the Uncertainty Quantification Group, in the Institute of Applied Mathematics at METU.<\/p>\n<p style=\"text-align: justify\">Uncertainty quantification (UQ) is a modern inter-disciplinary science that cuts across traditional research groups and combines statistics, numerical analysis and computational applied mathematics. When we attempt to simulate complex real-world phenomena, e.g., fluid dynamics, climate science, chemically reacting systems, oil field research, the price of stock pricing, using mathematical and computer models, there is almost always uncertainty in our predictions. The idea of uncertainty quantification (UQ), i.e. quantifying the effects of uncertainty on the result of a computation, has attracted much interest in the last few years. The objective is usually that of propagating quantitative information on the data through a computation to the solution. Our research focuses on advancing fundamental computational methodology for UQ and statistical inference in complex physical systems.<\/p>\n<p>The aim of this research group is to answer the following core questions?<\/p>\n<ul>\n<li>How to quantify confidence in computational predictions?<\/li>\n<li>How to build or refine models of complex physical processes from indirect and limited observations?<\/li>\n<li>What information is needed to drive inference, design, and control?<\/li>\n<\/ul>\n<p style=\"text-align: justify\">Therefore, we run regular study groups <strong>every Thursday from 15:40 to 17:30\u00a0 at S212<\/strong> (If not specified before). In the study groups, we\u00a0 follow the book titled &#8220;An Introduction to Computational Stochastic PDEs&#8221; by G. J. Lord, C. E. Powell and T. Shardlow. See the <a href=\"http:\/\/www.macs.hw.ac.uk\/~gabriel\/ICSPDE.html\" target=\"_blank\" rel=\"noopener\">webpage of the book<\/a>.<\/p>\n<p>If you are interested in uncertainty quantification, or for any other comments or questions, please feel free to contact me at yucelh[at]metu.edu.tr. We are always looking for motivated and talented\u00a0 research members.<\/p>\n<p>The schedule of meeting is as follows:<\/p>\n<table>\n<tbody>\n<tr>\n<td style=\"text-align: left\"><strong>Date<\/strong><\/td>\n<td style=\"text-align: left\"><strong>Speaker<\/strong><\/td>\n<td style=\"text-align: left\"><strong>Topics<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: left\">November 16<\/td>\n<td style=\"text-align: left\">Emre Akdogan<\/td>\n<td style=\"text-align: left\">Probability spaces and random variables<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: left\">November 20<\/td>\n<td style=\"text-align: left\">Abdulwahab Animoku<\/td>\n<td style=\"text-align: left\">Correlation and independence<br \/>\nExamples of Rd-valued random variables<br \/>\nHilbert space-valued random variables<br \/>\nConvergence of random variables<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: left\">November 30<\/td>\n<td style=\"text-align: left\">\u00d6zen\u00e7 Murat Mert<\/td>\n<td style=\"text-align: left\">Sums of random variables<br \/>\nEstimating the mean and variance of a random variable<br \/>\nApproximating multivariate Gaussian random variables<br \/>\nRandom number generation(all section)<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: left\">December 07<\/td>\n<td style=\"text-align: left\">Rahym Salamov<\/td>\n<td style=\"text-align: left\">Introduction and Brownian motion<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: left\">December 07<\/td>\n<td style=\"text-align: left\">Eda Oktay<\/td>\n<td style=\"text-align: left\">Gaussian processes and the covariance function<br \/>\nBrownian Bridge, Fraction Brownian motion<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: left\">December 14<\/td>\n<td style=\"text-align: left\">Hamdullah Y\u00fccel<\/td>\n<td style=\"text-align: left\">White and coloured noise<br \/>\nKarhunen\u2013Lo\u00e8ve expansion<br \/>\nRegularity of stochastic processes<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: left\">December 28<\/td>\n<td style=\"text-align: left\">Pelin \u00c7ilo\u011flu<\/td>\n<td style=\"text-align: left\">Finite Element Method in 1D, <a href=\"http:\/\/users.metu.edu.tr\/yucelh\/1D FEM Matlab Code.rar\" target=\"_blank\" rel=\"noopener\">Matlab Codes<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: left\">January 4<\/td>\n<td style=\"text-align: left\">Etkin Hasg\u00fcl<\/td>\n<td style=\"text-align: left\">Stochastic\u00a0 ODE, Ito Integral,<br \/>\nNumerical Methods for Ito Integral<br \/>\nStratonovich Integral<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: left\">January 11<\/td>\n<td style=\"text-align: left\">Cansu Evcin<\/td>\n<td style=\"text-align: left\">Finite Element Method in 1D with Mixed BC, <a href=\"http:\/\/users.metu.edu.tr\/yucelh\/FEM1D_Mixed.zip\" target=\"_blank\" rel=\"noopener\">Matlab Codes<\/a><\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: left\">January 18<\/td>\n<td style=\"text-align: left\">Alp \u00dcreten<\/td>\n<td style=\"text-align: left\">Elliptic PDEs with Random Data<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"<p>Welcome to the Uncertainty Quantification Group, in the Institute of Applied Mathematics at METU. Uncertainty quantification (UQ) is a modern inter-disciplinary science that cuts across traditional research groups and combines statistics, numerical analysis and computational applied mathematics. When we attempt to simulate complex real-world phenomena, e.g., fluid dynamics, climate science, &#8230;<\/p>\n","protected":false},"author":5177,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":"","_links_to":"","_links_to_target":""},"class_list":["post-37","page","type-page","status-publish","hentry","column","twocol"],"_links":{"self":[{"href":"https:\/\/blog.metu.edu.tr\/yucelh\/wp-json\/wp\/v2\/pages\/37","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.metu.edu.tr\/yucelh\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/blog.metu.edu.tr\/yucelh\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/yucelh\/wp-json\/wp\/v2\/users\/5177"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/yucelh\/wp-json\/wp\/v2\/comments?post=37"}],"version-history":[{"count":0,"href":"https:\/\/blog.metu.edu.tr\/yucelh\/wp-json\/wp\/v2\/pages\/37\/revisions"}],"wp:attachment":[{"href":"https:\/\/blog.metu.edu.tr\/yucelh\/wp-json\/wp\/v2\/media?parent=37"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}