BEGIN:VCALENDAR
VERSION:2.0
METHOD:PUBLISH
CALSCALE:GREGORIAN
PRODID:-//WordPress - MECv7.33.0//EN
X-ORIGINAL-URL:https://dcn.nat.fau.eu/
X-WR-CALNAME:
X-WR-CALDESC:FAU DCN-AvH. Chair for Dynamics, Control, Machine Learning and Numerics -Alexander von Humboldt Professorship
X-WR-TIMEZONE:Europe/Berlin
BEGIN:VTIMEZONE
TZID:Europe/Berlin
X-LIC-LOCATION:Europe/Berlin
BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:20260329T030000
RRULE:FREQ=YEARLY;BYMONTH=03;BYDAY=-1SU
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:20261025T020000
RRULE:FREQ=YEARLY;BYMONTH=10;BYDAY=4SU
END:STANDARD
END:VTIMEZONE
REFRESH-INTERVAL;VALUE=DURATION:PT1H
X-PUBLISHED-TTL:PT1H
X-MS-OLK-FORCEINSPECTOROPEN:TRUE
BEGIN:VEVENT
CLASS:PUBLIC
UID:MEC-8417b4b7a64929b9e6dea71c8c247959@dcn.nat.fau.eu
DTSTART;TZID=Europe/Berlin:20211201T160000
DTEND;TZID=Europe/Berlin:20211201T170000
DTSTAMP:20211025T155114Z
CREATED:20211025
LAST-MODIFIED:20220117
PRIORITY:5
SEQUENCE:0
TRANSP:OPAQUE
SUMMARY:Estimation of extreme event probabilities in systems governed by PDEs
DESCRIPTION:Speaker: Prof. Dr. Georg Stadler\nAffiliation: Courant Institute of Mathematical Sciences, New York University (USA)\nOrganized by: FAU DCN-AvH, Chair for Dynamics, Control and Numerics – Alexander von Humboldt Professorship at FAU Erlangen-Nürnberg (Germany)\nZoom meeting link\nMeeting ID: 688 5113 6725 | PIN: 014980\nAbstract. We propose methods for the estimation of extreme event probabilities in complex systems governed by PDEs. Our approach is guided by ideas from large deviation theory (LDT) and borrows methods from PDE-constrained optimization. The systems under consideration involve random parameters and we are interested in quantifying the probability that a scalar quantity of interest is at or above a threshold. The proposed methods initially solve an optimization problem over the set of parameters leading to the extreme event. Based on solutions of this PDE-constrained optimization problem, we propose (1) an importance sampling method and (2) a method that uses curvature information of the extreme event boundary to estimate small probabilities. We illustrate the application of our approach to quantify the probability of extreme tsunami events on shore, which results in a PDE constrained optimization problem governed by the shallow water equations. We study the role of the nonlinearity in the equations for observing large tsunamis and dominant mechanisms leading to large tsunamis on shore. This is joint work with Shanyin Tong and Eric Vanden-Eijnden from NYU.\nThis event on LinkedIn\n
URL:https://dcn.nat.fau.eu/events/estimation-of-extreme-event-probabilities-in-systems-governed-by-pdes/
CATEGORIES:FAU DCN-AvH Seminar,Seminar/Talk
ATTACH;FMTTYPE=image/png:https://dcn.nat.fau.eu/wp-content/uploads/FAUDCNSeminar-gStadler-01dic2021.png
END:VEVENT
END:VCALENDAR