Recent Advances on multi-fidelity algorithms for uncertainty quantification
报告题目(Title)：Recent Advances on multi-fidelity algorithms for uncertainty quantification
报告人(Speaker)：Xueyu Zhu (University of Iowa)
地点(Place)：后主楼1124室
时间(Time)：2019年6月5日下午3:00-4:00
邀请人(Inviter)：张辉
报告摘要
We present an overview of the recent developments of multi-fidelity algorithms for uncertainty quantification problems. The method combines the computational efficiency of low-fidelity models with high accuracy of high- fidelity models. We shall illustrate the advantages of the method via a set of more comprehensive benchmark examples. Both the mathematical justification and numerical implementation are discussed. The method is able to produce accurate estimates of the solution moments using a very small number of expensive high-fidelity simulations. Various numerical tests in different applications fields are provided to demonstrate the performance of the method.
