101-0190-08L  Uncertainty Quantification and Data Analysis in Applied Sciences

SemesterFrühjahrssemester 2020
DozierendeE. Chatzi, P. Koumoutsakos, S. Marelli, V. Ntertimanis, K. Papadimitriou
Periodizitätjährlich wiederkehrende Veranstaltung
LehrspracheEnglisch
KommentarThe course should be open to doctoral students from within ETH and UZH who work in the field of Computational Science. External graduate students and other auditors will be allowed by permission of the instructors.



Lehrveranstaltungen

NummerTitelUmfangDozierende
101-0190-08 GUncertainty Quantification and Data Analysis in Applied Sciences
Block course:
Mon 27 Apr - Fr 8 May (no class on Fr 1 May).
54s Std.
27.04. - 08.05.10-17ML H 37.1 »
E. Chatzi, P. Koumoutsakos, S. Marelli, V. Ntertimanis, K. Papadimitriou

Katalogdaten

KurzbeschreibungThe course presents fundamental concepts and advanced methodologies for handling and interpreting data in relation with models. It elaborates on methods and tools for identifying, quantifying and propagating uncertainty through models of systems with applications in various fields of Engineering and Applied science.
LernzielThe course is offered as part of the Computational Science Zurich (CSZ) (http://www.zhcs.ch/) graduate program, a joint initiative between ETH Zürich and University of Zürich. This CSZ Block Course aims at providing a graduate level introduction into probabilistic modeling and identification of engineering systems.
Along with fundamentals of probabilistic and dynamic system analysis, advanced methods and tools will be introduced for surrogate and reduced order models, sensitivity and failure analysis, parallel processing, uncertainty quantification and propagation, system identification, nonlinear and non-stationary system analysis.
InhaltThe topics to be covered are in three broad categories, with a detailed outline available online (see Learning Materials).
Track 1: Uncertainty Quantification and Rare Event Estimation in Engineering, offered by the Chair of Risk, Safety and Uncertainty Quantification, ETH Zurich (18 hours)
Lecturers: Prof. Dr. Bruno Sudret, Dr. Stefano Marelli
Track 2: Bayesian Inference and Uncertainty Propagation, offered the by the System Dynamics Laboratory, University of Thessaly, and the Chair of Computational Science, ETH Zurich (18 hours)
Lecturers: Prof. Dr. Costas Papadimitriou, Dr. Georgios Arampatzis, Prof. Dr. Petros Koumoutsakos
Track 3: Data-driven Identification and Simulation of Dynamic Systems, offered the by the Chair of Structural Mechanics, ETH Zurich (18 hours)
Lecturers: Prof. Dr. Eleni Chatzi, Dr. Vasilis Dertimanis
The lectures will be complemented via a comprehensive series of interactive Tutorials will take place.
SkriptThe course script is composed by the lecture slides, which will be continuously updated throughout the duration of the course on the CSZ website.
LiteraturSuggested Reading:
Track 2 : E.T. Jaynes: Probability Theory: The logic of Science
Track 3: T. Söderström and P. Stoica: System Identification, Prentice Hall International, Link see Learning Materials.
Xiu, D. (2010) Numerical methods for stochastic computations - A spectral method approach, Princeton University press.
Smith, R. (2014) Uncertainty Quantification: Theory, Implementation and Applications SIAM Computational Science and Engineering,
Lemaire, M. (2009) Structural reliability, Wiley.
Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M. & Tarantola, S. (2008) Global Sensitivity Analysis - The Primer, Wiley.
Voraussetzungen / BesonderesIntroductory course on probability theory
Fair command on Matlab

Leistungskontrolle

Information zur Leistungskontrolle (gültig bis die Lerneinheit neu gelesen wird)
Leistungskontrolle als Semesterkurs
ECTS Kreditpunkte3 KP
PrüfendeE. Chatzi, P. Koumoutsakos, S. Marelli, V. Ntertimanis, K. Papadimitriou
Formunbenotete Semesterleistung
PrüfungsspracheEnglisch
RepetitionRepetition nur nach erneuter Belegung der Lerneinheit möglich.

Lernmaterialien

 
HauptlinkTrack 1 - 3: Topics covered
LiteraturTrack 3: T. Söderström and P. Stoica: System Identification, Prentice Hall International
Es werden nur die öffentlichen Lernmaterialien aufgeführt.

Gruppen

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Einschränkungen

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StudiengangBereichTyp
Doktorat Departement Bau, Umwelt und GeomatikWeitere AusbildungsangeboteWInformation
Doktorat Departement Maschinenbau und VerfahrenstechnikLehrangebot Doktorat und PostdoktoratWInformation