101-0190-08L Uncertainty Quantification and Data Analysis in Applied Sciences
|Semester||Spring Semester 2022|
|Lecturers||E. Chatzi, P. Koumoutsakos, S. Marelli, V. Ntertimanis, K. Papadimitriou|
|Periodicity||two-yearly recurring course|
|Language of instruction||English|
|Comment||The is 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.|
|101-0190-08 G||Uncertainty Quantification and Data Analysis in Applied Sciences|
Block course: May 9-20, 2022, whereof May 12-16 will be entirely virtual,
The lecturers will communicate the exact lesson times of ONLINE courses.
|E. Chatzi, P. Koumoutsakos, S. Marelli, V. Ntertimanis, K. Papadimitriou|
|Abstract||The 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.|
|Objective||This 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.
|Content||The 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.
|Lecture notes||The course script is composed by the lecture slides, which will be continuously updated throughout the duration of the course on the CSZ website.|
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.
|Prerequisites / Notice||Introductory course on probability theory|
Fair command on Matlab
|Performance assessment information (valid until the course unit is held again)|
|Performance assessment as a semester course|
|ECTS credits||3 credits|
|Examiners||E. Chatzi, P. Koumoutsakos, S. Marelli, V. Ntertimanis, K. Papadimitriou|
|Type||ungraded semester performance|
|Language of examination||English|
|Repetition||Repetition only possible after re-enrolling for the course unit.|
|Moodle course||Moodle-Kurs / Moodle course|
|Literature||Track 3: T. Söderström and P. Stoica: System Identification, Prentice Hall International|
|Only public learning materials are listed.|
|No information on groups available.|
|There are no additional restrictions for the registration.|
|Doctorate Civil, Environmental and Geomatic Engineering||Subject Specialisation||W|
|Doctorate Mechanical and Process Engineering||Subject Specialisation||W|