101-0190-08L Uncertainty Quantification and Data Analysis in Applied Sciences
| Semester | Frühjahrssemester 2018 |
| Dozierende | E. Chatzi, P. Chatzidoukas, P. Koumoutsakos, S. Marelli, V. Ntertimanis, K. Papadimitriou, B. Sudret |
| Periodizität | jährlich wiederkehrende Veranstaltung |
| Lehrsprache | Englisch |
| Kommentar | The 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
| Nummer | Titel | Umfang | Dozierende | |||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 101-0190-08 G | Uncertainty Quantification and Data Analysis in Applied Sciences Block course: 19.03.2018-29.03.2018 (10h-17h) | 54s Std. |
| E. Chatzi, P. Chatzidoukas, P. Koumoutsakos, S. Marelli, V. Ntertimanis, K. Papadimitriou, B. Sudret |
Katalogdaten
| Kurzbeschreibung | 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. |
| Lernziel | The 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. |
| Inhalt | 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 (20 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 (20 hours) Lecturers: Prof. Dr. Costas Papadimitriou, Dr. Panagiotis Hadjidoukas, Prof. Dr. Petros Koumoutsakos Track 3: Data-driven Identification and Simulation of Dynamic Systems, offered the by the Chair of Structural Mechanics, ETH Zurich (20 hours) Lecturers: Prof. Dr. Eleni Chatzi, Dr. Vasilis Dertimanis. The lectures will be complemented via a comprehensive series of interactive Tutorials will take place. |
| Skript | The course script is composed by the lecture slides, which will be continuously updated throughout the duration of the course on the CSZ website. |
| Literatur | Suggested 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 / Besonderes | Introductory course on probability theory Fair command on Matlab |
Leistungskontrolle
| Information zur Leistungskontrolle (gültig bis die Lerneinheit neu gelesen wird) | |
Leistungskontrolle als Semesterkurs | |
| ECTS Kreditpunkte | 3 KP |
| Prüfende | E. Chatzi, P. Chatzidoukas, P. Koumoutsakos, S. Marelli, V. Ntertimanis, K. Papadimitriou, B. Sudret |
| Form | unbenotete Semesterleistung |
| Prüfungssprache | Englisch |
| Repetition | Repetition nur nach erneuter Belegung der Lerneinheit möglich. |
Lernmaterialien
| Hauptlink | Track 1 - 3: Topics covered |
| Literatur | Track 3: T. Söderström and P. Stoica: System Identification, Prentice Hall International |
| Es werden nur die öffentlichen Lernmaterialien aufgeführt. | |
Gruppen
| Keine Informationen zu Gruppen vorhanden. |
Einschränkungen
| Keine zusätzlichen Belegungseinschränkungen vorhanden. |
Angeboten in
| Studiengang | Bereich | Typ | |
|---|---|---|---|
| Doktorat Departement Bau, Umwelt und Geomatik | Weitere Ausbildungsangebote | W |  |
| Doktorat Departement Maschinenbau und Verfahrenstechnik | Lehrangebot Doktorat und Postdoktorat | W | |