Petros Koumoutsakos: Katalogdaten im Frühjahrssemester 2021

NameHerr Prof. Dr. Petros Koumoutsakos
LehrgebietComputational Science
Adresse
Professur f. Computational Science
ETH Zürich, CLT F 12
Clausiusstrasse 33
8092 Zürich
SWITZERLAND
Telefon+41 44 632 52 58
E-Mailpetros@ethz.ch
URLhttp://www.cse-lab.ethz.ch/index.php?&option=com_content&view=article&id=100&catid=38
DepartementMaschinenbau und Verfahrenstechnik
BeziehungOrdentlicher Professor

NummerTitelECTSUmfangDozierende
101-0190-08LUncertainty Quantification and Data Analysis in Applied Sciences
Findet dieses Semester nicht statt.
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.
3 KP4GE. Chatzi, P. Koumoutsakos
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
151-0116-00LHigh Performance Computing for Science and Engineering (HPCSE) for CSE Information 7 KP4G + 2PP. Koumoutsakos, S. M. Martin
KurzbeschreibungThis course focuses on programming methods and tools for parallel computing on multi and many-core architectures. Emphasis will be placed on practical and computational aspects of Bayesian Uncertainty Quantification and Machine Learning including the implementation of these algorithms on HPC architectures.
LernzielThe course will teach
- programming models and tools for multi and many-core architectures
- fundamental concepts of Uncertainty Quantification and Propagation (UQ+P) for computational models of systems in Engineering and Life Sciences.
- fundamentals of Deep Learning
InhaltHigh Performance Computing:
- Advanced topics in shared-memory programming
- Advanced topics in MPI
- GPU architectures and CUDA programming

Uncertainty Quantification:
- Uncertainty quantification under parametric and non-parametric modeling uncertainty
- Bayesian inference with model class assessment
- Markov Chain Monte Carlo simulation

Machine Learning
- Deep Neural Networks and Stochastic Gradient Descent
- Deep Neural Networks for Data Compression (Autoencoders)
- Recurrent Neural Networks
Skripthttps://www.cse-lab.ethz.ch/teaching/hpcse-ii_fs21/
Class notes, handouts
Literatur- Class notes
- Introduction to High Performance Computing for Scientists and Engineers, G. Hager and G. Wellein
- CUDA by example, J. Sanders and E. Kandrot
- Data Analysis: A Bayesian Tutorial, D. Sivia and J. Skilling
- An introduction to Bayesian Analysis - Theory and Methods, J. Gosh, N. Delampady and S. Tapas
- Bayesian Data Analysis, A. Gelman, J. Carlin, H. Stern, D. Dunson, A. Vehtari and D. Rubin
- Machine Learning: A Bayesian and Optimization Perspective, S. Theodorides
Voraussetzungen / BesonderesAttendance of HPCSE I
151-0116-10LHigh Performance Computing for Science and Engineering (HPCSE) for Engineers II Information 4 KP4GP. Koumoutsakos, S. M. Martin
KurzbeschreibungThis course focuses on programming methods and tools for parallel computing on multi and many-core architectures. Emphasis will be placed on practical and computational aspects of Uncertainty Quantification and Propagation including the implementation of relevant algorithms on HPC architectures.
LernzielThe course will teach
- programming models and tools for multi and many-core architectures
- fundamental concepts of Uncertainty Quantification and Propagation (UQ+P) for computational models of systems in Engineering and Life Sciences
InhaltHigh Performance Computing:
- Advanced topics in shared-memory programming
- Advanced topics in MPI
- GPU architectures and CUDA programming

Uncertainty Quantification:
- Uncertainty quantification under parametric and non-parametric modeling uncertainty
- Bayesian inference with model class assessment
- Markov Chain Monte Carlo simulation
Skripthttps://www.cse-lab.ethz.ch/teaching/hpcse-ii_fs21/
Class notes, handouts
Literatur- Class notes
- Introduction to High Performance Computing for Scientists and Engineers, G. Hager and G. Wellein
- CUDA by example, J. Sanders and E. Kandrot
- Data Analysis: A Bayesian Tutorial, D. Sivia and J. Skilling
- An introduction to Bayesian Analysis - Theory and Methods, J. Gosh, N. Delampady and S. Tapas
- Bayesian Data Analysis, A. Gelman, J. Carlin, H. Stern, D. Dunson, A. Vehtari and D. Rubin
- Machine Learning: A Bayesian and Optimization Perspective, S. Theodorides
Voraussetzungen / BesonderesStudents must be familiar with the content of High Performance Computing for Science and Engineering I (151-0107-20L)