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

SemesterSpring Semester 2019
LecturersE. Chatzi, P. Koumoutsakos, B. Sudret
Periodicityyearly recurring course
CourseDoes not take place this semester.
Language of instructionEnglish
CommentThe 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.



Courses

NumberTitleHoursLecturers
101-0190-08 GUncertainty Quantification and Data Analysis in Applied Sciences
Does not take place this semester.
Block course:
Mon 27 Apr - Thu 30 April 2020
Mon 4 May - Fr 8 May 2020 (no class on 1 May)
(Room will be announced later on.)
54s hrsE. Chatzi, P. Koumoutsakos, B. Sudret

Catalogue data

AbstractThe 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.
ObjectiveThe 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.
ContentThe 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.
Lecture notesThe course script is composed by the lecture slides, which will be continuously updated throughout the duration of the course on the CSZ website.
LiteratureSuggested 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.
Prerequisites / NoticeIntroductory course on probability theory
Fair command on Matlab

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits3 credits
ExaminersE. Chatzi, P. Chatzidoukas, P. Koumoutsakos, S. Marelli, V. Ntertimanis, K. Papadimitriou, B. Sudret
Typeungraded semester performance
Language of examinationEnglish
RepetitionRepetition only possible after re-enrolling for the course unit.

Learning materials

 
Main linkTrack 1 - 3: Topics covered
LiteratureTrack 3: T. Söderström and P. Stoica: System Identification, Prentice Hall International
Only public learning materials are listed.

Groups

No information on groups available.

Restrictions

There are no additional restrictions for the registration.

Offered in

ProgrammeSectionType
Doctoral Department of Civil, Environmental and Geomatic EngineeringAdditional CoursesWInformation
Doctoral Department of Mechanical and Process EngineeringDoctoral and Post-Doctoral CoursesWInformation