Tim Sullivan

Optimal Uncertainty Quantification

Optimal Uncertainty Quantification in SIAM Review

The 2013 Q2 issue of SIAM Review will carry an article by Houman Owhadi, Clint Scovel, Mike McKerns, Michael Ortiz and myself on the optimization approaches to uncertainty quantification in the presence of infinite-dimensional epistemic uncertainties about the probability measures and response functions of interest.

We present both a mathematical framework for the reduction of such infinite-dimensional problems to finite-dimensional effective feasible sets, and apply the methods to practical examples arising in hypervelocity impact and seismic safety certification.

H. Owhadi, C. Scovel, T. J. Sullivan, M. McKerns & M. Ortiz. “Optimal Uncertainty Quantification.” SIAM Review 55(2):271–345, 2013. doi:10.1137/10080782X

Published on Monday 10 June 2013 at 20:00 UTC #publication #siam-review