Seminar on Complex Model Exploration
Institut Henri Poincaré – 13 novembre 2015 - Amphithéâtre Darboux
Le site de l'IHP: Institut Henri Poincaré
The theme of complex model exploration encompasses various issues linked to the increasing dimensionality of numerical models, the uncertain nature of input parameters and output quantities of interest and (among others) the computational time required to run these models, implemented as so-called computer codes. The term “complexity” can have several meanings: the phenomenon that the model tries to represent accurately can be itself so complex that the interplay between input parameters is difficult to comprehend otherwise than by non-intrusive techniques (e.g., simulation) ; the time required to run the model can be extremely consuming ; model simplification (e.g., using sensitivity analysis) or reduction can be not straightforward. During this haf-day, a general view of those issues and the most recent solving means produced by both academic and industrial communities will be described.
The first talk, given by Dr. S. Lefebvre (ONERA), will explicitly treat this thematic, through industrial applications in aeronautics. The second talk, given by Pr. Y. Marzouk (MIT), remains in the same context but focuses on the specific issue of calibration in high-dimensional settings, using new techniques from optimal transportation that avoid the strong computational cost often needed to run algorithms. The talk will incorporate a short presentation of the Uncertainty Quantification Group at the MIT. The last talk, given by Pr. B. Tuffin (INRIA), will deal with exploration techniques based on clever designs of experiments, based on Quasi Monte Carlo approaches.
- 14h30 : Presentation of the half-day
- 14h45-15h15 : Sidonie Lefebvre (ONERA) : Some recent issues in numerical exploration of complex models: illustration in the case of objects' infrared or radar signature estimation (slides: slefebvre_13112015.pdf)
- 15h30-16h15 : Youssef Marzouk (MIT) : Accelerating Bayesian computation with transport maps (slides: marzouk.pdf)
- 16h30-17h15 : Bruno Tuffin (INRIA) : Rare event simulation applied to dependability analysis (slides: tuffin.pdf)
It must be noticed that, during the morning of the same day, the defense of the Ph.D thesis of Vincent Moutoussamy (Institut de Mathématique de Toulouse and EDF R&D) will take place at the IHP at 9h30. Deeply connected to the thematic of the afternoon, this work deals with the exploration of constrained (monotonic, convex, time-consuming) computer codes in the context of structural reliability.
Organizer: Nicolas Bousquet (EDF R&D) GdR MASCOT-NUM and IMT
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LOCATION:Institut Henri Poincaré 75005 Paris
OSMLOCATION:11 rue Pierre et Marie Curie, 75005 Paris