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VERSION:2.0
PRODID:icalendar-ruby
CALSCALE:GREGORIAN
X-WR-CALNAME:Rare and Extreme Events in PDE Systems Involving Random Parame
 ters
X-WR-TIMEZONE:Eastern Time (US & Canada)
BEGIN:VEVENT
DTSTAMP:20260520T165955Z
UID:tag:localist.com\,2008:EventInstance_47853642228800
DTSTART:20241024T180000Z
DTEND:20241024T190000Z
DESCRIPTION:Widely Applied Mathematics presents...\n\n"Rare and Extreme Eve
 nts in PDE Systems Involving Random Parameters"\nProfessor Georg Stadler\,
  New York University's Courant Institute of Mathematical Sciences\n\nThurs
 day\, October 24\n2:00 - 3:00pm\nMaxwell Dworkin G115\n\n \n\nAbstract: Es
 timation of tail probabilities in systems that involve uncertain parameter
 s or white noise forcing is important when these unlikely events have seve
 re consequences. Examples of such events are hurricanes\, energy grid blac
 kouts or failure of engineered systems. After illustrating the challenges 
 of estimating rare event probabilities\, I will show a connection between 
 extreme event probability estimation and PDE-constrained optimization that
  is made precise by large deviation theory. The approach leads to practica
 l methods to estimate small probabilities\, and a novel class of challengi
 ng\, large-scale constrained optimization problems. I will show examples g
 overned by the shallow water and the Navier Stokes equations. Time permitt
 ing\, I will also show recent results on Bayesian inference in large-scale
  geodynamics models and highlight some mathematical challenges in this est
 imation.\n\n\nShort Bio: Georg Stadler is a professor of Mathematics and C
 omputer Science at New York University's Courant Institute of Mathematical
  Sciences.  His research is in Bayesian inverse problems and uncertainty q
 uantification\, PDE-constrained optimization under uncertainty\, parallel 
 PDE solvers\, and extreme event estimation. This research is often driven 
 by real world applications\, primarily in geoscience\, climate\, and plasm
 a physics.  Before joining the Courant Institute in 2014\, he was a resear
 ch scientist and postdoc at the Oden Institute\, which is part of UT Austi
 n. He obtained a PhD in Mathematics from the University of Graz (Austria) 
 under supervision of Karl Kunisch. His research is supported by NSF\, ONR\
 , DOE and the Simons Foundation.  He has obtained multiple research recogn
 itions\, including the Gordon Bell Award (2015)\, the Springer CSE prize (
 2011) and the SIAM CSE Best Paper Award (2019).
GEO:42.378796;-71.117354
LOCATION:Maxwell Dworkin\, MD G115
SUMMARY:Rare and Extreme Events in PDE Systems Involving Random Parameters
URL;VALUE=URI:https://events.seas.harvard.edu/event/rare-and-extreme-events
 -in-pde-systems-involving-random-parameters
CATEGORIES:Colloquia / Seminar / Lecture
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