Overview
Explore recent advancements in uncertainty quantification for kinetic equations with random inputs in this comprehensive lecture. Delve into the challenges posed by uncertainties arising from incomplete knowledge of microscopic interactions, boundary conditions, or initial data. Examine the curse of dimensionality and the development of efficient numerical methods to address these challenges. Gain insights into Monte Carlo methods, multi-fidelity approaches, and stochastic Galerkin particle methods, accompanied by a thorough literature review. This lecture, part of the Hausdorff Trimester Program on Kinetic Theory, offers a valuable overview of cutting-edge research in the field.
Syllabus
Lecture Lorenzo Pareschi: Uncertainty quantification for kinetic equations II
Taught by
Hausdorff Center for Mathematics