Abstract:  

Uncertainty quantification (UQ) has been a hot research topic recently. UQ has a variety of applications, including hydrology, fluid mechanics, data assimilation, and weather forecasting.  Among others, high order numerical methods have become one of the most important tools for UQ; and the relevant computational techniques and their mathematical theory have attracted great attention in recent years. This talk will present a brief introduction to some recent developments on high order algorithms for both forward UQ and inverse UQ.

About the speaker

Tao Zhou is currently an Associate Professor in Chinese Academy of Sciences. Before joining CAS, he was a postdoc fellow in EPFL in Switzerland during 2011-2012. Dr. Zhou’s research interests include Uncertainty Quantification (UQ), Parallel-in-Time Algorithms, Spectral Methods and Stochastic Optimal Control. He has published more than 50 papers in top international journals such as SIAM Review, SINUM and JCP. He was a recipient of the NSFC Career Award for Excellent Young Scholars (2018) and CSIAM Excellent Young Scholar Prize (2016). Dr. Zhou serves as Associate Editors for many international journals, such as SIAM Journal on Scientific Computing (SISC) and Communications in Computational Physics (CiCP). He also serves as the Associate Editor-in-Chief of International Journal for UQ. Since 2018, he has been the Chief Scientist of Science Challenge Project on UQ supported by State Administration of Science, Technology and Industry for National Defense.

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This is a joint Math Department-ICM Colloquium lecture.