Modeling and Numerical Methods for Uncertainty Quantification MNMUQ 2014

Mon, 17 Mar 2014 00:00:00 CET
Modélisation et Méthodes Numériques pour la Quantification des Incertitudes / Modellierung und Numerische Methoden zur Quantifizierung von Ungewissheiten


French-German Summer School
Ecole Thématique CNRS


September 1-5, 2014


IGeSA Center, rue de la Douane, Porquerolles Island, France


Jean-Marc Bourinet, IFMA, Clermont-Ferrand, France
Carsten Proppe, KIT, Karlsruhe, Germany


MNMUQ 2014 Summer School has now ended. The audience was composed of 12 lecturers and 65 participants coming from 16 countries.

We would like to thank all the lecturers and attendees for their participation to this summer school.

A big thank you also to all our sponsors which allowed us to offer all our attendees such an excellent opportunity to learn and discuss about advanced methods for uncertainty quantification: the French-German University (UFA/DFH), CNRS, Association Française de Mécanique (AFM), Institut Pascal and Ecole Doctorale Sciences Pour l'Ingénieur (ED SPI) from Clermont Ferrand.

The organizers, Jean-Marc Bourinet and Carsten Proppe.

Scope and objectives

Uncertainties play a central role in many engineering systems and physical phenomena. Quantifying the impact of these uncertainties on responses of interest has become an active field of research over the past few years in many disciplines such as structural mechanics, material science, fluid dynamics, geophysics, electromagnetics, telecommunication networks, chemistry, ...

The main objective of this summer school is to address the important mathematical concepts of uncertainty quantification and the related computational / algorithmic challenges arising in these numerous engineering and science disciplines. A specific focus will be placed on:

  • reliability assessment by simulation methods in the context of rare events,
  • construction of surrogate models ( a.k.a. metamodels ) for expensive-to-evaluate computational models, application to reliability assessment and global sensitivity analysis,
  • spectral methods with the emphasis placed on low rank approximations and reduced basis methods.

Participants will receive an overview of the most recent numerical techniques for uncertainty quantification and will be provided with illustrations of their use in various fields of application. This summer school will gather young researchers, leading scientists and engineers, and will offer this audience a perfect place to exchange ideas and develop cross-disciplinary discussions.

Main topics addressed by the summer school
  • Reliability assessment by simulation methods ( variance reduction, importance sampling, Markov Chain Monte Carlo, Monte Carlo splitting and subset simulation ).
  • Surrogate models ( Kriging, SVM, polynomial chaos, applications to reliability assessment and global sensitivity analysis ).
  • Spectral methods, low rank approximations, reduced basis methods, PGD.
  • Stochastic inverse problems, identification by Bayesian methods.
  • Stochastic multi-scale analysis.
  • HPC for stochastic analysis.
  • Robust optimization.
  • Decision under uncertainty.
Targeted audience

This summer school is mostly aimed at young researchers ( PhD students and postdocs ) starting their research in stochastic approaches. It also targets researchers and engineers interested in the development and the implementation of methods for uncertainty quantification.

As a prerequisite, the candidates are expected to have a basic to good knowledge of numerical linear algebra, numerical methods for PDE, probability and statistics. 


All courses will be given in English.

  • Zdravko Botev, University of New South Wales, Australia
  • Jean-Marc Bourinet, IFMA Clermont Ferrand, France
  • Vincent Heuveline, Heidelberg University, Germany
  • Bertrand Iooss, EdF R&D Chatou, France
  • Phaedon-Stelios Koutsourelakis, TU Munich, Germany
  • Rodolphe Le Riche, EMSE Saint-Etienne, France
  • Hermann Matthies, TU Braunschweig, Germany
  • Anthony Nouy, Ecole Centrale de Nantes, France
  • Carsten Proppe, KIT Karlsruhe, Germany
  • Daniel Straub, TU Munich, Germany
  • Bruno Sudret, ETH Zurich, Switzerland
  • Bruno Tuffin, INRIA Rennes, France

Université Franco-Allemande (UFA) / Deutsch-Französische Hochschule (DFH) CNRS


Association française de mécanique (AFM)   Institut Pascal Ecole Doctorale des Sciences Pour l’Ingénieur Clermont Ferrand





 Jean-Marc Bourinet / Carsten Proppe Jean-Marc Bourinet / Carsten Proppe
Tel. +33 4 73 28 81 16 / +49 721 608-46822