Mathematics

Uncertainty quantification (UQ) is a scientific field that supports decision-making using computational models which involve uncertainties. After a short introduction to the field, the talk will focus on UQ algorithms for multiscale models. A semi-intrusive UQ method will be presented together with the results of its application to a 2D multiscale in-stent restenosis model. Then, an application of sensitivity analysis for efficient UQ for multiscale models will be discussed. Thus, in the proposed algorithm, sensitivity analysis is applied to a computationally cheap single scale model in order to reduce the dimensionality of the multiscale model input. Some results from the study on inverse UQ for multiscale models will be shown at the end of the talk.