Colloquium: “Computing with Uncertainty,” with Alexandre Chorin, University of California, Berkeley — March 25

The Department of Mathematics is hosting a colloquium featuring Alexandre Chorin, University of California, Berkeley. Time: 4:10 – 5 p.m.  Date: Tuesday, March 25 Location:1360 East Hall (530 Church St.)

Title: Computing with Uncertainty

Abstract: There are many problems in science and engineering where one needs to estimate the solution of uncertain equations with uncertain or incomplete data. I will present examples, in particular, the estimation of model parameters from noisy data (as in the modeling of diffusion), inference from stochastic differential equations supplemented by a stream of random data (as in economic or weather prediction), and the solution of differential equations with random data (as in uncertainty quantification and statistical mechanics). I will discuss why predictions fail and the conditions under which such problems can be solved in principle and in practice. I will not assume any previous familiarity with this class of problems.

Bio: Alexandre Chorin is a University Professor at the University of California, a Professor of Mathematics at the University of California, Berkeley, and a Senior Scientist at the Lawrence Berkeley National Laboratory. He is known for his seminal work in computational fluid mechanics, statistical mechanics, and turbulence theory, which has stimulated important developments across the spectrum from practical engineering applications to convegence theory for numerical methods. In computational fluid dynamics he is responsible for introducing the Projection Method and the Vortex Method; these methods and their descendants have had a huge impact on numerous applied fields, including biomedical fluid dynamics and combustion, among others. Chorin’s most recent work goes by the name of “optimal prediction”, an entirely new statistical approach to the problem of underresolved computation.