Final Program and Abstracts

2012 SIAM Conference on Uncertainty Quantification 1 Final Program and Abstracts This conference is being held in cooperation with the American Statistical Association (ASA), the Statistical and Applied Mathematical Sciences Institute (SAMSI), and the United States Association for Computational Mechanics (USACM). Sponsored by the SIAM Activity Group on Uncertainty Quantification (SIAG/UQ) The SIAM Activity Group on Uncertainty Quantification (SIAG/UQ) fosters activity and collaboration on all aspects of the effects of uncertainty and error on mathematical descriptions of real phenomena. It seeks to promote the development of theory and methods to describe quantitatively the origin, propagation, and interplay of different sources of error and uncertainty in analysis and predictions of the behavior of complex systems, including biological, chemical, engineering, financial, geophysical, physical and social/political systems. The SIAG/UQ serves to support interactions among mathematicians, statisticians, engineers, and scientists working in the interface of computation, analysis, statistics, and probability. Society for Industrial and Applied Mathematics 3600 Market Street, 6th Floor Philadelphia, PA 19104-2688 USA Telephone: +1-215-382-9800 Fax: +1-215-386-7999 Conference E-mail: [email protected] Conference Web: www.siam.org/meetings/ Membership and Customer Service: (800) 447-7426 (US & Canada) or +1-215-382-9800 (worldwide) www.siam.org/meetings/uq12 2 2012 SIAM Conference on Uncertainty Quantification Table of Contents Philip Stark Hotel Check-in University of California, Berkeley, USA and Check-out Times Christian Soize Program-at-a-Glance ......Fold out section Check-in time is 4:00 PM and check-out Université Paris-Est Marne-la-Vallée, France General Information ...............................2 time is 12:00 PM. Get-togethers ..........................................4 Dongbin Xiu Purdue University, USA Invited Plenary Presentations ...............8 Minitutorials ...........................................5 Child Care Poster Session ......................................11 SIAM Registration Desk For local child care options, please Program Schedule ................................10 The SIAM registration desk is located in contact the concierge at the Raleigh Abstracts ..............................................61 the Chancellor Room and Pre-Function Marriott City Center Hotel Speaker and Organizer Index ............143 Area. It is open during the following (+1-919-833-1120). Conference Budget .....Inside Back cover times: Hotel Meeting Room Map .....Back cover Sunday, April 1 5:00 PM - 8:00 PM Corporate Members and Affiliates SIAM corporate members provide Organizing Committee Co-Chairs Monday, April 2 their employees with knowledge about, Don Estep 7:00 AM - 5:00 PM access to, and contacts in the applied Colorado State University, USA mathematics and computational sciences Dave Higdon community through their membership Tuesday, April 3 Los Alamos National Laboratory, USA benefits. Corporate membership is more (ASA Representative) 7:45 AM - 5:00 PM than just a bundle of tangible products Habib Najm and services; it is an expression of Sandia National Laboratories, USA Wednesday, April 4 support for SIAM and its programs. SIAM is pleased to acknowledge its 7:45 AM - 5:00 PM Organizing Committee corporate members and sponsors. In recognition of their support, non- Susie Bayarri member attendees who are employed by University of Valencia, Spain Thursday, April 5 the following organizations are entitled 7:45 AM - 1:30 PM Jim Berger to the SIAM member registration rate. Duke University, USA Roger Ghanem University of Southern California, Los Angeles, Hotel Address Corporate Institutional USA (USACM Representative) Raleigh Marriott City Center Hotel Members Albert Gilg 500 Fayetteville Street The Aerospace Corporation Siemens, Germany Raleigh, North Carolina 27601 USA Air Force Office of Scientific Research Pierre Gremaud Statistical and Applied Mathematical Sciences Telephone: + 1-919-833-1120 AT&T Laboratories - Research Institute, USA (SAMSI Representative) Reservations: + 1-888-236-2427 Bechtel Marine Propulsion Laboratory Max Gunzburger Fax: +1- 919-833-8912 The Boeing Company Florida State University, USA CEA/DAM Gardar Johannesson Lawrence Livermore National Laboratory, USA Hotel Telephone Number DSTO- Defence Science and Laura Lurati To reach an attendee or to leave a Technology Organisation Boeing Inc., USA message, call + 1-919-833-1120. The Hewlett-Packard Youssef Marzouk hotel operator can either connect you IBM Corporation Massachusetts Institute of Technology, USA with the SIAM registration desk or to IDA Center for Communications the attendee’s room. Messages taken Anthony O’Hagan Research, La Jolla University of Sheffield, United Kingdom at the SIAM registration desk will be posted to the message board located in IDA Center for Communications Stephan Sain the registration area. Research, Princeton National Center for Atmospheric Research, USA 2012 SIAM Conference on Uncertainty Quantification 3 Institute for Defense Analyses, Center Leading the applied Fax: +1-215-386-7999 for Computing Sciences mathematics community . E-mail: [email protected] Lawrence Berkeley National Laboratory Join SIAM and save! Postal mail: Lockheed Martin Society for Industrial and Applied SIAM members save up to $130 on full Mathematics, Mathematical Sciences Research registration for the SIAM Conference Institute 3600 Market Street, 6th floor, on Uncertainty Quantification (UQ12)! Philadelphia, PA 19104-2688 USA Max-Planck-Institute for Dynamics of Join your peers in supporting the Complex Technical Systems premier professional society for applied Mentor Graphics mathematicians and computational scientists. SIAM members receive Standard Audio/Visual The MITRE Corporation subscriptions to SIAM Review and Set-Up in Meeting Rooms National Institute of Standards and SIAM News and enjoy substantial SIAM does not provide computers for Technology (NIST) discounts on SIAM books, journal any speaker. When giving an electronic National Security Agency (DIRNSA) subscriptions, and conference presentation, speakers must provide their Naval Surface Warfare Center, Dahlgren registrations. own computers. SIAM is not responsible Division If you are not a SIAM member and paid for the safety and security of speakers’ computers. NEC Laboratories America, Inc. the Non-Member or Non-Member Mini Speaker/Organizer rate to attend the The Plenary Session Room will have two Oak Ridge National Laboratory, conference, you can apply the difference (2) overhead projectors, two (2) screens managed by UT-Battelle for the between what you paid and what a and one (1) data projector. Cables or Department of Energy member would have paid ($130 for a adaptors for Apple computers are not PETROLEO BRASILEIRO S.A. – Non-Member and $65 for a Non-Member supplied, as they vary for each model. PETROBRAS Mini Speaker/Organizer) towards a Please bring your own cable/adaptor if Philips Research SIAM membership. Contact SIAM using a Mac computer. Customer Service for details or join at Sandia National Laboratories All other concurrent/breakout rooms the conference registration desk. will have one (1) screen and one (1) data Schlumberger-Doll Research If you are a SIAM member, it only costs projector. Cables or adaptors for Apple Tech X Corporation $10 to join the SIAM Activity Group computers are not supplied, as they vary Texas Instruments Incorporated on Uncertainty Quantification (SIAG/ for each model. Please bring your own UQ). As a SIAG/UQ member, you are cable/adaptor if using a Mac computer. U.S. Army Corps of Engineers, Engineer eligible for an additional $10 discount Overhead projectors will be provided Research and Development Center on this conference, so if you paid only when requested. United States Department of Energy the SIAM member rate to attend the If you have questions regarding conference, you might be eligible for a availability of equipment in the meeting *List current February 2012 free SIAG/UQ membership. Check at room of your presentation, or to request the registration desk. an overhead projector for your session, Free Student Memberships are available please see a SIAM staff member at the to students who attend an institution that registration desk. Funding Agency is an Academic Member of SIAM, are SIAM and the Conference Organizing members of Student Chapters of SIAM, Committee wish to extend their thanks or are nominated by a Regular Member E-mail Access and appreciation to the U.S. National of SIAM. Complimentary wireless Internet will Science Foundation and the Department Join onsite at the registration desk, go to be available to SIAM attendees booked of Energy (DOE) for their support of this www.siam.org/joinsiam to join online or within the SIAM room block in guest conference. download an application form, or contact rooms, hotel lobby and bar area. Guests SIAM Customer Service will need to accept charges upon Telephone: +1-215-382-9800 accessing the Internet. The fees will be (worldwide); or 800-447-7426 (U.S. and reversed upon-check out. Canada only) SIAM will also provide a limited number of email stations. 4 2012 SIAM Conference on Uncertainty Quantification Registration Fee Includes Table Top Displays Social Media • Admission to all technical sessions Princeton University Press SIAM is promoting the use of social • Business Meeting (open to SIAG/UQ SIAM media, such as Facebook and Twitter, members) in order to enhance scientific discussion

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