internationalworkshoponlongtimestochasticand.docVIP

International Workshop on Long Time Stochastic and Statistical Approximations for Turbulent Dynamical Systems Organized by Professor Andrew Majda (Courant, New York University) May 24 - 27, 2012 Fudan University Program Morning Session Afternoon Session May 23rd (Wednesday) Room 1801 14:00PM—16:00 PM Micha? Branicki May 24th (Thursday) Room 1501 09:30 AM—09:40 AM Opening ceremony 14:00PM—14:50 PM Xuerong Mao 09:40 AM —10:30 AM Andrew Stuart 14:50 PM—15:10 PM Tea break 10:30 AM—10:50 AM Tea break 15:10 PM—16:00 PM Djoko Wirosoetisno 10:50 AM—11:40 AM Michal Branicki 16:00 PM—16:20 PM Tea break 16:20 PM—17:10 PM Themis Sapsis  Morning Session Afternoon Session May 25th (Friday) Room 1501 09:30 AM—10:20 AM Andrew Stuart 14:00 PM—14:50 PM Micha? Branicki 10:20 AM—10:40 AM Tea break 14:50 PM—15:10 PM Tea break 10:40 PM—11:30 PM Themis Sapsis 15:10 PM—16:00 PM Xiaoming Wang 17:00 PM—20:00 PM Banquet May 26th (Saturday) Room 1801 09:30 AM—10:20 AM Andrew Majda 14:00 PM—16:00 PM Free discussion on challenges and trends 10:20 AM—10:40 AM Tea break 10:40 PM—11:30 PM Andrey Gritsun Titles and abstracts Michal Branicki Courant Institute of Mathematical Sciences New York University 251 Mercer Street, New York, 10012 NY, USA Email: branicki@cims.nyu.edu Title: Fundamental Limitations of Polynomial Chaos Expansions for Uncertainty Quantification in Systems with Intermittency Abstracts: There has been a recent growth of interest in the scientific computing and engineering communities in expansion-based methods for quantifying the uncertainty due to random or unresolved processes in predictions of complex nonlinear systems. I will discuss the suitability of two such techniques: the truncated Polynomial Chaos Expansions (PCE) and truncated Gram-Charlier Expansions (GrChE) as possible methods for uncertainty quantification (UQ) in systems with intermittency and positive Lyapunov exponents. ?Based on a simple, statistically exac