Program

Program overview / Course schedule

Structure of courses

The summer school will start on Monday, September 2nd, at 8:30am with an introduction of the lecturers and participants.

The courses are programmed over 4.5 days with a total of 24 hours of courses. The Thursday afternoon is reserved for a bike tour of the island.

A 90-min session with presentations of attendees' research works is programmed on Monday evening. These presentations are on a voluntary basis. The works will be discussed based on posters prepared by the participants.

The Wednesday 90-min evening session is reserved for a software demonstration whose purpose is to discuss the main numerical techniques presented during the summer school (methods for rare event probability estimation, construction of surrogate models, sensitivity analysis, optimization under uncertainty, ...).

Suggested readings

A list of useful references will be made available. The objective is to invite the participants to familiarize themselves with the most important concepts addressed in the courses prior to their attendance at the summer school.

Monday
- Introduction to simulation methods ( C. Proppe ): list
- Variance reduction, importance sampling ( J.-M. Bourinet ): list
- Subset simulation ( I. Papaioannou ): list
- Multilevel Monte Carlo ( C. Proppe ): list

Tuesday
- Introduction to random processes ( F. Poirion ): list
- Random processes: identification and simulation ( F. Poirion ): list
- Polynomial chaos expansion ( B. Sudret ): list
- Sparse polynomial chaos expansion ( B. Sudret ): list

Wednesday
- Low-rank approximation ( M. Chevreuil ): list
- Support vector machines ( J.-M. Bourinet ): list
- Kriging ( R. Le Riche ): list
- Global sensitivity analysis ( B. Iooss ): list

Thursday
- Optimization under uncertainty ( R. Le Riche ): list
- Structural health monitoring ( J. Goulet ): list

Friday
- Inverse methods ( B. Rosić ): list
- Bayesian updating ( I. Papaioannou ): list