Uncertainty Quantification with Applications in Engineering【2017年第5讲】
报告人：Michael Beer, 德国汉诺威大学教授、工程风险与可靠性研究所所长，中国国家外国专家局高端专家
Our structures, systems and infrastructure are characterized by a rapid growth in scale, complexity and interconnection with a significant involvement of diverse human behaviour with critical influence, so that uncertainties and risks are involved to a greater extent than ever before. These structures, systems and infrastructure are, to a significant extent, critical for the functionality of our economic and societal life, and thus, require proper approaches and measures to verify and ensure their reliable performance. Reliability and performance analysis, however, become increasingly complicated due to uncertainties and complexity. The realistic quantification of uncertainties and their numerically efficient processing in complex analyses are the two key challenges in this context. In this seminar we discuss emerging concepts and approaches which address these challenges in three conceptual directions. First, new pathways in advanced stochastic modelling are elucidated with focus on joint time-frequency analysis utilizing wavelet transform. Second, advancements in generalised uncertainty modelling for coping with limited and vague information, with focus on imprecise probabilities, are presented. Third, selected potent Monte Carlo techniques, including line sampling, for numerically efficient simulation are discussed. The three conceptual directions are discussed in a coherent context of uncertainty quantification, which also includes combinations of the different developments. Examples are provided for a range of applications, which demonstrate the capabilities of the discussed developments as well as the potential generated by their combinations.
Michael Beer is Professor and Head of the Institute for Risk and Reliability, Leibniz Universität Hannover, Germany, since 2015. He is also part time Professor at the University of Liverpool and at Tongji University, Shanghai, China. He obtained a doctoral degree from the Technische Universität Dresden and pursued post-doctoral research at Rice University, Houston, TX. From 2007 to 2011 Dr. Beer worked as an Assistant Professor at National University of Singapore. In 2011 he joined the University of Liverpool as Chair in Uncertainty in Engineering and Founding Director of the Institute for Risk and Uncertainty and established a large Doctoral Training Center on Quantification and Management of Risk & Uncertainty. Dr. Beer’s research is focused on uncertainty quantification in engineering. Specifically, he is working on models for epistemic uncertainty, such as imprecise probabilities, interval and fuzzy models, with emphasis on reliability analysis of engineering structures and systems. Dr. Beer is Editor in Chief (jointly) of the Encyclopedia of Earthquake Engineering, Associate Editor of the ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Associate Editor of the International Journal of Reliability and Safety, and Member of twelve Editorial Boards including Probabilistic Engineering Mechanics, Computers & Structures, Structural Safety, Mechanical Systems and Signal processing, and the International Journal of Computational Methods. He has won several awards including the CADLM PRIZE 2007 – Intelligent Optimal Design. His publications include a book, several monographs and a large number of journal and conference papers. He is a Fellow of the Alexander von Humboldt-Foundation and Member of ASCE (EMI), ASME, IACM, ESRA, EASD, C(PS)2 of the Bernoulli Society, GACM, and GACCE.