Francais

Chair of applied mathematics OQUAIDO

Optimization and uncertainty quantification for expensive data

The Chair OQUAIDO – for "Optimisation et QUAntification d'Incertitudes pour les Données Onéreuses" in French – is the chair in applied mathematics held at Mines Saint-Étienne (France). It aims at gathering academical and technological partners to work on problems involving costly-to-evaluate numerical simulators for uncertainty quantification, optimization and inverse problems. This Chair, created in January 2016, is the continuation of the projects DICE and ReDICE which respectively covered the periods 2006-2009 and 2011-2015.

Examples of response surface

Although their application fields may be extremely diverse, industries using large numerical simulators often encounter similar issues. Indeed, the growing complexity of numerical simulations implies that running one experiment often takes hours or days, which limits the number of simulator runs. This explains the need for dedicated mathematical methods to use as efficiently as possible these simulators and the data they produce.

The aim of the Chair OQUAIDO is to work on upstream research topics that have been identified as limiting practical applications. The members of the Chair can offer case studies on which partners are working jointly. The knowledge that has been gained during the DICE and ReDICE project shows that formalising practical limitations encountered by industrials often leads to forefront scientific problems.

The Chair is organised around a steering committee which decides resources allocation, the acceptance of new partners as well as future investigation topics. This committee is composed of representatives of each academical and technological partners of the Chair.