CSE Symposium Keynote
TITLE: The Dawning of the Age of Stochastic Simulations
DATE: Friday, April 25, 2003
TIME: 3:00 P.M.
PLACE: 1005 Beckman Institute
ABSTRACT
Stochastic simulations are orders of magnitude more computationally
expensive than deterministic ones. However, stochastic modeling has
emerged as a better foundation for physical models as it can provide
measures of uncertainty and can be more easily integrated with
experiments. In this talk, I will present a new framework for solving
stochastic differential equations that extends the pioneering work of
Norbert Wiener. Examples include random oscillators,
advection-diffusion systems and the Navier-Stokes equations. I will
also present an effective dual-level parallel algorithm that is based
on domain decomposition and p-threads, which can be used to reduce
substantially the computational complexity of stochastic simulations.
BIOGRAPHY
Professor Karniadakis received his S.M. (1984) and Ph.D. (1987) from
Massachusetts Institute of Technology. He was appointed a Lecturer in
the Department of Mechanical Engineering at MIT in 1987 and
subsequently he joined the Center for Turbulence Research at
Stanford/NASA Ames where he developed spectral element numerical codes
for simulation of complex geometry turbulent flows. He joined
Princeton University as Assistant Professor in the Department of
Mechanical and Aerospace Engineering and as Associate Faculty in the
Program of Applied and Computational Mathematics. He was a Visiting
Professor at Caltech (1993) in the Aeronautics Department initiating
combined numerical-experimental work in fluid mechanics. He joined
Brown University as Associate Professor of Applied Mathematics in the
Center for Fluid Mechanics on January 1, 1994. He became a full
professor on July 1, 1996. He has been a Visiting Professor of Ocean
Engineering at MIT since September 1, 2000.