Dr.
Ilja
Kröker
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Telefon |
+49 711 685-65537
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Raum |
1.034 |
E-Mail |
Link
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Adresse
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Universität Stuttgart
Institut für Angewandte Analysis und Numerische Simulation
Allmandring 5b
D-70569
Stuttgart
Deutschland
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Preprints
Barth, A. & Kröker, I.:
Finite volume methods for hyperbolic partial differential equations with spatial noise,
Springer International Publishing,
2016, submitted.
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author = {Andrea Barth and Ilja Kröker}
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title = {Finite volume methods for hyperbolic partial differential equations with spatial noise}
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publisher = {Springer International Publishing}
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year = {2016}
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volume = {submitted}
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Publikationen
Bürger, R. & Kröker, I.:
Cancès, Clément and Omnes, Pascal (Eds.),
Hybrid Stochastic Galerkin Finite Volumes for the Diffusively Corrected Lighthill-Whitham-Richards Traffic Model,
Finite Volumes for Complex Applications VIII - Hyperbolic, Elliptic and Parabolic Problems: FVCA 8, Lille, France, June 2017,
Springer International Publishing,
2017, 189-197.
@inbook
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author = {Bürger, Raimund and Kröker, Ilja}
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editor = {Cancès, Clément and Omnes, Pascal}
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title = {Hybrid Stochastic Galerkin Finite Volumes for the Diffusively Corrected Lighthill-Whitham-Richards Traffic Model}
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booktitle = {Finite Volumes for Complex Applications VIII - Hyperbolic, Elliptic and Parabolic Problems: FVCA 8, Lille, France, June 2017}
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publisher = {Springer International Publishing}
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year = {2017}
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pages = {189--197}
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url = {http://dx.doi.org/10.1007/978-3-319-57394-6_21}
,
doi = {10.1007/978-3-319-57394-6_21}
}
Köppel, M.; Franzelin, F.; Kröker, I.; Oladyshkin, S.; Santin, G.; Wittwar, D.; Barth, A.; Haasdonk, B.; Nowak, W.; Pflüger, D. & Rohde, C.:
Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario,
2017.
@techreport
{UQcomparison2017,
author = {Köppel, M. and Franzelin, F. and Kröker, I. and Oladyshkin, S. and Santin, G. and Wittwar, D. and Barth, A. and Haasdonk, B. and Nowak, W. and Pflüger, D. and Rohde, C.}
,
title = {Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario}
,
year = {2017}
,
url = {http://www.simtech.uni-stuttgart.de/publikationen/prints.php?ID=1759}
}
Abstract: A variety of methods is available to quantify uncertainties arising within the modeling of flow and transport in carbon dioxide storage, but there is a lack of thorough comparisons. Usually, raw data from such storage sites can hardly be described by theoretical statistical distributions since only very limited data is available. Hence, exact information on distribution shapes for all uncertain parameters is very rare in realistic applications. We discuss and compare four different methods tested for data-driven uncertainty quantification based on a benchmark scenario of carbon dioxide storage. In the benchmark, for which we provide data and code, carbon dioxide is injected into a saline aquifer modeled by the nonlinear capillarity-free fractional flow formulation for two incompressible fluid phases, namely carbon dioxide and brine. To cover different aspects of uncertainty quantification, we incorporate various sources of uncertainty such as uncertainty of boundary conditions, of conceptual model definitions and of material properties. We consider recent versions of the following non-intrusive and intrusive uncertainty quantification methods: arbitary polynomial chaos, spatially adaptive sparse grids, kernel-based greedy interpolation and hybrid stochastic Galerkin. The performance of each approach is demonstrated assessing expectation value and standard deviation of the carbon dioxide saturation against a reference statistic based on Monte Carlo sampling. We compare the convergence of all methods reporting on accuracy with respect to the number of model runs and resolution. Finally we offer suggestions about the methods’ advantages and disadvantages that can guide the modeler for uncertainty quantification in carbon dioxide storage and beyond.
Köppel, M.; Kröker, I. & Rohde, C.:
Intrusive Uncertainty Quantification for Hyperbolic-Elliptic Systems Governing Two-Phase Flow in Heterogeneous Porous Media,
Comput. Geosci.,
2017, 21, 807-832.
@article
{Koeppel2016,
author = {Köppel, Markus and Kröker, Ilja and Rohde, Christian}
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title = {Intrusive Uncertainty Quantification for Hyperbolic-Elliptic Systems Governing Two-Phase Flow in Heterogeneous Porous Media}
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journal = {Comput. Geosci.}
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year = {2017}
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volume = {21}
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pages = {807-832}
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url = {https://link.springer.com/article/10.1007%2Fs10596-017-9662-z}
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doi = {10.1007/s10596-017-9662-z}
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Barth, A.; Bürger, R.; Kröker, I. & Rohde, C.:
Computational uncertainty quantification for a clarifier-thickener model with several random perturbations: A hybrid stochastic Galerkin approach,
Computers & Chemical Engineering ,
2016, 89, 11 - 26.
@article
{BBKR16,
author = {Barth, Andrea and Bürger, Raimund and Kröker, Ilja and Rohde, Christian}
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title = {Computational uncertainty quantification for a clarifier-thickener model with several random perturbations: A hybrid stochastic Galerkin approach}
,
journal = {Computers & Chemical Engineering }
,
year = {2016}
,
volume = {89}
,
pages = {11 -- 26}
,
url = {http://www.sciencedirect.com/science/article/pii/S0098135416300503}
,
doi = {10.1016/j.compchemeng.2016.02.016}
}
Kröker, I.; Nowak, W. & Rohde, C.:
A stochastically and spatially adaptive parallel scheme for uncertain and nonlinear two-phase flow problems,
Comput. Geosci.,
Springer International Publishing,
2015, 19, 269-284.
@article
{knr2012,
author = {Kröker, Ilja and Nowak, Wolfgang and Rohde, Christian}
,
title = {A stochastically and spatially adaptive parallel scheme for uncertain and nonlinear two-phase flow problems}
,
journal = {Comput. Geosci.}
,
publisher = {Springer International Publishing}
,
year = {2015}
,
volume = {19}
,
number = {2}
,
pages = {269--284}
,
url = {http://dx.doi.org/10.1007/s10596-014-9464-5}
,
doi = {10.1007/s10596-014-9464-5}
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Bürger, R.; Kröker, I. & Rohde, C.:
A hybrid stochastic Galerkin method for uncertainty quantification applied to a conservation law modelling a clarifier-thickener unit,
ZAMM Z. Angew. Math. Mech.,
2014, 94, 793-817.
@article
{Buerger2012,
author = {R. Bürger and I. Kröker and C. Rohde}
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title = {A hybrid stochastic Galerkin method for uncertainty quantification applied to a conservation law modelling a clarifier-thickener unit}
,
journal = {ZAMM Z. Angew. Math. Mech.}
,
year = {2014}
,
volume = {94}
,
number = {10}
,
pages = {793-817}
,
url = {http://dx.doi.org/10.1002/zamm.201200174}
,
doi = {10.1002/zamm.201200174}
}
Köppel, M.; Kröker, I. & Rohde, C.:
Fuhrmann, Jürgen and Ohlberger, Mario and Rohde, Christian (Eds.),
Stochastic Modeling for Heterogeneous Two-Phase Flow,
Finite Volumes for Complex Applications VII-Methods and Theoretical Aspects,
Springer International Publishing,
2014, 77, 353-361.
@incollection
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title = {Stochastic Modeling for Heterogeneous Two-Phase Flow}
,
booktitle = {Finite Volumes for Complex Applications VII-Methods and Theoretical Aspects}
,
publisher = {Springer International Publishing}
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year = {2014}
,
volume = {77}
,
pages = {353-361}
,
url = {http://dx.doi.org/10.1007/978-3-319-05684-5_34}
,
doi = {10.1007/978-3-319-05684-5_34}
}
Kröker, I.:
Stochastic models for nonlinear convection-dominated flows ,
Universität Stuttgart,
2013.
@phdthesis
{ik_Diss,
author = {Ilja Kröker}
,
title = {Stochastic models for nonlinear convection-dominated flows }
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school = {Universität Stuttgart}
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year = {2013}
}
Kröker, I. & Rohde, C.:
Finite volume schemes for hyperbolic balance laws with multiplicative noise,
Appl. Numer. Math.,
2012, 62, 441-456.
@article
{MR2899255,
author = {Kröker, I. and Rohde, C.}
,
title = {Finite volume schemes for hyperbolic balance laws with multiplicative noise}
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journal = {Appl. Numer. Math.}
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year = {2012}
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volume = {62}
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number = {4}
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pages = {441--456}
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url = {http://dx.doi.org/10.1016/j.apnum.2011.01.011}
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doi = {10.1016/j.apnum.2011.01.011}
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Bürger, R.; Kröker, I. & Rohde, C.:
Uncertainty quantification for a clarifier-thickener model with random feed,
Finite volumes for complex applications. VI. Problems & perspectives. Volume 1, 2,
Springer,
2011, 4, 195-203.
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url = {http://dx.doi.org/10.1007/978-3-642-20671-9_21}
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Kröker, I.:
Finite volume methods for conservation laws with noise,
Finite volumes for complex applications V,
ISTE, London,
2008, 527-534.
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author = {Ilja Kröker}
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title = {Finite volume methods for conservation laws with noise}
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Lehre
- WS 2017-2018: Ingenieursmathematik C3 / Seminar: Quantifizierung der Unsicherheiten an
FAU-Erlangen
- WS 2016: Masterseminar: Monte-Carlo-Methoden
ILIAS-Kursseite
- WS 2015-2016 Seminar: Monte-Carlo Simulation
- SoSE 2014 Numerische Lineare Algebra
ILIAS-Kursseite
- WS 2013-2014 Lineare Strukturen (SimTech):
ILIAS-Kursseite
- SoSE 2013 Numerische Lineare Algebra
ILIAS-Kursseite
Talks
12.09.2017
A stochastic galerkin method for hyperbolic elliptic systems governing two-phase flow in porous media,
Lecture presented at
SIAM Geosciences
2017, Erlangen.
12.06.2017
Hybrid stochastic Galerkin finite volumes for the diffusively corrected Lighthill-Whitham-Richards traffic model,
Lecture presented at
Finite Volumes for
Complex Applications VIII, Juni 12-18 2017, Université Lille 1.
30.06.2016
Nonlinear hyperbolic partial differential equations with spatial noise,
Lecture presented at 8th Stuttgart-Tübingen Seminar “Numerik”, June, 30th, 2016.
20.04.2011
Uncertainty quantification for a clarifier-thickener model with random feed,
Lecture presented at First
CI²MA Focus Seminar, Concepción, April, 20th,
2011
18.02.2011
Numerical methods for conservation laws with multiplicative noise,
Poster presented at
SAMHYP 2011, February 18-19, 2011 ETH Zurich,
Switzerland
05.10.2009-07.10.2009
Numerical methods for stochastic two-phase flow equations.,
Poster presented at International Conference on Non-linearities and Upscaling in Porous
Media, Stuttgart, 05.10.2009-07.10.2009