University of Texas at Austin

Willcox Research Group

Karen E. Willcox, PhD, MNZM

Director of Institute for Computational Engineering and Sciences | Professor of Aerospace Engineering and Engineering Mechanics | W. A. “Tex” Moncrief, Jr. Chair in Simulation-Based Engineering and Sciences | Peter O'Donnell, Jr. Centennial Chair in Computing Systems |

Research in Multi-fidelity uncertainty quantification, multi-fidelity optimization under uncertainty, adaptive reduced models, and data to decisions in aerospace engineering


201 E 24th Street, POB 4.102
University of Texas at Austin
Austin, TX 78712
kwillcox@ices.utexas.edu
(512) 471-3312
Karen E. Willcox in the ICES visualization lab

Biography

Karen E. Willcox is Director of the Institute for Computational Engineering and Sciences (ICES) and a Professor of Aerospace Engineering and Engineering Mechanics, at the University of Texas at Austin. She holds the W. A. “Tex” Moncrief, Jr. Chair in Simulation-Based Engineering and Sciences and the Peter O'Donnell, Jr. Centennial Chair in Computing Systems. Prior to joining ICES in 2018, she spent 17 years as a professor at the Massachusetts Institute of Technology, where she served as Professor of Aeronautics and Astronautics, the founding Co-Director of the MIT Center for Computational Engineering, and the Associate Head of the MIT Department of Aeronautics and Astronautics.

Willcox holds a Bachelor of Engineering Degree from the University of Auckland, New Zealand, and masters and PhD degrees from MIT. Prior to becoming a professor at MIT, she worked at Boeing Phantom Works with the Blended-Wing-Body aircraft design group. Her research has produced scalable computational methods for design of next-generation engineered systems, with a particular focus on model reduction as a way to learn principled approximations from data and on multi-fidelity formulations to leverage multiple sources of uncertain information. These methods are widely applied in aircraft system design and environmental policy decision-making. Willcox is currently Co-director of the Department of Energy DiaMonD Multifaceted Mathematics Capability Center on Mathematics at the Interfaces of Data, Models, and Decisions. She leads an Air Force MURI on optimal design of multi-physics systems and an Air Force Data-Driven Dynamic Applications Systems project team that is developing a self-aware UAV. She has co-authored more than 90 papers in peer-reviewed journals and advised more than 40 graduate students, including 16 PhD students.

In addition to her research pursuits, Willcox is active in education innovation. She served as co-Chair of the MIT Online Education Policy Initiative, co-Chair of the 2013-2014 Institute wide Task Force on the Future of MIT Education, and Chair of the MIT OpenCourseWare Faculty Advisory Board. She is a recognized innovator in the U.S. education landscape, where she is a 2015 recipient of the First in the World Department of Education grant.

Willcox is Fellow of SIAM, Associate Fellow of AIAA, and member of ASEE and ASME. She has served in multiple leadership positions within AIAA and SIAM, including leadership roles in the SIAM Activity Group on Computational Science and Engineering and in the AIAA Multidisciplinary Design Optimization Technical Committee. She is Section Editor of SIAM Journal on Scientific Computing and Associate Editor of AIAA Journal. She is a current member of the National Academies Board on Mathematical Sciences and Analytics, and has served on four National Academies studies. In 2017, she was awarded Member of the New Zealand Order of Merit (MNZM).

Resume

Recent News

September 2018

Karen is giving a tutorial on multifidelity models and methods at the IPAM program on Science at Extreme Scales: Where Big Data Meets Large-Scale Computing.

Karen is giving a tutorial on model reduction at the IPAM program on Science at Extreme Scales: Where Big Data Meets Large-Scale Computing.

Congratulations to Alexandre Marques and Rèmi Lam on having their paper Contour location via entropy reduction leveraging multiple information sources accepted to the 2018 NIPS Conference (21% acceptance rate) and selected for a spotlight presentation (3% acceptance rate).

Check out the ICES September newsletter.

August 2018

Congratulations to PhD student Max Opgenoord for successfully completing his PhD thesis. Dr. Opgenoord's thesis is an outstanding mix of contributions to both theory and practical design methods. His most significant contributions include a low-order transonic flutter model appropriate for use in early-stage aircraft design (also the winner of an AIAA best paper award) and a computational methodology to achieve aeroelastic tailoring using additive manufacturing. Congratulations Max!

Effective August 1, Karen begins her new position as Director of the Institute for Computational Engineering and Sciences at UT Austin.

July 2018

Congratulations to SM student Renee Swischuk for having her paper Projection-based model reduction: Formulations for physics-based machine learning accepted for publication in Computers and Fluids. A webpage explaining the implementation and posting the codes and datasets is forthcoming.

Congratulations to postdoc Boris Kramer for having his paper Conditional-Value-at-Risk Estimation via Reduced-Order Models accepted for publication in SIAM/ASA Journal on Uncertainty Quantification. This paper is joint work with our collaborators Matthias Heinkenschloss and Timur Takhtaganov at Rice University.

Karen and PhD student Michael Kapteyn are running water rocket workshops at the New Zealand International Science Festival.

PhD student Michael Kapteyn is profiled with a newspaper article in the New Zealand Herald.

June 2018

PhD student Max Opgenoord is presenting his paper "Aeroelastic Tailoring using Additively Manufactured Lattice Structures" at the AIAA Aviation Conference in Atlanta, GA.

Congratulations to postdoc Laurence Cook for having his paper Generalized information reuse for optimization under uncertainty with non-sample average estimators accepted for publication in International Journal for Numerical Methods in Engineering.

May 2018

We are hosting a Workshop on Computational Methods for Design and Control of Next-Generation Engineered Systems at the International Design Centre, SUTD, May 30 to June 1.

Congratulations to PhD student Victor Singh for having his paper Engineering Design with Digital Thread accepted for publication in AIAA Journal.

April 2018

Congratulations to PhD student Remi Lam for successfully completing his PhD thesis. Dr. Lam's thesis has made excellent contributions in Bayesian optimization for complex systems and in a multi-fidelity formulation for determining an active subspace.

Welcome to new postdoc Dr. Laurence Cook. Laurence previously spent time with the group as a visiting student.

The news is official: Karen will begin a new position as Director of ICES at UT Austin. She starts August 1, 2018. Note that she is no longer taking on new students or postdocs at MIT.

March 2018

Karen was named a Fellow of SIAM in the 2018 SIAM Fellows list.

February 2018

Congratulations to PhD student Elizabeth Qian for having her paper Multifidelity Monte Carlo estimation of variance and sensitivity indices accepted for publication in SIAM/ASA Journal on Uncertainty Quantification. This paper is joint work with our DiaMonD collaborators at Los Alamos National Laboratory.

Congratulations to postdoc Boris Kramer and former postdoc Benjamin Peherstorfer for having their paper Multifidelity preconditioning of the cross-entropy method for rare event simulation and failure probability estimation accepted for publication in SIAM/ASA Journal on Uncertainty Quantification.

January 2018

The group has 7 papers at the upcoming AIAA 2018 Scitech meeting, Jan. 8-12. Alex Feldstein will present on multi-fidelity analysis for Blended Wing Body stability and control (Tues 9.30am); Victor Singh will present on design with digital thread (Tues 11.30am); Michael Kapteyn will present on distributionally robust optimization (Tues 11.30am); Max Opgenoord will present on a low-order flutter model for conceptual design (Tues 2.30pm); and Anirban Chaudhuri, Benjamin Peherstorfer and Karen Willcox will present in the MURI special session on Managing multiple information sources of multi-physics systems (Thurs 0930-1230).

November 2017

Congratulations to former postdoc Ralf Zimmermann for having his paper Geometric Subspace Updates with Applications to Online Adaptive Nonlinear Model Reduction accepted for publication in SIAM Journal on Matrix Analysis and Applications.

Congratulations to Max Opgenoord for having his paper Towards a Low-Order Model for Transonic Flutter Prediction selected as the AIAA Theoretical Fluid Mechanics Conference Best Paper from the 2017 AIAA Aviation Forum.

Karen is co-organizing an IMA workshop Integrating Machine Learning and Simulation: From Uncertainty Quantification to Digital Twins, to be held March 6-8, 2018.

October 2017

Our study on gender diversity at MIT, with Luwen Huang and Elizabeth Qian, has been featured on MIT News. Check out the study and the interactive visualization of gender diversity on a class-by-class basis for the past 20 years at kiwi.mit.edu/mit-gender-diversity.

Congratulations to collaborator (and long-time mentor to Karen) Andy Philpott for being named an INFORMS Fellow in the Class of 2017.

September 2017

Victor Singh is presenting his work on Digital Thread for Engineering Design at the International Workshop on Structural Health Monitoring, held at Stanford September 12-14.

Our review paper on multifidelity methods has been published in SIAM Review — Survey of multifidelity methods in uncertainty propagation, inference, and optimization.

Congratulations to Rèmi Lam on having his paper "Lookahead Bayesian Optimization with Inequality Constraints" accepted to the 2017 NIPS Conference (21% acceptance rate).

Karen and Luwen's paper Network models for mapping educational data has been accepted for publication in Design Science. Interested in implementing a model yourself? Check out the paper's companion webpage for guidelines and sample code.

August 2017

Our paper is cited as an example of physics-based machine learning in a recent article in SIAM News.

Karen has been appointed as a member of the Department of Energy ASCR study group on mathematics needs for machine learning.

Karen has been appointed as a member of the National Academies Committee to Assess the Risks of Unmanned Aircraft Systems (UAS) Integration.

July 2017

Our book Model Reduction and Approximation: Theory and Algorithms has been published by SIAM.

June 2017

Luwen Huang is presenting the paper Mapping the CDIO Curriculum with Network Models, at the 13th International CDIO Conference at the University of Calgary. Check out the paper's companion webpage and slides.

Karen was awarded Member of the New Zealand Order of Merit in the Queen’s Birthday honours.

Karen, Max and Laura are all attending the AIAA Aviation Conference in Denver, CO.

April 2017

Karen is giving the Stewartson Memorial Lecture plenary talk at the British Applied Mathematics Colloquium 2017 conference at the University of Surrey.

Karen is giving a semi-plenary lecture at the FEF2017 conference in Rome, Italy.

Boris Kramer and Benjamin Peherstorfer's paper Feedback Control for Systems with Uncertain Parameters Using Online-Adaptive Reduced Models has been accepted for publication in SIAM Journal on Applied Dynamical Systems.

March 2017

Elizabeth Qian's paper A certified trust region reduced basis approach to PDE-constrained optimization has been accepted for publication in SIAM Journal on Scientific Computing.

Karen's presentation slides on Multi-fidelity Monte Carlo Methods for Uncertainty Quantification given at the SIAM Conference on Computational Engineering.

A large number of the group will be attending and presenting at the SIAM Conference on Computational Engineering.

February 2017

Congratulations to Alex Feldstein on being selected as a winner of Aviation Week and AIAA's "Tomorrow's Engineering Leaders: The 20 Twenties".

Victor Singh's paper Methodology for Path Planning with Dynamic Data-Driven Flight Capability Estimation, has been accepted for publication in AIAA Journal.

January 2017

Congratulations to visiting student Laurence Cook for winning the AIAA Southwest Research Institute Student Paper Award in Non-Deterministic Approaches at the AIAA Scitech conference, with his paper Horsetail Matching for Optimization Under Probabilistic, Interval and Mixed Uncertainties.

Our forward-looking report on Research and Education in Computational Science and Engineering is finally finished.

December 2016

Laura Mainini's paper Data to decisions: Real-time structural assessment from sparse measurements affected by uncertainty has been accepted for publication in Computers and Structures.

Rèmi Lam will present his paper Bayesian Optimization with a Finite Budget: An Approximate Dynamic Programming Approach at the 2016 NIPS Conference in Barcelona.

Congratulations to Laura Mainini on starting her new position at United Technologies Research Center, in Cork, Ireland.

November 2016

Sergio Amaral's paper "A Decomposition-Based Uncertainty Quantification Approach for Environmental Impacts of Aviation Technology and Operation" has been accepted for publication in a special issue on UQ in Design in Artificial Intelligence for Engineering Design, Analysis and Manufacturing.

DiaMonD Collaboration Map

September 2016

Our Fly-by-Wire project was covered in the MIT News. Collaborating with community colleges to innovate educational technology

August 2016

Congratulations to Rèmi Lam for having his paper "Bayesian Optimization with a Finite Budget: An Approximate Dynamic Programming Approach" accepted for the 2016 NIPS Conference.

July 2016

Congratulations to Benjamin Peherstorfer on accepting a tenure-track faculty position at University of Wisconsin, Madison in the Department of Mechanical Engineering.

Congratulations to Tiangang Cui on accepting a tenure-track faculty position at Monash University in the Department of Mathematics.

Benjamin Peherstorfer's paper Optimal model management for multifidelity Monte Carlo estimation on multi-fidelity uncertainty quantification has been accepted for publication in SIAM Journal on Scientific Computing.

Read our new survey paper on multifidelity methods: Peherstorfer, B., Willcox, K. and Gunzburger, M., Survey of multifidelity methods in uncertainty propagation, inference, and optimization, Technical Report, Aerospace Computational Design Laboratory TR-16-1, 2016.

June 2016

Max Opgenoord's paper Variance-Based Sensitivity Analysis to Support Simulation-based Design under Uncertainty on distributional sensitivity analysis has been accepted for publication in Journal of Mechanical Design.

Ralf Zimmermann's paper An Accelerated Greedy Missing Point Estimation Procedure on nonlinear model reduction has been accepted for publication in SIAM Journal on Scientific Computing.

Boris Kramer's paper Tangential Interpolation-based Eigenystem Realization Algorithm for MIMO Systems has been accepted for publication in Mathematical and Computer Modelling of Dynamical Systems.

Congratulations to Sergio Amaral (PhD '16) and Max Opgenoord (SM '16) who will receive their degrees at Commencement.

March 2016

We released the open-source Xoces.js library for mapping learning outcomes.

Benjamin and TC's paper Multifidelity importance sampling has appeared in Computer Methods in Applied Mechanics and Engineering, Vol. 300, pp. 490-509.

Benjamin Peherstorfer's paper Data-driven operator inference for nonintrusive projection-based model reduction has been accepted for publication in Computer Methods in Applied Mechanics and Engineering.

Benjamin Peherstorfer's paper Dynamic data-driven model reduction: Adapting reduced models from incomplete data has been accepted for publication in Advanced Modeling and Simulation in Engineering Sciences.

February 2016

Sergio Amaral's paper Optimal L2-norm Empirical Importance Weights for the Change of Probability Measure has been accepted for publication in Statistics and Computing.

Max Opgenoord's paper Sensitivity Analysis Methods for Uncertainty Budgeting in System Design has been accepted for publication in AIAA Journal.

Congratulations to Max Opgenoord for completing his SM degree, with his thesis "Uncertainty Budgeting Methods for Conceptual Aircraft Design."

January 2016

Congratulations to Victor Singh and Max Opgenoord for passing the AeroAstro qualifying exams!

December 9, 2015

Our review paper on parametric model reduction has been published in SIAM Review — A Survey of Projection-Based Model Reduction Methods for Parametric Dynamical Systems

December 1, 2015

Professor Karen E. Willcox is a University of Auckland 2016 Distinguished Alumni Award winner. Press release.

September 30, 2015

We received a 2015 Department of Education's First in the World grant award for our Fly-by-Wire proposal. DoEd press release, Twitter and Facebook post.

July 11-15, 2016

Boris Kramer, Remi Lam and Victor Singh will present their research at the SIAM Annual Meeting in Boston.

July 8, 2016

Boris Kramer will present his paper "Model Reduction for Control of a Multiphysics System: Coupled Burgers' Equation" at ACC 2016.

June 13-17, 2016

Karen will chair a special session on Dynamic Data Driven Applications Systems at the AIAA Aviation Conference in Washington DC. Victor Singh will present on "Methodology for Path Planning with Dynamic Data-Driven Flight Capability Estimation."

June 4, 2016

Karen is on the education panel at the 2016 Alumni Tech Day.

April 19-20, 2016

We are organizing the Workshop on Data to Decisions in Aerospace Engineering at the University of Auckland.

April 4-7, 2016

Benjamin, Boris, Remi and Sergio will attend the SIAM UQ conference in Lausanne, Switzerland.

April 5, 2016

Boris Kramer will present "Control for Systems with Uncertain Parameters" in MS13 at the SIAM UQ conference in Lausanne, Switzerland.

April 1, 2016

Karen will be briefing the results of an online education policy study at the National Academies. Briefing announcement. Release of the final report was covered in the MIT News.

March 30, 2016

Boris Kramer will give a talk "System Identification and Model Reduction for MIMO Systems via the Eigensystem Realization Algorithm" at the the Data-driven Model Order Reduction and Machine Learning conference in Stuttgart, Germany.

March 30 - April 1, 2016

Benjamin is co-organizing the MORML Workshop on Data-driven Model Order Reduction and Machine Learning (MORML 2016).

March 20-25, 2016

Karen, Benjamin, Remi and Elizabeth will be attending the Copper Mountain Conference on Iterative Methods.

January 26, 2016

Karen is giving an invited talk in the Harvard Initiative for Learning and Teaching (HILT) Scholar to Practitioner Speaker Series. Talk announcement.

January 4–8, 2016

Max Opgenoord and Anirban Chaudhuri will be presenting at the AIAA Scitech meeting, San Diego.