The grand challenge that we address here is to quantify the occurrence and features of rare, high-impact events and to design and operate energy systems that withstand such events and recover from them. To address this grand challenge, we have formulated an integrated multifaceted, multidisciplinary research project encompassing optimization, linear algebra, stochastic systems, model reduction, space-time statistics, uncertainty quantification, automatic differentiation, and mathematical modeling environments.

The new center builds on our work performed under the Multifaceted Mathematics for Complex Energy Systems project: http://​www​.mcs​.anl​.gov/​M​A​CSER/.