All lectures will take place in room MIB 1113 on the 2nd floor of the "Mittelbau" building housing the Institut für Numerische Mathematik und Optimierung in the courtyard of Akademiestrasse 6, Freiberg.
The coffee breaks and lunches will be served in the room "Lampadiusklause" on the ground floor of the same building. This is also where registration will take place Monday morning.
| Monday, September 20 |
|
Chair: A. Stuart |
| 08:00 |
Registration |
| 08:50 |
Short Opening Remarks (Oliver Ernst) |
| 09:00-10:15 |
Christoph Schwab |
Convergence rates of sparse tensor discretizations for PDEs with
stochastic data [slides] |
|
Coffee Break |
| 10:45-12:00 |
George Karniadakis |
Multi-element Polynomial Chaos [slides] |
|
Lunch Break |
|
Chair: R. Scheichl |
| 14:00-14:30 |
Wolfgang Nowak |
Challenges and Demands from the Application Side: An Example from CO2 Injection into the Subsurface [slides] |
| 14:30-15:00 |
Claude Gittelson |
Adaptive Stochastic Galerkin Methods [slides] |
| 15:00-15:30 |
Roman Andreew |
Space-time sparse discretization of linear parabolic equations |
|
Coffee Break |
|
Chair: G. Karniadakis |
| 16:00-16:30 |
Julia Charrier |
Strong and weak error estimates for the solutions of elliptic partial
differential equations with random coefficients [slides] |
| 16:30-17:00 |
Boris Khoromskij |
Tensor-structured methods for parameter dependent and stochastic elliptic PDEs [slides] |
| 17:00-17:30 |
Alexander Litvinenko |
Sparse data formats and efficient numerical methods for uncertainties quantification in numerical aerodynamics [slides] |
| 19:00 |
Workshop Dinner at restaurant "Le Bambou" |
| |
| Tuesday, September 21 |
|
Chair: C. Schwab |
| 09:00-10:15 |
Andrew Stuart |
Uncertainty Quantification in the Presence of Observations |
|
Coffee Break |
| 10:45-12:00 |
Klaus Ritter |
Non-uniform Discretizations for Strong Approximation of SPDEs [slides] |
|
Lunch Break |
|
Chair: G. Lord |
| 14:00-14:30 |
Stefan Kinzel |
Numerical Experiments for Adaptive Wavelet Methods for Stochastic Poisson Equations [slides] |
| 14:30-15:00 |
Helmut Harbrecht |
The pivoted Cholesky decomposition and its application to stochastic PDEs [slides] |
| 15:00-15:30 |
Robert Scheichl |
Novel Monte Carlo Approaches for Uncertainty Quantification in Porous Media Flow [slides] |
|
Coffee Break |
|
Chair: K. Ritter |
| 16:00-16:30 |
Andrew Cliffe |
Flow in a Channel with Sudden Expansion |
| 16:30-17:00 |
Arnulf Jentzen |
On the global Lipschitz assumption in computational stochastics |
| 17:00-17:30 |
Gabriel Lord |
Solution of SPDEs with applications in porous media [slides] |
| 17:30 |
End of Workshop. |
