Program

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.
AttachmentSize
khoromskij.pdf248.19 KB
gittelsonOhneOverlay.pdf1.03 MB
litvinienko.pdf933.48 KB
kinzel.pdf623.72 KB
karniadakis.pdf3.87 MB
schwab.pdf147.88 KB
nowak.ppt18.82 MB
ritter.pdf201.09 KB
harbrecht.pdf921.89 KB
lord.pdf1003.03 KB
scheichl.pdf906.32 KB
charrier.pdf538.82 KB