Workshop 4

Frontier Technologies for High-Dimensional Problems and Uncertainty Quantification

December 17-21, 2018
Organizers: Frances Y. Kuo, Dirk Nuyens, Rob Scheichl

High dimensional computation is a new frontier in scientific computing, with applications ranging from financial mathematics such as option pricing or risk management, to parameter estimation, to groundwater flow, heat transport, and wave propagation. Often the difficulties come from uncertainty or randomness in the data, and they present major challenges in the areas of Data Science and Uncertainty Quantification. This workshop provides a forum for interaction between international experts, with the aim to establish new collaborations.

Schedule

• Schedule for workshop 4 (PDF).
• Book of Abstracts (PDF)

Speakers

• Markus Bachmayr (Johannes Gutenberg-Universität Mainz)
• Alexey Chernov (University of Oldenburg)
• Bosu Choi (UT Austin)
• Albert Cohen (Université Pierre et Marie Curie, Paris)
• Tiangang Cui (Monash University)
• Michael Feischl (University of Bonn)
• Alexander Gilbert (Universität Heidelberg)
• Ivan Graham (University of Bath)
• Michael Griebel (University of Bonn)
• Helmut Harbrecht (University of Basel)
• Alexander Keller (NVIDIA), Slides (PDF, 2.7MB)
• Pierre L'Ecuyer (Université de Montréal)
• Giovanni Migliorati (Sorbonne Université)
• Dong Nguyen (KU Leuven)
• Chris Oates (Newcastle University)
• Catherine Powell (University of Manchester)
• Pieterjan Robbe (KU Leuven)
• Reinhold Schneider (Technische Universität Berlin)
• Christoph Schwab (ETH Zürich)
• Ian H. Sloan (University of New South Wales, Sydney), Slides (PDF, 4.6MB)
• Bjorn Sprungk (University of Goettingen)
• Aretha Teckentrup (University of Edinburgh)
• Thanh Tran (University of New South Wales Sydney)
• Stefan Vandewalle (KU Leuven)

In addition to the invited speakers, we will also have a small number of contributed talks.

Group photo: SpecSem_WS4.jpg

Tutorial

On the Friday before the workshop, December 14, we will have 3 tutorials as an introduction on computational methods for PDEs with random coefficients. These tutorials will be given by Anthony Nouy (Ecole Centrale Nantes), Dirk Nuyens (KU Leuven) and Rob Scheichl (Heidelberg University). Everybody is welcome to attend.

"Uncertainty Quantification - Efficient Methods for PDEs with Random Coefficients"

Friday, Dec. 14, RICAM, Room SP2 416-2.

• 9:30-11:00: Stochastic Modelling of Uncertainty in PDEs and Multilevel Monte Carlo (R. Scheichl, Heidelberg), Slides (PDF, 10.5MB)
• 11:30-13:00: Quasi-Monte Carlo Methods for Random PDEs (D. Nuyens, Leuven)
• 14:30-16:00: Polynomial, Sparse and Low-Rank Tensor Approximations (A. Nouy, Nantes), Slides (PDF, 805KB)

Participants

Ehsan Adeli (TU Braunschweig)
Andrea Aspri (RICAM)
Markus Bachmayr (Johannes Gutenberg-Universität Mainz)
Niklas Baumgarten (Karlsruhe Institute of Technology (KIT))
Maximilian Bernkopf (TU Wien)
Julia Charrier (Aix-Marseille University)
Alexey Chernov (University of Oldenburg)
Bosu Choi (UT Austin)
Albert Cohen (Sorbonne Universités)
Ronald Cools (KU Leuven, Dept. of Computer Science)
Adam Crowder (The University of Manchester)
Tiangang Cui (Monash University )
Majid Darehmiraki (Khatam Alanbia University of Technology)
Josef Dick (University of New South Wales)
Tim Dodwell (University of Exeter)
Sergey Dolgov (University of Bath)
Michael Drmota (TU Wien)
Hailiang Du (Durham University)
Adrian Ebert (KU Leuven)
Oliver Ernst (TU Chemnitz)
Michael Feischl (University of Bonn)
Samson Folarin (University of Texas at Dallas, Richardson Texas)
Alexander Gilbert (Universität Heidelberg)
Ivan Graham (University of Bath )
Michael Griebel (Univ. Bonn, INS)
Philipp Guth (Mannheim University)
Cécile Haberstich (Ecole Centrale de Nantes)
Abdul Lateef Haji Ali (University of Oxford)
Helmut Harbrecht (University of Basel)
Tobias Hartung (King's College London)
Fathi Hassine (University of Monastir)
Aicke Hinrichs (Johannes Kepler University Linz)
Roswitha Hofer (Johannes Kepler University Linz)
Clemens Hofreither (Johannes Kepler University Linz)
Jan Holland (Springer-Verlag)
Vesa Kaarnioja (University of New South Wales)
Dante Kalise (Imperial College London)
Yoshihito Kazashi (École Polytechnique Fédérale de Lausanne)
Alexander Keller (NVIDIA)
Melanie Kircheis (Chemnitz University of Technology)
Peter Kritzer (RICAM, Austrian Academy of Sciences)
Frances Kuo (UNSW Sydney)
Pierre L'Ecuyer (Université de Montréal)
Tung Le (Carl von Ossietzky Universität Oldenburg)
Gunther Leobacher (University of Graz)
Sijing LI (The University of Hong Kong)
Giovanni Migliorati (Sorbonne Université)
Ludwig Mitter (Johannes Kepler University Linz)
Monica Montardini (Università degli studi di Pavia)
Dieter Moser (RWTH Aachen)
Robert Nasdala (Chemnitz University of Technology)
Dong Nguyen (KU Leuven)
Van Kien Nguyen (Institute for Numerical Simulation, Bonn University)
James Nichols (LJLL, Sorbonne Université)
Harald Niederreiter (RICAM Linz)
Amir Niknejad (Saint Vincent New York and Zuse Institute Berlin)
Anthony Nouy (Centrale Nantes)
Dirk Nuyens (KU Leuven)
Chris Oates (Newcastle University)
Ivan Oseledets (Skolkovo Institute of Science and Technology)
Benjamin Peherstorfer (New York University)
Sergei Pereverzyev (RICAM)
Friedrich Pillichshammer (JKU)
Ísabel Piršić (Johannes Kepler University Linz)
Catherine Powell (University of Manchester)
Florian Puchhammer (University of Montreal)
Pieterjan Robbe (KU Leuven)
Ulrich Römer (TU Braunschweig)
Andreas Schafelner (JKU Linz)
Robert Scheichl (Universitaet Heidelberg)
Claudia Schillings (University of Mannheim)
Reinhold Schneider (Technische Universität Berlin)
Christoph Schwab (ETH)
Linus Seelinger (Universität Heidelberg)
Mourad Sini (RICAM)
Ian Sloan (UNSW Sydney)
Björn Sprungk (University of Goettingen)
Wolfgang Stockinger (University of Oxford, JKU Linz)
Yuya Suzuki (KU Leuven)
Stefan Takacs (RICAM)
Aretha Teckentrup (University of Edinburgh)
Thanh Tran (University of New South Wales Sydney)
Panagiotis Tsilifis (École Polytechnique Fédérale de Lausanne)
Andreas Van Barel (KU Leuven)
Stefan Vandewalle (KU Leuven - University of Leuven)
Toni Volkmer (Technische Universität Chemnitz)
Arne Winterhof (RICAM)
Nick Wulbusch (Carl-von-Ossietzky Universität Oldenburg)
Zhiyu Yang (KU Leuven)
Olivier Zahm (INRIA)

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