Workshop 2


Workshop 2 – Tractability of high dimensional problems

October 9 – 13, 2017

  • Monday, October 9, 2017

09:00 – 10:00 Registration

10:00 – 10:30 Ian H. Sloan

On the generation of random fields

10:30 – 11:00 Coffee / Tea Break

11:00 – 11:30 Christel Geiss

Random-walk approximation of (backward) SDEs: L2-rate

11:30 – 12:00 Mario Hefter

Random bit quadrature and approximation of distributions on Hilbert spaces

12:00 – 14:00 Lunch Break

14:00 – 14:30 Hans Georg Feichtinger

Wiener amalgam spaces and iterative methods for irregular sampling

14:30 – 15:00 Mario Ullrich

The inverse of the dispersion depends logarithmically on the dimension

15:00 – 15:30 Break

15:30 – 16:00 Alexander Gilbert

Applying QMC integration to a stochastic eigenproblem

16:00 – 16:30 Marcin Wnuk

Randomized Smolyak algorithms

  • Tuesday, October 10, 2017

10:00 – 10:30 Marguerite Zani

Approximation complexity of random fields

10:30 – 11:00 Coffee / Tea Break

11:00 – 11:30 Joscha Prochno

Entropy numbers for embeddings of Schatten classes

11:30 – 12:00 Paweł Siedlecki

(s; t)-weak tractability of Euler and Wiener integrated processes

12:00 – 14:00 Lunch Break

14:00 – 14:30 Sergei V. Pereverzyev

On complexity reduction of learning tasks

14:30 – 15:00 Martin Ehler

Approximating functions on the Grassmannian from sampling values

15:00 – 15:30 Break

15:30 – 16:00 Georg Pflug

Scenario tree generation (probability quantification) for multistage stochastic programs

16:00 – 16:30 David Krieg

Optimal Monte Carlo Methods for L2-Approximation

  • Wednesday, October 11, 2017

10:00 – 10:30 Stephan Dahlke

Besov regularity for linear and nonlinear parabolic PDEs

10:30 – 11:00 Coffee / Tea Break

11:00 – 11:30 Erika Hausenblas

Existence of a density on finite projections of the 2Dim stochastic Navier Stokes Equation driven by Levy processes or fractional Brownian motion

11:30 – 12:00 Michaela Szölgyenyi

Strong convergence of the Euler-Maruyama scheme for SDEs with discontinuous drift

12:00 – 12:30 Andreas Neuenkirch

An adaptive Euler scheme for SDEs with discontinuous drift coefficients

12:30 – 14:30 Lunch Break

14:30 – 16:30 Informal Discussions

  • Thursday, October 12, 2017

10:00 – 10:30 Leszek Plaskota

Some results on tractability in the presence of noise

10:30 – 11:00 Coffee / Tea Break

11:00 – 11:30 Sonja Cox

Stochastic integration in quasi-Banach spaces: what Besov regularity does the stochastic heat equation possess?

11:30 – 12:00 Arnulf Jentzen

Stochastic approximation algorithms for second-order parabolic partial differential equations

12:00 – 14:00 Lunch Break

14:00 – 14:30 Klaus Ritter

Integration and L2-Approximation of tensor products of Korobov spaces of increasing smoothness

14:30 – 15:00 Michael Gnewuch

Randomized multivariate decomposition methods for infinite-dimensional integration

15:00 – 15:30 Break

15:30 – 16:00 Stefan Geiss

Approximating sequences of stochastic games for Perron solutions of the p-Laplace equation

16:00 – 16:30 Paweł Przybyłowicz

Recent developments in optimal global approximation of solutions of jump-diffusion SDEs

  •  Friday, October 13, 2017

10:00 – 10:30 Peter Kritzer

Randomized lattice rules with nearly optimal error convergence

10:30 – 11:00 Coffee / Tea Break

11:00 – 11:30 Mario Neumüller

Metrical star discrepancy bounds for lacunary subsequences of digital Kronecker sequences and polynomial tractability

11:30 – 12:00 Robert Kunsch

High-dimensional function approximation: Breaking the curse with Monte Carlo methods

12:00 – 12:30 HenrykWózniakowski

QPT of LTP for Ʌstd

 

All talks take place at ESI, Boltzmann Lecture Hall!

 

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