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!
