**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 **Ʌ*^{std}

**All talks take place at ESI, Boltzmann Lecture Hall!**