Programme NASPDE

Tuesday, September 6, 2016

 

​9:00 - 9:30

Registration
9:30 - 10:15 ​Christoph Schwab ​Quasi Monte-Carlo integration for parametric and stochastic PDEs in high dimension
​10:15 - 11:00 ​David Cohen ​Exponential integrators for nonlinear Schrödinger equations with white noise dispersion
​11:15 - 12:00 ​Aretha Teckentrup ​Gaussian process regression in Bayesian inverse problems
​Lunch
​14:00 - 14:45 ​Mihály Kovács ​Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation
​14:45 - 15:30 ​David Bolin
​Constructing random field models for spatial statistics using systems of SPDEs
​15:30 - 17:00 Poster session
​19:00 Conference Dinner
 
Wednesday, September 7, 2016
​9:00 - 9:45 ​Jialin Hong ​Fundamental convergence theorems of numerical methods for stochastic differential equations
​9:45 - 10:30 ​Sonja Cox ​Weak convergence for semi-linear SPDEs
​11:00 - 11:45 ​Håkon Hoel ​Numerical methods for stochastic conservation laws