Tuesday, September 6, 2016
9:00 - 9:30
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Registration
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| 9:30 - 10:15 |
Christoph Schwab |
Quasi Monte-Carlo integration for parametric and stochastic PDEs in high dimension |
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| 10:15 - 11:00 |
David Cohen |
Exponential integrators for nonlinear Schrödinger equations with white noise dispersion |
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| 11:15 - 12:00 |
Aretha Teckentrup |
Gaussian process regression in Bayesian inverse problems |
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Lunch |
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| 14:00 - 14:45 |
Mihály Kovács |
Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation |
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| 14:45 - 15:30 |
David Bolin
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Constructing random field models for spatial statistics using systems of SPDEs |
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| 15:30 - 17:00 |
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Poster session |
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| 19:00 |
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Conference Dinner |
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Wednesday, September 7, 2016| 9:00 - 9:45 |
Jialin Hong |
Fundamental convergence theorems of numerical methods for stochastic differential equations |
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| 9:45 - 10:30 |
Sonja Cox |
Weak convergence for semi-linear SPDEs |
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| 11:00 - 11:45 |
Håkon Hoel |
Numerical methods for stochastic conservation laws |
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Lunch |
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| 13:30 - 14:15 |
Siddhartha Mishra |
Computation of measure valued and statistical solutions of systems of conservation laws |
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| 14:15 - 15:00 |
Raphael Kruse |
Mean-square convergence of the backward Euler and BDF2-Maruyama schemes
under a global monotonicity condition |
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| 15:00 - 15:15 |
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Conclusion |
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