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Semester Program Schedule
TuesdaySeptember 16, 2014
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:30Quadrature for self-similar distributions on R^dThomas Müller-Gronbach, Universitat Passau11th Floor Lecture Hall
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9:45 - 10:15Regularity of SDEs with non-globally Lipschitz continuous coefficientsSonja Cox, Eidgenössische TH Hönggerberg11th Floor Lecture Hall
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10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 11:30On a mild Ito formula for stochastic partial differential equations (SPDEs) and on weak convergence rates for SPDEs with nonlinear diffusion coefficientsArnulf Jentzen, Eidgenössische TH Hönggerberg11th Floor Lecture Hall
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11:45 - 12:15Embeddings of Weighted Tensor Product SpacesMario Hefter, Universitat Kaiserslautern11th Floor Lecture Hall
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12:30 - 2:30Break for Lunch
2:30 - 3:00Multilevel Monte Carlo methods for discontinuous payoffs in the Heston modelAndreas Neuenkirch, Universität Mannheim11th Floor Lecture Hall
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3:15 - 3:45Preasymptotic estimates for approximation of multivariate Sobolev functionsThomas Kühn, Universität Leipzig11th Floor Lecture Hall
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4:00 - 6:00Poster Session and Dessert Reception11th Floor Collaborative Space

MondaySeptember 15, 2014
TimeDescriptionSpeakerLocationAbstractsSlides
8:30 - 8:55Registration11th Floor Collaborative Space
8:55 - 9:00WelcomeICERM Director11th Floor Lecture Hall
9:00 - 9:30Infinite-dimensional integration by the multivariate decomposition method (MDM)Ian Sloan, University of New South Wales11th Floor Lecture Hall
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9:45 - 10:15Tractability using periodized generalized Faure sequencesChristiane Lemieux, University of Waterloo11th Floor Lecture Hall
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10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 11:30Adaptive algorithms for stochastic computationFred Hickernell, Illinois Institute of Technology11th Floor Lecture Hall
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11:45 - 12:15Constructive tractability for the Helmholtz equationArt Werschulz, Fordham University11th Floor Lecture Hall
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12:30 - 2:45Break for Lunch
2:45 - 3:15An upper bound on complexity of optimization for Gaussian random fieldsJames Calvin, New Jersey Institute of Technology11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 4:30Two topics in parametric integration applied to stochastic simulation in industrial engineeringJeremy Staum, Northwestern University11th Floor Lecture Hall
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5:00 - 6:30Welcome Reception11th Floor Collaborative Space

TuesdaySeptember 16, 2014
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:30Quadrature for self-similar distributions on R^dThomas Müller-Gronbach, Universitat Passau11th Floor Lecture Hall
PDF
9:45 - 10:15Regularity of SDEs with non-globally Lipschitz continuous coefficientsSonja Cox, Eidgenössische TH Hönggerberg11th Floor Lecture Hall
PDF
10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 11:30On a mild Ito formula for stochastic partial differential equations (SPDEs) and on weak convergence rates for SPDEs with nonlinear diffusion coefficientsArnulf Jentzen, Eidgenössische TH Hönggerberg11th Floor Lecture Hall
PDF
11:45 - 12:15Embeddings of Weighted Tensor Product SpacesMario Hefter, Universitat Kaiserslautern11th Floor Lecture Hall
PDF
12:30 - 2:30Break for Lunch
2:30 - 3:00Multilevel Monte Carlo methods for discontinuous payoffs in the Heston modelAndreas Neuenkirch, Universität Mannheim11th Floor Lecture Hall
PDF
3:15 - 3:45Preasymptotic estimates for approximation of multivariate Sobolev functionsThomas Kühn, Universität Leipzig11th Floor Lecture Hall
PDF
4:00 - 6:00Poster Session and Dessert Reception11th Floor Collaborative Space

WednesdaySeptember 17, 2014
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:30Optimal quasi-Monte Carlo rules on higher order digital nets for numerical integration of multivariate periodic functionsAicke Hinrichs, Universität Rostock11th Floor Lecture Hall
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9:45 - 10:15Approximation of additive random fieldsMarguerite Zani, Université d'Orléans11th Floor Lecture Hall
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10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 11:30Optimal algorithms for doubly weighted approximation of smooth functionsLeszek Plaskota, University of Warsaw11th Floor Lecture Hall
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11:45 - 12:15Generalized multilevel methods for accelerating hierarchical stochastic collocation approximations of PDEs with random input dataClayton Webster, Oak Ridge National Laboratory11th Floor Lecture Hall
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12:30 - 2:15Break for Lunch
2:15 - 2:45Tractability of multivariate integration in Hermite spacesFriedrich Pillichshammer, Johannes Kepler Universität Linz11th Floor Lecture Hall
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3:00 - 3:30Coffee/Tea Break11th Floor Collaborative Space
3:30 - 4:00A dynamic near-optimal algorithm for online linear programmingYinyu Ye, Stanford University11th Floor Lecture Hall
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4:15 - 4:45Complexity of Banach Space Valued and Parametric Stochastic Ito IntegrationThomas Daun, Universitat Kaiserslautern11th Floor Lecture Hall
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ThursdaySeptember 18, 2014
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:30On the complexity of first order PDEsStefan Heinrich, Universität Kaiserslautern11th Floor Lecture Hall
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9:45 - 10:15Deterministic quadrature rules for marginals of SDEs based on weak Ito-Taylor stepsLarisa Yaroslavtseva, Universität Passau11th Floor Lecture Hall
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10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 11:30Optimal approximation of Sobolev functions in the L2 and in the supremum normWinfried Sickel, Friedrich-Schiller-Universität11th Floor Lecture Hall
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11:45 - 12:15A reduced fast component-by-component construction of (polynomial) lattice pointsPeter Kritzer, Johannes Kepler Universität Linz11th Floor Lecture Hall
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12:30 - 2:45Break for Lunch
2:45 - 3:15A refined classification of problems with (sub)exponential information-based complexityPawel Siedlecki, University of Warsaw11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 4:30Randomized algorithms on the approximation of rank one tensorsDaniel Rudolf, Friedrich-Schiller-Universität11th Floor Lecture Hall
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FridaySeptember 19, 2014
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:30Error analysis for multivariate and infinite-dimensional integration with respect to different underlying normsMichael Gnewuch, Christian-Albrechts Universität Kiel11th Floor Lecture Hall
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9:45 - 10:15High-dimensional and infinite-dimensional hyperbolic crosses and their applications in approximation and uncertainty quantificationDinh Dung, Vietnam National University11th Floor Lecture Hall
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10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 11:30Approximation in cosine space using tent-transformed lattice rulesDirk Nuyens, Katholieke Universiteit Leuven11th Floor Lecture Hall
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11:45 - 12:15Constructing quasi-Monte Carlo methods for high dimensional integrals over the Euclidean space and applicationsFrances Kuo, University of New South Wales11th Floor Lecture Hall
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12:30 - 5:00Afternoon open for collaboration

01_August_2014
Children’s book written and illustrated by Brown Professor, Rich Schwartz



August 1, 2014
— A new children’s book written and illustrated by Rich Schwartz, a Brown professor and member of ICERM's Scientific Advisory Board, takes readers on a visual journal through the infinite number system. Rich hopes Really Big Numbers will help inspire a love of math in young readers. View more about the book


24_July_2014
GirlsGetMath@ICERM!

July 24, 2014 — Young women from all over Rhode Island gathered at ICERM last week for a summer camp completely devoid of cabins, canoes, and campfires. This camp was all about the math. The weeklong retreat, called GirlsGetMath@ICERM, drew 31 young women entering 10th and 11th grades to the institute. The idea behind the annual program, which was offered for the first time this year, is to nurture an interest in math among young women and keep them on track for math-heavy careers in which women tend to be underrepresented. More information


ICERM's 2014 GirlsGetMath program was a great success! 
		  A big 'thank you' to all of our wonderful organizers, TA's, and high-school 
		  students for making this such a fun and educational experience.
ICERM's 2014 GirlsGetMath program was a great success!
A big 'thank you' to all of our wonderful organizers, TA's, and high-school
students for making this such a fun and educational experience

ICERM is a national math institute supported by the National Science Foundation. The Institute annually sponsors 12-15 large-scale thematic semester programs and their affiliated workshops, as well as topical workshops, conferences, summer programs, and special events. These events bring together scholars from around the world to discuss the latest research and to form new research partnerships.

OPEN POSITIONS:

There are currently no open positions at ICERM.

 


Brown University is an Equal Opportunity/Affirmative Action Employer.

Opportunities

 

 

Semester Program Visitors

ICERM welcomes applications for semester program visitors who wish to spend between 2 weeks and one semester at ICERM to participate in one of our semester-long programs. The research interest of semester program visitors should relate to the semester program. Applications may be submitted at any time until the end of the semester program and will be considered as long as funds remain available. To apply, please submit the online application form for semester program visitors.
Workshop Participants

ICERM workshops, both semester and topical, provide other opportunities for participation in our activities. Funding for workshop participation is limited. To apply, please submit the online application form for workshop participants. Decisions about online applications are typically made 1-3 months before the workshop.

Each year ICERM runs Summer@ICERM, an undergraduate research program that spans eight weeks. Our program involves approximately 12-14 undergraduate students who work in groups of two or three, supervised by faculty advisors and aided by teaching assistants. Travel within the U.S. and lodging expenses are paid for, and every participant receives a $3,000 stipend. Proposals for undergraduate research programs are chosen competitively, and undergraduates need to apply to participate. Applications for the 2014 Summer@ICERM program are closed. Click here for details about the Summer 2014 program.

Each semester program has funds available to provide partial support for 8-10 graduate students to stay at the institute for a full semester. Graduate students are matched with senior mentors, as well as with postdoctoral fellows who will serve as peer mentors. Activities targeted at graduate students include a graduate-student/postdoctoral research seminar, hands-on tutorials, lecture series by senior program participants, and other professional development activities. To apply, please submit the online application form for graduate students.

ICERM's postdoctoral program brings early career mathematicians to the institute in order to support and expand their research and to create lasting career collaborations and connections. Two sorts of postdoctoral fellows are supported:

  • Postdoctoral Institute Fellows: The institute funds two academic-year postdoctoral positions which are salaried positions with benefits. Each Institute Institute Postdoc is a research participant in one of the semester programs planned for that academic year.
  • Postdoctoral Fellows: The institute supports four postdoctoral fellows per semester. These postdoctoral researchers are associated with a specific program and typically are in residence for that semester, supported by a monthly stipend.

Each postdoctoral researcher is paired with a senior long-term participant to ensure mentoring and professional guidance. The institute provides a range of professional development activities for postdoctoral researchers and graduate students. A weekly graduate student/postdoctoral seminar facilitates peer connections between graduate student researchers and postdoctoral researchers. Further information can be found here.

More details and a link to applications for ICERM's 2015-2016 Postdoctoral Fellowships can be found on MathJobs.org.

For full consideration, applicants must submit an AMS Standard Cover Sheet, curriculum vitae (including publication list), cover letter, research statement, and three letters of recommendation via Mathjobs.org by January 12, 2015.

ICERM encourages proposals for programs that support its mission to foster and broaden the relationship between mathematics and computation. We welcome your ideas for semester programs, topical workshops, early career researcher IdeaLabs, and our Summer@ICERM undergraduate research programs. How to propose an Program or Workshop.