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Information-Based Complexity and Stochastic Computation (September 15-19, 2014)


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Review of applications will begin on May 15, 2014
Organizing Committee
  • Frances Y. Kuo
    (University of New South Wales)
  • Erich Novak
    (Friedrich-Schiller-Universitat)
  • Klaus Ritter
    (Universitat Kaiserslautern)
  • Grzegorz W. Wasilkowski
    (University of Kentucky)
  • Henryk Wozniakowski
    (Columbia University)

 

          [Image courtesy of Dirk Nuyens]
Description

Information-based complexity (IBC) deals with the computational complexity of continuous problems for which available information is partial, priced and noisy. IBC provides a methodological background for proving the curse of dimensionality as well as provides various ways of vanquishing this curse.

Stochastic computation deals with computational problems that arise in probabilistic models or can be efficiently solved by randomized algorithms. Using IBC background, the complexity of stochastic ordinary (SDE) and partial differential (SPDE) equations have been studied.

Topics covered in the workshop will include: adaptive and nonlinear approximation for SPDEs, infinite-dimensional problems, inverse and ill- posed problems, quasi-Monte Carlo methods, PDEs with random coefficients, sparse/Smolyak grids, stochastic multi-level algorithms, SDEs and SPDEs with nonstandard coefficients, tractability of multivariate problems.

This workshop will bring together researchers from these different fields. The goal is to explore connections, learn and share techniques, and build bridges.


  • Ali Ahmed
    (Georgia Institute of Technology)
  • Ulas Ayaz
    (Rheinische Friedrich-Wilhelms-Universität Bonn)
  • Dmitriy Bilyk
    (University of Minnesota)
  • James Calvin*
    (New Jersey Institute of Technology)
  • Emmanuel Candes
    (Stanford University)
  • Sonja Cox*
    (Eidgenössische TH Hönggerberg)
  • Jacqueline Davis
    (Vanderbilt University)
  • Josef Dick*
    (University of New South Wales)
  • Dinh Dung
    (Vietnam National University)
  • Simon Foucart
    (University of Georgia)
  • Mike Giles *
    (University of Oxford)
  • Michael Gnewuch*
    (Christian-Albrechts Universität Kiel)
  • Michael Griebel
    (Institute for Numerical Simulation )
  • Sinan Gunturk
    (Courant Institute of Mathematical Sciences)
  • Stefan Heinrich *
    (Universität Kaiserslautern)
  • Fred Hickernell*
    (Illinois Institute of Technology)
  • Aicke Hinrichs *
    (Universität Rostock)
  • Arnulf Jentzen*
    (Eidgenössische TH Hönggerberg)
  • Sung Ha Kang
    (Georgia Institute of Technology)
  • Felix Krahmer
    (Georg-August-Universität zu Göttingen)
  • Peter Kritzer*
    (Johannes Kepler Universität Linz)
  • Thomas Kühn*
    (Universität Leipzig)
  • Frances Kuo *
    (University of New South Wales)
  • Christiane Lemieux *
    (University of Waterloo)
  • Thomas Müller-Gronbach*
    (Universität Passau)
  • Deanna Needell
    (Claremont McKenna College)
  • Andreas Neuenkirch*
    (Universität Mannheim)
  • Mila Nikolova
    (École Normale Supérieure de Cachan)
  • Erich Novak
    (Friedrich-Schiller-Universität)
  • Robert Nowak
    (University of Wisconsin)
  • Friedrich Pillichshammer *
    (Johannes Kepler Universität Linz)
  • Leszek Plaskota*
    (University of Warsaw)
  • Alex Powell
    (Vanderbilt University)
  • Klaus Ritter
    (Universität Kaiserslautern)
  • Christoph Schwab
    (ETH)
  • Winfried Sickel*
    (Friedrich-Schiller-Universität)
  • Pawel Siedlecki
    (University of Warsaw)
  • Maxim Skriganov
    (Russian Academy of Sciences)
  • Ian Sloan *
    (University of New South Wales)
  • Jeremy Staum*
    (Northwestern University)
  • Vladimir Temlyakov
    (University of South Carolina)
  • Michael Todd
    (Cornell University)
  • Joseph Traub*
    (Columbia University)
  • Tino Ullrich
    (Rheinische Friedrich-Wilhelms-Universität Bonn)
  • Li Wang
    (University of California, San Diego)
  • Rachel Ward
    (University of Texas at Austin)
  • Grzegorz Wasilkowski
    (University of Kentucky)
  • Clayton Webster*
    (Oak Ridge National Laboratory)
  • Art Werschulz*
    (Columbia University)
  • Henryk Wozniakowski
    (Columbia University)
  • Larisa Yaroslavtseva*
    (Universität Passau)
  • Yinyu Ye*
    (Stanford University)
  • Ozgur Yilmaz
    (University of British Columbia)
  • Marguerite Zani*
    (Université de Paris XII (Paris-Val-de-Marne))