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Organizing Committee
University of New South Wales
Friedrich-Schiller-Universität
Universität Kaiserslautern
University of Kentucky
Columbia University
Abstract
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.
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.
Image courtesy of Dirk Nuyens
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Workshop Schedule
Monday, September 15, 2014
8:30 - 8:55 AM EDT
Registration
Location: 11th Floor Collaborative Space
8:55 - 9:00 AM EDT
Welcome - ICERM Director
Location: 11th Floor Lecture Hall
10:30 - 11:00 AM EDT
Coffee/Tea Break
Location: 11th Floor Collaborative Space
12:30 - 2:45 PM EDT
Break for Lunch
3:30 - 4:00 PM EDT
Coffee/Tea Break
Location: 11th Floor Collaborative Space
5:00 - 6:30 PM EDT
Welcome Reception
Location: 11th Floor Collaborative Space
Lecture Videos
Yinyu Ye
Stanford University
September 17, 2014 • 12:00 AM
Peter Kritzer
Johannes Kepler Universität Linz
September 18, 2014 • 12:00 AM
Pawel Siedlecki
University of Warsaw
September 18, 2014 • 12:00 AM
Fred Hickernell
Illinois Institute of Technology
September 15, 2014 • 12:00 AM
James Calvin
New Jersey Institute of Technology
September 15, 2014 • 12:00 AM
Dirk Nuyens
KU Leuven
September 19, 2014 • 12:00 AM
