Book of Abstracts

The detailed Book of Abstracts is available here.

Program overview

Detailed program

Monday, May 13

8:40 - 9:30 Claude Le Bris   "Various approaches for handling randomness in multiscale problems"

9:30 - 10:20 Wolfgang Hackbusch  "Numerical tensor calculus and elliptic PDE with stochastic coefficients"

10:20 - 10:50  Coffee break

10:50 - 11:40 Howard Elman  "Reduced basis collocation methods for partial differential equations with random coefficients"

11:40 - 12:30 Peter Benner  "Perspectives of model order reduction for UQ"

12:30 - 14:30  Lunch break

14:30 - 15:20 Robert Scheichl  "Multilevel Markov chain Monte Carlo with applications in subsurface flow"

15:20 - 15:50 Roland Pulch  "Model order reduction for linear dynamical systems with random parameters"

15:50 - 16:20  Coffee break

16:20 - 17:10 Alireza Doostan  "A compressive sampling approach to the solution of PDEs with high-dimensional random inputs"

17:10 - 18:00 Catherine Powell  "Solving saddle point formulations of elliptic PDEs on uncertain parameterised domains"

Tuesday, May 14

8:40 - 9:30 Andrew Stuart  "Approximate Guassian Filters"

9:30 - 10:20 Yvon Maday  "Interpolation through data assimilation: the generalized empirical interpolation method"

10:20 - 10:50  Coffee break

10:50 - 11:40 Christoph Schwab  "Infinite dimensional quadrature approach to Bayesian inverse problems"

11:40 - 12:30 Habib Najm  "Parameter estimation with partial information"

12:30 - 14:30  Lunch break

14:30 - 15:20 Alfio Borzi  "A Fokker-Planck-Kolmogorov control framework for stochastic processes"

15:20 - 15:50 Phaedon-Stelios Koutsourelakis  "High-dimensional optimization in the presence of uncertainty: applications in random heterogeneous media"

15:50 - 16:50  Coffee break and poster session

  • Claudio Bierig  "Convergence analysis of multilevel variance estimators in Multilevel Monte Carlo Methods and application for random obstacle problems"
  • Peng Chen  "Accurate and efficient evaluation of failure probability for system modeled by partial differential equations with random inputs"
  • Abdul-Lateef Haji-Ali  "Adaptive Multilevel Monte Carlo with simultaneous weak and strong error control"
  • Ekaterina Kostina  "Robustification of optimal experiment designs against parameter uncertainties"
  • Duong Pham  "Sparse spherical harmonic approximation for Dirichlet-to-Neumann equations on prolate spheroids with random loading"
  • Francesco Tesei  "Multilevel Monte Carlo methods with control variate for elliptic SPDEs"

16:50 - 17:20 Peter Zaspel  "Kernel-based multi-GPU parallel uncertainty quanti fication with applications in computational fluid dynamics"

17:20 - 17:50 Michael Schick  "A parallel multigrid spectral Galerkin solver for stochastic elliptic problems"

Wednesday, May 15

8:40 - 9:30 Albert Cohen  "Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs"

9:30 - 10:20 Claude Je rey Gittelson  "Adaptive stochastic Galerkin Finite element methods"

10:20 - 10:50  Coffee break

10:50 - 11:40 David Silvester  "A posteriori error estimation for elliptic PDEs with random coefficients"

11:40 - 12:30 Olivier Le Maitre  "Polynomial chaos expansions for the approximation of uncertain stochastic model solutions"

12:30 - 14:30  Lunch break

14:30 - 18:30  Free time and excursion (boat departure time 15:00)

Thursday, May 16

8:40 - 9:30 Hermann Matthies  "Inverse uncertainty quantification"

9:30 - 10:20 Omar Ghattas  "Quantification of uncertainty for large-scale inverse wave propagation problems"

10:20 - 10:50  Coffee break

10:50 - 11:40 Nicholas Zabaras  "A probabilistic graphical model approach to uncertainty quantifi cation"

11:40 - 12:30 Oliver Ernst  "UQ for groundwater flow"

12:30 - 14:30  Lunch break

14:30 - 15:20 Bruno Sudret  "Sparse polynomial chaos expansions in engineering applications"

15:20 - 15:50 Stephan Bansmer  "Measurement uncertainty of ensemble-averaged flow data"

15:50 - 16:20  Coffee break

16:20 - 16:50 Elisabeth Ullmann  "Multilevel estimation of rare events"

16:50 - 17:20 Giulio Cottone  "Representation and treatment of random functions with divergent integer moments"

17:20 - 18:10 Petros Koumoutsakos  "Bayesian uncertainty quanti fication and propagation in molecular dynamics simulations of nanoscale flows"

Friday, May 17

8:40 - 9:30 Ian H. Sloan  "QMC lattice methods for PDE with random coefficients"

9:30 - 10:20 Youssef Marzouk  "Bayesian data assimilation and dimension reduction with optimal maps"

10:20 - 10:50 Joachim Gwinner  "Variational inequalities and equilibrium problems with uncertain data"

10:50 - 11:20  Coffee break

11:20 - 12:10 Helmut Harbrecht  "On multilevel quadrature for elliptic stochastic partial differential equations"

12:10 - 13:00 Raul Tempone  "Analysis and computations for linear hyperbolic PDEs with stochastic coefficients"