Events

Mar 2 - Mar 8, 2014

An a posteriori error estimate for Symplectic Euler approximation of optimal control problems By Prof. Mattias Sandberg

Prof. Mattias Sandberg Associate Professor, KTH Royal Institute of Technology, Sweden

Mar 6, 15:00 - 16:00

B1 R4214

Richardson extrapolation and finite difference schemes for SPDEs By Dr. Eric Joseph Hall

Dr. Eric Joseph Hall, Postdoctoral Fellow, KTH Royal Institute of Technology, Sweden

Mar 5, 14:30 - 15:30

B1 R4214

Mathematical, Computational and Theoretical Epidemiology: Challenges and Opportunities

By Prof. Carlos Castillo-Chavez, Regents Professor and Joaquin Bustoz Jr. Professor of Mathematical Biology at Arizona State University

Mar 3, 15:00 - 16:00

B9 H1

Feb 23 - Mar 1, 2014

Exact Sampling and Inference for Non-Linear Stochastic Differential Equations. Short course By Prof. Alexandros Beskos (Associate Professor at NUS, Singapore)

Prof. Alexandros Beskos, Associate Professor at NUS, Singapore

Feb 27, 15:00 - 16:30

B1 R4214

Sequential Monte Carlo Samplers for Applications in High Dimensions Short course By Prof. Alexandros Beskos (Associate Professor at NUS, Singapore)

Prof. Alexandros Beskos

Feb 26, 09:00 - Sep 18, 10:30

B1 R4214

Mean Field Games and Mean Field Type Control By Prof. Alain Bensoussan (Ashbel Smith Professor and Director of the International Center for Decision and Risk Analysis (ICDRiA), University of Texas at Dallas, USA)

Prof. Alain Bensoussan, Ashbel Smith Professor and Director of the International Center for Decision and Risk Analysis (ICDRiA), University of Texas at Dallas, USA

Feb 25, 14:00 - 15:00

B1 R4214

Feb 16 - Feb 22, 2014

Data Assimilation - Part 2

Kody J. H. Law, Senior Research Scientist, Stochastic Numerics Research Group

Feb 20, 15:00 - 17:30

B3 R5520

data assimilation

Data Assimilation - Part 1

Kody J. H. Law, Senior Research Scientist, Stochastic Numerics Research Group

Feb 17, 09:00 - 11:15

B3 R5520

data assimilation

Feb 9 - Feb 15, 2014

Game Theory Meets Computer Science and Engineering by Dr. Hamidou Tembine

Hamidou Tembine, Senior Research Scientist, Stochastic Numerics Research Group

Feb 11, 11:00 - 12:00

B9 R4222

Uncertainty quantification in Discrete Fracture Network models By Prof. Claudio Canuto (Dipartimento di Scienze Matematiche, Politecnico di Torino, Italy)

Prof. Claudio Canuto, Polytechnic of Turin, Italy

Feb 10, 15:00 - 16:00

B1 R4214

discrete fracture network

Feb 2 - Feb 8, 2014

Overview of numerical methods for quantification of uncertainties by Dr. Alexander Litvinenko

Alexander Litvinenko, Senior Research Scientist, Stochastic Numerics Research Group

Feb 4, 11:00 - 12:00

B9 R4222

WEP 2014 - Distributed Strategic Learning by Dr. Hamidou Tembine

Hamidou Tembine, Senior Research Scientist, Stochastic Numerics Research Group

Feb 2, 11:00 - 12:00

B9 R4222

Jan 5 - Jan 11, 2014

Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2014)

Raul Tempone, Professor, Applied Mathematics and Computational Sciences

Jan 6, 09:00 - Jan 10, 17:00

B4 B5 A0215

uncertainty quantification algorithms

Nov 24 - Nov 30, 2013

Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of It ô Stochastic Differential Equations by Nadhir Ben Rached

Nadhir Ben Rached, Ph.D., Applied Mathematics and Computational Sciences

Nov 27, 10:30 - 12:00

B1 R4214

Discontinuous Galerkin approximation to the Vlasov-Poisson system By Dr. Blanca Ayuso de Dios (Centre de Recerca Matematica at Barcelona)

Dr. Blanca Ayuso de Dios, Centre de Recerca Matematica at Barcelona

Nov 25, 15:00 - 16:00

B1 R4214

Partial Differential Equations

Oct 27 - Nov 2, 2013

A Sample from the Stochastic Numerics Group by Prof. Raul Tempone

Raul Tempone, Professor, Applied Mathematics and Computational Sciences

Oct 31, 12:00 - 13:00

B9 L2 R2322 H1

Sep 29 - Oct 5, 2013

An Introduction to Stochastic Control Theory By Prof. Boualem Djehiche (KTH Royal Institute of Technology, Stockholm, Sweden)

Prof. Boualem Djehiche, KTH Royal Institute of Technology, Stockholm, Sweden

Oct 1, 15:30 - Oct 6, 17:00

B1 R4214

Apr 21 - Apr 27, 2013

SRI UQ Annual Workshop 2013

Raul Tempone, Professor, Applied Mathematics and Computational Sciences

Apr 26, 09:00 - Apr 30, 17:00

Auditorium L0 Between B4 and B5

uncertainty quantification

Mar 24 - Mar 30, 2013

Bayesian Analysis of Stochastic Process Models (AMCS 390) By Prof. Fabrizio Ruggeri (Italian National Research Council, Milano, Italy)

Prof. Fabrizio Ruggeri, Italian National Research Council, Milano, Italy

Mar 25, 10:30 - Apr 24, 12:00

B9 R2132

Ensemble Kalman Methods For Inverse Problems By Prof. Andrew Stuart (Warwick University, United Kingdom)

Prof. Andrew Stuart, Warwick University, United Kingdom

Mar 24, 15:00 - 16:00

B1 R4214

Mar 10 - Mar 16, 2013

Uncertainty Quantification in Molecular Dynamics By Dr. Francesco Rizzi (John Hopkins University, USA)

Dr. Francesco Rizzi, John Hopkins University, USA

Mar 13, 15:00 - 16:00

B1 R3119

uncertainty quantification

Mar 3 - Mar 9, 2013

Parametric Problems, Stochastic, and Identification By Prof. Hermann Matthies (ISCTUB, Germany)

Prof. Hermann Matthies, Institute of Scientific Computing TU Braunschweig, Geramany

Mar 6, 15:00 - 16:00

B1 R4102

Feb 10 - Feb 16, 2013

Accurate Filtering With 3DVAR For Dissipative Systems By Dr. Kody Law (University of Warwick, United Kingdom)

Dr. Kody Law, Postdoctoral Research Fellow, University of Warwick, United Kingdom

Feb 11, 15:00 - 16:00

B1 R4214

Dec 2 - Dec 8, 2012

PDE with Random Coefficients As A Problem in High-Dimensional Numerical Integration By Prof. Ian H. Sloan (University of New South Wales, Australia)

Prof. Ian H. Sloan, University of New South Wales, Australia

Dec 2, 15:00

B1 R4214

Partial Differential Equations

Nov 11 - Nov 17, 2012

On Generalized Fiducial Inference By Prof. Jan Hannig (Univ. of Carolina at Chapel Hill, USA)

Prof. Jan Hannig University of North Carolina at Chapel Hill

Nov 13, 16:30 - 17:30

B1 R4214

Rethinking Uncertainty Quantification By Prof. Edward Boone

Prof. Edward Boone, Associate Professor, Department of Statistical Sciences and Operations Research

Nov 12, 15:00 - 16:00

B1 R4214

Bayesian Estimation Of Thermal Conductivity in Polymethyl Methacrylate By Prof. Fabrizio Ruggeri (Italian National Research Council, Milano, Italy)

Prof. Fabrizio Ruggeri, Italian National Research Council, Milano, Italy

Nov 11, 15:00 - 16:00

B1 R4214

Nov 4 - Nov 10, 2012

Approximation of Stochastic PDE’s Involving White Noises By Prof. Hassan Manouzi (Laval University, Quebec, Canada)

Prof. Hassan Manouzi, Applied Mathematics, Laval University, Quebec, Canada

Nov 5, 15:00 - 16:00

B1 R2418

Sep 30 - Oct 6, 2012

Gaussian Beam Approximations of High Frequency By Prof. Olof Runborg (KTH, Sweden)

Prof. Olof Runborg, Royal Institute of Technology (KTH), Stockholm, Sweden

Oct 2, 15:00 - 16:00

B1 R4214

Sep 23 - Sep 29, 2012

Covariance Eigenproblems and their Numerical Treatment By Prof. Oliver Ernst (Technical University Bergakademie Freiberg, Germany)

Prof. Oliver Ernst, Technical University Bergakademie Freiberg, Germany

Sep 26, 15:00 - 16:00

B1 R4214

Sep 16 - Sep 22, 2012

Sharp Complexity Bounds For Computing Quadrature Formulas for Marginal Distribution of SDEs By Prof. Thomas Mueller (University of Passau, Germany)

Prof. Thomas Mueller, University of Passau, Germany

Sep 17, 15:00 - 16:00

B1 R4214

The Multi-Level Monte Carlo Technique for Approximation of Distribution Functions and an Application to AF4 By Prof. Klaus Ritter (Technische Universität Kaiserslautern, Germany)

Prof. Klaus Ritter, Technische Universität Kaiserslautern

Sep 16, 15:00 - 16:00

B1 R4214