Tuesday

09:00 - 10:00 Hermann Matthies
A stochastic setting for inverse identification problems
10:00 - 10:30 Oliver Pajonk
A sampling-free method for linear Bayesian updating with application to spectral representations
10:30 - 11:00 Coffee break
11:00 - 11:30 Alexander Litvinenko
Non-sampling functional approximation of linear and non-linear Bayesian Update
11:30 - 12:00 Christian Rieger
Series kernels for uncertainty quantification
12:00 - 12:30 Bernhard Wieland
Reduced Basis Methods for parameterized partial differential equations with stochastic influences
Lunch break
14:30 - 15:30 Ivan Oseledets
Tensor methods for the solution of multi-parametric and time-dependent problems
15:30 - 16:00 Michael Schick
Stochastic limit-cycles of the unsteady incompressible Navier-Stokes equations
16:00 - 16:30 Coffee break
16:30 - 17:00 Dmitry Savostyanov
Alternating minimal residual methods for linear systems in higher dimensions. Part I: theory
17:00 - 17:30 Sergey Dolgov
Alternating minimal residual methods for linear systems in higher dimensions. Part II: heuristics and experiments
17:30 - 18:00 Peter Zaspel
Multi-GPU parallel uncertainty quantification for two-phase flow simulations