Wednesday
09:00 - 10:00 | Fabio Nobile |
Collocation methods for uncertainty quantification in PDE models with random data | |
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10:00 - 10:30 | Elisabeth Ullmann |
Multilevel Monte Carlo Methods for Groundwater Flow Problems in Random Media | |
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10:30 - 11:00 | Coffee break |
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11:00 - 11:30 | Ognyan Kounchev |
Applications of PCA to Financial time series | |
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11:30 - 12:00 | Estelle Marchand |
Combining deterministic and statistical tools for sensitivity analysis | |
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12:00 - 12:30 | Kapil Ahuja |
Krylov Subspace Recycling for Stochastic Collocation based Uncertainty Quantification |