Wednesday

09:00 - 10:00 Fabio Nobile
Collocation methods for uncertainty quantification in PDE models with random data

10:00 - 10:30 Elisabeth Ullmann
Multilevel Monte Carlo Methods for Groundwater Flow Problems in Random Media

10:30 - 11:00 Coffee break

11:00 - 11:30 Ognyan Kounchev
Applications of PCA to Financial time series

11:30 - 12:00 Estelle Marchand
Combining deterministic and statistical tools for sensitivity analysis

12:00 - 12:30 Kapil Ahuja
Krylov Subspace Recycling for Stochastic Collocation based Uncertainty Quantification