April 3 - 5, 2008
HIM lecture hall, Poppelsdorfer Allee 45
Description: The aim of this mini-workshop was to bring together a small group of researchers at all levels to discuss the various computational techniques for computing solutions of SPDEs. In recent year, many different (sometime competing) techniques have arisen and two main families of methods can be distinguished: Monte-Carlo and Sparse Grids.
We proposed an open discussion on how to make these methods from each family more efficient computationally, with the hope that collaborations will ensue from the workshop.
Proposed discussion themes were:
- the practical aspects of sparse grid methods for SPDEs,
- multilevel techniques,
- does adaptivity help?
- the nonlinear SPDEs and modelling,
- important models.
Person |
Affiliation |
Period of stay |
| Robert Baier | Universität Bayreuth | |
| Dirk Blömker | Universität Augsburg | |
| David Bremner | TU München | |
| Evelyn Bukwar | Technische Universität zu Berlin | |
| Carsten Carstensen | ||
| Alexey Chernov | Universität Bonn | |
| Tzanko Donchev | ||
| Armin Fügenschuh | TU Darmstadt | |
| Matthias Geissert | TU Darmstadt | |
| Matthias Gerdts | University of Birmingham | |
| Helmut Harbrecht | Universität Basel | |
| Vangelis Harmandaris | Max-Planck-Institut für Polymerforschung | |
| Max Jensen | University of Durham | |
| Arnulf Jentzen | Universität Frankfurt | |
| Georgios Kossioris | University of Crete | |
| Omar Lakkis | University of Sussex | |
| Stig Larsson | Chalmers University of Technology | |
| Tony Lelievre | Ecole Nationale des Ponts et Chaussees | |
| Gabriel Lord | Heriot-Watt University | |
| Thomas Lorenz | Universität Heidelberg | |
| Ekaterina Muravleva | Max Planck Institute for Mathematics in the Sciences | |
| Andreas Neuenkirch | Universität Frankfurt | |
| Christoph Ortner | Computing Laboratory | |
| Janosch Rieger | Universität Bielefeld | |
| Klaus Ritter | Technische Universität Darmstadt | |
| Marco Romito | Università di Firenze | |
| Mathias Rousset | CERMICS | |
| Barbara Rüdiger | Universität Koblenz | |
| Lars Schewe | TU Darmstadt | |
| Achill Schürmann | Universität Magdeburg | |
| Mathieu Dutour Sikiric | ||
| Gabriel Stoltz | Ecole Nationale des Ponts et Chaussées | |
| Michael Tretyakov | University of Leicester | |
| Frank Vallentin | ||
| Georgios Zouraris | University of Crete |