| Wednesday |
|
|
| 09:00 - 09:15 |
S. Dahlke |
Opening |
| 09:15 - 10:15 |
J. Buhmann |
Context Sensitive Information: Which Bits Matter in Data? |
| 10:15 - 10:45 |
|
coffee break |
| 10:45 - 11:15 |
L. Jost |
Nonlinear Eigenproblems for High-Dimensional Data Analysis |
| 11:15 - 11:45 |
D. Wissel |
Fast Approximation Algorithms for Kernel Methods |
| 11:45 - 12:15 |
L. Kämmerer |
Reconstructing Multivariate Trigonometric Polynomials by Sampling Along Generated Sets |
| 12:15 - 14:00 |
|
lunch |
| 14:00 - 14:30 |
S. Krause-Solberg |
A Splitting Approach to Dimensionality Reduction with Non-Negativity Constraints |
| 14:30 - 15:00 |
D. Heinen |
Wavelet Shrinkage on Paths for Denoising of Scattered Data |
| 15:00 - 15:30 |
W. Lim |
Anisotropic Refinement Schemes for Transport Dominated Problems |
| 15:30 - 16:00 |
G. Welper |
Reduced Basis Methods for Radiative Transfer |
| 16:00 - 17:00 |
|
coffee break |
| 17:00 - 17:30 |
U. Friedrich |
Adaptive Sparse Optimization of Nonlinear Functionals by a Decreasing Thresholding Strategy |
| 17:30 - 18:00 |
S. Kinzel |
On the Convergence Analysis of a Spatially Adaptive Rothe Method I |
| 18:00 - 18:30 |
N. Döhring |
On the Convergence Analysis of a Spatially Adaptive Rothe Method II |
| 19:00 |
|
dinner |
| |
| Thursday |
|
|
| 09:00 - 09:30 |
S. Glas |
Reduced Basis Method and Space-Time Discretization for Electricity Markets |
| 09:30 - 10:00 |
S. Steck |
Modelling the Emission Trading System |
| 10:00 - 10:30 |
W. Hackbusch |
Maximum Norm Estimates for SVD Truncated Tensors |
| 10:30 - 11:00 |
|
coffee break |
| 11:00 - 11:30 |
A. Uschmajew |
Geometric Description of Low-Rank Tensor Manifolds as Principal Fiber Bundles and Applications |
| 11:30 - 12:30 |
R. Schneider |
Tensor Completion and Reconstruction |
| 12:30 - 14:00 |
|
lunch |
| 14:00 - 14:30 |
Ch. Lubich |
Dynamical Approximation of Hierarchical Tucker and Tensor-Train Tensors |
| 14:30 - 15:00 |
B. Khoromskij |
Recent Results on QTT-Based Approximations in Electronic Structure and Dynamical Calculations |
| 15:00 - 15:30 |
D. Belomestny |
Multilevel Methods for Optimal Stopping Problems |
| 15:30 - 16:00 |
Ch. Bender |
Primal and Dual Methods for Reflected Backward SDEs |
| 16:00 - 17:00 |
|
coffee break |
| 17:00 - 17:30 |
C. Strauch |
Sharp Adaptive Drift Estimation for Diffusions in Higher Dimension |
| 17:30 - 18:00 |
B. Sprungk |
Diffusion Equations with Random Data: Convergence of Collocation and Galerkin Methods |
| 19:00 |
|
dinner |
| |
| Friday |
|
|
| 09:00 - 10:00 |
M. Kovács |
Strong and Weak Approximation of a Class of Stochastic Volterra Equations |
| 10:00 - 10:30 |
J. Diehl |
Robust Versions of the Filter and its Approximations |
| 10:30 - 11:00 |
|
coffee break |
| 11:00 - 11:20 |
L. Yaroslavtseva |
Computing Quadrature Formulas for Marginal Distributions of SDEs |
| 11:20 - 11:40 |
M. Altmayer |
Quadrature of Discontinuous Functionals of the Heston Price Using Malliavin Calculus |
| 11:40 - 12:00 |
S. Li |
Multilevel Monte Carlo Algorithms for Lévy-Driven SDEs |
| 12:00 - 12:30 |
E. Novak |
The Curse of Dimensionality for Numerical Integration of Smooth Functions |
| 12:30 |
S. Dahlke |
Conclusion |
| 12:40 |
|
lunch |