Timetable

SunMonTueWedThu
9:00-- 9:25 Pfluger Sloan Ullrich_M Rauhut
9:25-- 9:50 Peherstorfer Schwab Latuszynski Akakpo
9:50--10:15 Klompmaker Nichols Rudolf Infante_Acevedo
10:45--11:10 Neuenkirch Grasedyck Jahnke Lifshits
11:10--11:35 Gnewuch Nobile Gerstner Chernov
11:35--12:00 Ritter Corveleyn Tausch Kammerer
14:00--14:25 Ullrich_T Schneider Thole Kazeev Dick
14:25--14:50 Weimar Mohlenkamp Chinesta Khoromskij Leopardi
14:50--15:15 Dinh Dolgov Iza_Teran Savostyanov Viazovska
15:45--16:10 Hullmann Benner Keane Oseledets Wozniakowski
16:10--16:35 Achtsis Bebendorf Zabaras Waldherr
16:35--17:00 Kuo Falco (longer) Khoromskaia

There will be a conference dinner on Tuesday evening.

Alphabetical list of abstracts

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Conditional sampling for option pricing under the LT method
Achtsis, Nico (Joint work with: Nuyens, Dirk)
Keywords: Linear transformations; Quasi-Monte Carlo simulations; Variance reduction
Sun, 16:10--16:35
Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection
Akakpo, Nathalie
Keywords: Anisotropic Besov spaces; Multivariate estimation
Thu, 09:25--09:50
Adaptive cross approximation in higher dimensions
Bebendorf, Mario
Mon, 16:10--16:35
On low-rank solutions of large-scale generalized Lyapunov equations arising in parametric model reduction
Benner, Peter (Joint work with: Breiten, Tobias)
Keywords: Parametric model order reduction
Mon, 15:45--16:10
On numerical integration of isotropic singularities in $\mathbb R^d$
Chernov, Alexey
Keywords: numerical integration; algebraic singularity; approximation on the semiaxis
Thu, 11:10--11:35
Efficient solution of highly multidimensional models by using the proper generalized decomposition: Towards a change of paradigm in computational mechanics?
Chinesta, Francisco (Joint work with: Leygue, Adrien; Cueto, Elias; Keunings, Roland)
Keywords: Multidimensional models; Curse of dimensionality; Proper Generalized Decomposition
Tue, 14:25--14:50
Solving fuzzy elliptic PDEs by means of HT tensors
Corveleyn, Samuel (Joint work with: Vandewalle, Stefan)
Tue, 11:35--12:00
Higher order scrambled digital nets for smooth integrands
Dick, Josef
Keywords: randomized quasi-Monte Carlo; Numerical integration; digital nets and sequences
Thu, 14:00--14:25
B-spline quasi-interpolant representations and sampling recovery of functions with mixed smoothness
Dinh, Dũng
Keywords: Linear sampling algorithm; Quasi-interpolant representation; Besov space of mixed smoothness
Sun, 14:50--15:15
On a solution to a parabolic equation in the QTT format using the DMRG approach
Dolgov, Sergey (Joint work with: Oseledets, Ivan V.)
Mon, 14:50--15:15
Tensor decompositions in convex optimization problems
Falcó, Antonio F. (Joint work with: Falcó, Antonio, A.; Nouy, Anthony, A.)
Mon, 16:35--17:00
Sparse Grids and Multi-Level Monte Carlo
Gerstner, Thomas
Keywords: Sparse Grids; Multi-Level Monte Carlo; Computational Finance
Wed, 11:10--11:35
Infinite-dimensional numerical integration
Gnewuch, Michael
Keywords: numerical integration; quasi-Monte Carlo; multilevel algorithm
Mon, 11:10--11:35
Hierarchical tensor methods for PDEs with stochastic parameters
Grasedyck, Lars (Joint work with: Ballani, Jonas; Kluge, Melanie)
Keywords: Hierarchical Tucker; Stochastic PDEs; Low Rank Tensors
Tue, 10:45--11:10
An efficient sparse grid Galerkin-approach for the numerical valuation of basket options under Kou's jump-diffusion model
Hullmann, Alexander
Keywords: Sparse grids; Preconditioner; Generating system; Finance
Sun, 15:45--16:10
A non linear approximation method for solving high dimensional partial differential equations: Application in Finance.
Infante Acevedo, José Arturo (Joint work with: Lelièvre, Tony)
Keywords: Greedy algorithms, high-dimensional partial differential equations
Thu, 09:50--10:15
Spectral kernel methods for simulation data and the eigenvector switching problem
Iza Teran, Victor Rodrigo
Tue, 14:50--15:15
On hybrid models for discrete stochastic reaction systems
Jahnke, Tobias
Keywords: chemical master equation; model reduction; error estimates
Wed, 10:45--11:10
Interpolation lattices for hyperbolic cross trigonometric polynomials
Kämmerer, Lutz (Joint work with: Kunis, Stefan; Potts, Daniel)
Thu, 11:35--12:00
Tensor structure of some structured matrices with applications to efficient operations in the QTT format
Kazeev, Vladimir
Keywords: structured matrices; tensor representations; fast algorithms
Wed, 14:00--14:25
Some approaches to dimension reduction for optimization.
Keane, Andy J.
Keywords: POD; GTM; krig
Tue, 15:45--16:30
Grid-based solution of the 3D Hartree-Fock equation with 1D complexity
Khoromskaia, Venera
Keywords: tensor-structured numerical methods; Hartree-Fock equation; 3D tensor rank reduction
Wed, 16:35--17:00
Quantics-TT approximation on a class of multivariate functions
Khoromskij, Boris
Keywords: High dimensional problems; Multivariate functions; Quantics tensor train format
Wed, 14:25--14:50
An Adaptive Sparse Grid scheme for HJB equations
Klompmaker, Irene (Joint work with: Bokanowski, Olivier; Garcke, Jochen; Griebel, Michael)
Keywords: HJB equations; Sparse Grids; Optimal Control
Mon, 09:50--10:15
The smoothing effect of integration in $\mathbb{R}^d$ and the ANOVA decomposition
Kuo, Frances Y. (Joint work with: Griebel, Michael; Sloan, Ian H.)
Keywords: smoothing; ANOVA decomposition
Sun, 16:35--17:00
Exact MCMC inference for Markov switching diffusion models
Latuszynski, Krzysztof (Joint work with: Palczewski, Jan; Roberts, Gareth O)
Keywords: exact algorithms for diffusions; retrospective simulation; MCMC
Wed, 09:25--09:50
Sparse grid quadrature as a knapsack problem
Leopardi, Paul (Joint work with: Hegland, Markus)
Thu, 14:25--14:50
Compactness properties of weighted summation operators on trees
Lifshits, Mikhail (Joint work with: Linde, Werner)
Keywords: entropy numbers; summation operators; trees
Thu, 10:45--11:10
Observations on alternating least squares
Mohlenkamp, Martin
Mon, 14:25--14:50
Multi-level Monte Carlo for path-dependent Options in the Heston Model
Neuenkirch, Andreas (Joint work with: Dereich, Steffen)
Mon, 10:45--11:10
Fast QMC integration for lognormal random fields
Nichols, James (Joint work with: Sloan, Ian H.; Kuo, Frances Y.; Graham, Ivan G.; Scheichl, Rob; Schwab, Christoph)
Keywords: Quasi-Monte Carlo; Stochastic PDE
Tue, 09:50--10:15
Strategies for optimal polynomial approximation of elliptic PDEs with random coefficients
Nobile, Fabio (Joint work with: Bäck, Joakim; Tamellini, Lorenzo; Tempone, Raul)
Keywords: high dimensional polynomial approximation; sparse grids; PDEs with random coefficients
Tue, 11:10--11:35
TT-approach to the solution of high-dimensional problems
Oseledets, Ivan
Keywords: Tensor trains; High-dimensional approximations
Wed, 15:45--16:10
A multigrid method for PDEs on spatially adaptive sparse grids
Peherstorfer, Benjamin (Joint work with: Bungartz, Hans-Joachim; Zenger, Christoph)
Keywords: sparse grids; PDE; multigrid
Mon, 09:25--09:50
Spatially adaptive sparse grid regression
Pflüger, Dirk
Keywords: Sparse Grids; Spatial Adaptivity; Regression
Mon, 09:00--09:25
Recovery of functions in high dimensions via compressive sensing
Rauhut, Holger (Joint work with: Cohen, Albert; DeVore, Ronald A.; Foucart, Simon)
Keywords: Function Recovery; Compressive Sensing; high dimensions
Thu, 09:00--09:25
Multi-level algorithms for infinite-dimensional integration
Ritter, Klaus
Keywords: integration on the sequence space; variable subspace sampling; QMC-rules
Mon, 11:35--12:00
Error estimation for the integration with respect to log-concave densities
Rudolf, Daniel
Keywords: Markov chain Monte Carlo; Metropolis algorithm; log-concave
Wed, 09:50--10:15
New cross interpolation algorithm and Krylov/Wedderburn scheme for TT format
Savostyanov, Dmitry (Joint work with: Oseledets, Ivan)
Keywords: TT format; cross algorithm; Krylov subspaces
Wed, 14:50--15:15
Optimization in novel tensor formats and the DMRG and related algorithms
Schneider, Reinhold (Joint work with: Holtz, Sebastian; Rohwedder, Thorsten)
Keywords: HT and TT Tensors; direct optimization; Alternating least squares and DMRG
Mon, 14:00--14:25
Convergence rates of a sparse tensor QMC-FEM discretizations for a class of PDEs with infinite dimensional noise
Schwab, Christoph (Joint work with: Kuo, Frances Y.; Sloan, Ian H.)
Keywords: Stochastic PDEs; Multilevel QMC
Tue, 09:25--09:50
QMC for noisy PDE
Sloan, Ian H. (Joint work with: Kuo, Frances Y.; Schwab, Christoph)
Keywords: QMC
Tue, 09:00--09:25
Anisotropic fast Gauss transform
Tausch, Johannes
Keywords: Fast Gauss Transform; non-local operator
Wed, 11:35--12:00
Difference principle component analysis for crash simulation results
Thole, Clemens-August
Tue, 14:00--14:25
Swendsen-Wang beats heat-bath
Ullrich, Mario
Keywords: Swendsen-Wang; Rapid mixing; Ising model
Wed, 09:00--09:25
Spline interpolation on sparse grids
Ullrich, Tino (Joint work with: Sickel, Winfried)
Keywords: spline; sparse grids; Besov spaces of mixed smoothness
Sun, 14:00--14:25
Optimal asymptotic bounds for spherical designs
Viazovska, Maryna (Joint work with: Bondarenko, Andriy; Radchenko, Danylo)
Keywords: Spherical designs, Brouwer degree; Brouwer degree; Marcinkiewicz–Zygmund inequalities
Thu, 14:50--15:15
Approximation techniques for special eigenvalue problems
Waldherr, Konrad (Joint work with: Huckle, Thomas; Schulte-Herbrüggen, Thomas)
Keywords: Tensor decomposition schemes; Matrix Product States; Truncation
Wed, 16:10--16:35
Tractability of $L_\infty$-approximation on weighted Banach spaces of smooth functions
Weimar, Markus
Keywords: Tractability; $L_\infty$-approximation
Sun, 14:25--14:50
Approximation of linear multivariate problems in the randomized setting
Wozniakowski, Henryk
Keywords: Multivariate problems; Tractability; Lower Bounds
Thu, 15:45--16:10
Uncertainty quantification in random heterogeneous media
Zabaras, Nicholas J.
Keywords: Stochastic PDEs; Uncertainty quantification
Tue, 16:30--17:15