MS-Th-BC-25
Numerical Methods for Stochastic PDE and Uncertainty Quantification - Part IV of IV
For Part I, see MS-Tu-E-25
For Part II, see MS-We-D-25
For Part III, see MS-We-E-25

Date: August 13
Time: 10:00--12:00
Room: 210A

(Note: Click title to show the abstract.)

Organizer:
ZHOU, TAO (AMSS, the Chinese Acad. of Sci.)
Yu, Xijun (Inst. of Applied Physics & Computational Mathematics)
Xiu, Dongbin (Univ. of Utah)

Abstract: Efficient solution strategy for stochastic partial differential equations (SPDE) has been a classical topic, as many physical phenomena are inherently random. The topic has received an increasing amount of attention in recent years, driven by the need for uncertainty quantification (UQ). In UQ, even deterministic systems need to be modeled as random because of the uncertainty in the system inputs. Stochastic problems become more challenging to solve, as they often reside in high dimensional random space. The purpose of this mini-symposium is to gather researchers from mathematics and computer science and engineering to interchange the latest advances in simulation techniques for SPDE and UQ. The focus will be on efficient algorithms for practical systems, particularly those arising from multidisciplinary problems.


MS-Th-BC-25-1
10:00--10:30
Stochastic Collocation Methods Via L1 Minimization Using Randomized Quadratures
GUO, LING (Department of Mathematics, Shanghai Normal Univ.)
Narayan, Akil (Univ. of Massachusetts Dartmouth)
Xiu, Dongbin (Univ. of Utah)
ZHOU, TAO (AMSS, the Chinese Acad. of Sci.)


MS-Th-BC-25-2
10:30--11:00
Graph Theoretic Models for the Solution of Stochastic Multiscale Problems
Zabaras, Nicholas (Warwick Centre for Predictive Modelling, Univ. of Warwick)


CP-Th-BC-25-3
11:00--11:20
Principal component analysis for multiple time series data: a symbolic data analysis approach
Wu, Han-Ming (Tamkang Univ.)


CP-Th-BC-25-4
11:20--11:40
A Consumption-Investment Problem with a Diminishing Basket of Goods
Mousa, Abdelrahim (Birzeit Univ.)


CP-Th-BC-25-5
11:40--12:00
A backward dual representation for the quantile hedging of Bermudan options
BOUVERET, GERALDINE (IMPERIAL COLLEGE LONDON)

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Footnote:
Code: Type-Date-Time-Room No.
Type : IL=Invited Lecture, SL=Special Lectures, MS=Minisymposia, IM=Industrial Minisymposia, CP=Contributed Papers, PP=Posters
Date: Mo=Monday, Tu=Tuesday, We=Wednesday, Th=Thursday, Fr=Friday
Time : A=8:30-9:30, B=10:00-11:00, C=11:10-12:10, BC=10:00-12:10, D=13:30-15:30, E=16:00-18:00, F=19:00-20:00, G=12:10-13:30, H=15:30-16:00
Room No.: TBA