SPP-JT10

2nd Annual Meeting of SPP 1324
October 27-29, 2010
Eisenach
 
 

PROGRAM


A preliminary version of the timetable:
Wednesday

Time Speaker Title of talk
9:00 9:15 Dahlke Opening
9:15 10:15 Tenorth Adaptive Image Approximation using the EPWT

Guillemard Dimensionality Reduction and Topological Tools in Signal Analysis
10:15 11:00 Coffee break
11:00 11:30 Teschke Compressive Sensing Principles and Iterative Sparse Recovery for Inverse and
Ill-Posed Problems
11:30 12:30 Friedrich Adaptive Wavelet Frame Methods for Operator Equations I: Forward Problem

Ressel Adaptive Wavelet Frame Methods for Operator Equations II: Inverse Problem
12:30 14:30 Lunch break
14:30 15:00 Kunis Sampling Schemes for Hyperbolic Cross Fast Fourier Transforms
15:00 15:30 Jokar Kronecker Products, PDEs and Compressed Sensing
15:30 16:30 Coffee break
16:30 17:00 Kluge Black-Box Approximation of High Dimensional Tensors
17:00 17:30 Klompmaker Sparse Grids in Optimal Control



Thursday

Time Speaker Title of talk
9:00 10:00 Lim Compactly Supported Shearlet Frames and their Applications

Huang Adaptive Methods for First Order Transport Equations
10:00 10:30 Rupp Valuation of Structured Financial Products
10:30 11:00 Coffee break
11:00 11:30 Steiner Validating Numerical Solutions of High-Dimensional Backward SDEs Arising
From Finance
11:30 12:30 Lindner Adaptive Wavelet Methods for SPDEs I: Spatial Besov Regularity for SPDEs on
Lipschitz Domains

Kinzel Adaptive Wavelet Methods for SPDEs II: Non-Uniform Discretization for Approximation of Elliptic Stochastic PDE
12:30 14:30 Lunch break
14:30 15:00 Rudolf Error Bounds for the Computation of Integrals by Markov Chain Monte Carlo
15:00 16:00 Mugler Stochastic Galerkin Methods - Fundamentals and Algorithms

Ullmann
16:00 17:00 Coffee break
17:00 18:00 Yaroslavtseva Constructive Quantization and Multilevel Algorithms for Quadrature of SDEs I:
On Quantization of Marginal Distributions of SDEs

Schottstedt Constructive Quantization and Multilevel Algorithms for Quadrature of SDEs II: Random Quantization on IRd

Heidenreich Constructive Quantization and Multilevel Algorithms for Quadrature of SDEs III:
Multilevel Monte Carlo Algorithms for Lévy driven SDEs



Friday

Time Speaker Title of talk
9:00 9:30 Kvaal Adaptive Time-Dependent Coupled Cluster Method for Wave-Packet
Propagation of Many-Fermion Systems
9:30 10:00 Zeiser Approximating Electronic Wave Functions by Wavelets
10:00 10:30 Coffee break
10:30 11:30 Rohwedder On Manifolds of Tensors of Fixed TT-Rank
11:30 12:00 Udrescu Approximating Chemical Master Equations with Wavelet Compression
12:00 12:30 Dahlke Conclusion, Informationen zur Antragstellung
12:30 14:30 Lunch break

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