Wednesday 


09:30  09:45 
S. Dahlke 
Opening 
09:45  10:45 
R. Schneider 
Convergence of gradient algorithm in hierachical tensor formats 
10:45  11:15 

coffee break 
11:15  11:45 
M. Espig 
On the Convergence of Alternating Optimisation in Tensor Format Representations 
11:45  12:15 
S. Kühn 
Comparison of truncation methods in the HT format 
12:15  14:00 

lunch 
14:00  14:30 
M. Kluge 
Sampling Rule for Tensor Reconstruction in Hierarchical Tucker Format 
14:30  15:00 
J. Ballani 
Hierarchical tensor approximation of output quantities of parameterdependent PDEs 
15:00  15:30 
B. Brumm 
A fast matrixfree algorithm for spectral approximations to the timedependent linear Schrödinger equation 
15:30  16:30 

coffee break 
16:30  17:00 
G. PlonkaHoch 
Generalized Prony method for sparse vector reconstruction 
17:00  17:30 
S. KrauseSolberg 
NonNegativity Dimensionality Reduction in Signal Separation 
17:30  18:00 
M. Hein 
Matrix Factorization with Binary Components 
18:30 

dinner 

Thursday 


09:30  10:00 
S. Glas 
Reduced Basis Methods for Parabolic Variational Inequalities 
10:00  10:30 
S. Steck 
Reduced Basis Method for the HamiltonJacobiBellman Equation 
10:30  11:00 

coffee break 
11:00  11:30 
M. Altmayer 
Multilevel Monte Carlo Quadrature of Discontinuous Payoffs in the Generalized Heston Model using Malliavin Integration by Parts 
11:30  12:00 
S. Li 
Multilevel Monte Carlo for Levy driven SDEs: The Central Limit Theorem 
12:00  14:00 

lunch 
14:00  14:30 
D. Rudolf 
Discrepancy bound of Markov chain quasiMonte Carlo 
14:30  15:00 
F. Lindner 
Singular Behavior of the Solution to the Stochastic Heat Equation on a Polygonal Domain 
15:00  15:30 
S. Kinzel 
A class of random functions in anisotropic Besov spaces 
15:30  16:30 

coffee break 
16:30  17:00 
N. Schweizer 
A primaldual algorithm for BSDEs 
17:00  17:30 
F. Dickmann 
Pricing Bermudan options via multilevel approximation methods 
17:30  18:00 
L. Yaroslavtseva 
A deterministic algorithm based on discretized WagnerPlaten steps for quadrature of marginals of SDEs 
18:30 

dinner 

Friday 


09:30  10:00 
V. Sunkara 
Hybrid models as a strategy for tackling high dimensional BioChemical reaction networks 
10:00  10:30 
T. Volkmer 
Approximation of multivariate functions by trigonometric polynomials based on rank1 lattice sampling 
10:30  11:00 
B. Sprungk 
Bayesian Inversion for groundwater problems 
11:00  11:30 
J. Diehl 
Stochastic differential equations with rough drift, stochastic filtering and exponential integrability 
11:30 
S. Dahlke 
Conclusion 
12:00 

lunch 