5th Annual Meeting of SPP 1324
December 04 - 06, 2013
Eisenach, Pentahotel

Accepted talks

Show abstracts? (ordered by name)
  1. "Multilevel Monte Carlo Quadrature of Discontinuous Payoffs in the Generalized Heston Model using Malliavin Integration by Parts"
    Altmayer, Martin

  2. "Hierarchical tensor approximation of output quantities of parameter-dependent PDEs"
    Ballani, Jonas

  3. "A fast matrix-free algorithm for spectral approximations to the time-dependent linear Schrödinger equation"
    Brumm, Bernd

  4. "Pricing Bermudan options via multi-level approximation methods"
    Dickmann, Fabian

  5. "Rotation invariants of 2D curves"
    Diehl, Joscha

  6. "On the Convergence of Alternating Optimisation in Tensor Format Representations"
    Espig, Mike

  7. "Reduced Basis Methods for Parabolic Variational Inequalities"
    Glas, Silke

  8. "Matrix Factorization with Binary Components"
    Hein, Matthias

  9. "Hybrid models as a strategy for tackling high dimensional Bio-Chemical reaction networks."
    Jahnke, Tobias

  10. "A class of random functions in anisotropic Besov spaces"
    Kinzel, Stefan

  11. "Sampling Rule for Tensor Reconstruction in Hierarchical Tucker Format"
    Kluge, Melanie

  12. "Non-Negativity Dimensionality Reduction in Signal Separation"
    Krause-Solberg, Sara

  13. "Comparison of truncation methods in the HT format"
    Kuehn, Stefan

  14. "Multilevel Monte Carlo for Levy driven SDEs: The Central Limit Theorem"
    Li, Sangmeng

  15. "Singular Behavior of the Solution to the Stochastic Heat Equation on a Polygonal Domain"
    Lindner, Felix

  16. "Generalized Prony method for sparse vector reconstruction"
    Plonka-Hoch, Gerlind

  17. "A Discrepancy bound of Markov chain quasi-Monte Carlo"
    Rudolf, Daniel

  18. "Convergence of gradient algorithm in hierachical tensor formats"
    Schneider, Reinhold

  19. "A primal-dual algorithm for BSDEs"
    Schweizer, Nikolaus

  20. "Bayesian Inversion for groundwater problems"
    Sprungk, Björn

  21. "Reduced Basis Method for the Hamilton-Jacobi-Bellman Equation"
    Steck, Sebastian

  22. "Approximation of multivariate functions by trigonometric polynomials based on rank-1 lattice sampling"
    Volkmer, Toni

  23. "A deterministic algorithm based on discretized Wagner-Platen steps for quadrature of marginals of SDEs"
    Yaroslavtseva, Larisa

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