Final Conference of SPP 1324
November 24 - 28, 2014
Marburg, Welcome Hotel

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Accepted talks

Show abstracts? (ordered by name)
  1. "Weak convergence rates for non-smooth payoffs in the Heston model"
    Altmayer, Martin

  2. "Adaptive Low-Rank Methods for High-Dimensional Second-Order Elliptic Problems"
    Bachmayr, Markus

  3. "Primal-Dual Methods for Nonlinear Pricing Problems"
    Bender, Christian

  4. "Random Matrix Distributions, Operator Determinants, and Numerical Noise"
    Bornemann, Folkmar

  5. "Efficient computations of matrix-vector products for high-dimensional Galerkin approximations"
    Brumm, Bernd

  6. "Information theory of algorithms"
    Buhmann, Joachim M.

  7. "On the Besov Regularity of Stochastic Partial Differential Equations on Bounded Lipschitz Domains"
    Cioica, Petru A.

  8. "Multilevel Monte Carlo approach for Nonlinear Pricing Problems"
    Dickmann, Fabian

  9. "Function Spaces - State of the Art and Recent Developments"
    Feichtinger, Hans G.

  10. "Solving optimal feedback control problems for partial differential equations using adaptive sparse grids"
    Garcke, Jochen

  11. "Reduced Basis Approximation of Non-Coercive Variational Inequalities"
    Glas, Silke

  12. "New embedding results for Kondratiev spaces"
    Hansen, Markus

  13. "The Computational Complexity of Simulating Continuous Time Markov Chains"
    Higham, Des

  14. "Stochastic PDEs with non-local time and space operators"
    Kim, Kyeong-Hun

  15. "Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise"
    Kovács, Mihály

  16. "Fast Fourier and Laplace transforms"
    Kunis, Stefan

  17. "Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE"
    Larsson, Stig

  18. "Some recent progress in numerical approaches for nonperiodic homogenization"
    Le Bris, Claude

  19. "Temporal random noises in stochastic parabolic equations"
    Lee, Kijung

  20. "Multilevel Monte Carlo for L\'evy-driven SDEs: Implementation"
    Li, Sangmeng

  21. "Stable Sparse FFT for Nonnegative Vectors"
    Plonka-Hoch, Gerlind

  22. "Algorithms for the approximation of rank one tensors"
    Rudolf, Daniel

  23. "Hard and soft thresholding for approximation in hierachical tensor formats "
    Schneider, Reinhold

  24. "Metropolis-Hastings MCMC in Function Space for Bayesian Inverse Problems"
    Sprungk, Björn

  25. "Linear stochastic partial differential equations: a rough path view"
    Stannat, Wilhelm

  26. "Reduced Basis Method for Hamilton-Jacobi-Bellman equations"
    Steck, Sebastian

  27. "Sparse Recovery in Inverse Problems"
    Teschke, Gerd

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

  29. "Exponential Convergence and Tractability for Analytic Multivariate Problems"
    Woźniakowski, Henryk

  30. "Deterministic quadrature rules for marginals of SDEs based on weak Ito-Taylor steps"
    Yaroslavtseva, Larisa

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