ICERM Semester Program Workshop: Information-Based Complexity and Stochastic Computation
Month: September 2014
Date: September 15--19
Name: ICERM Semester Program Workshop: Information-Based Complexity and Stochastic Computation
Location: Brown University, Providence, Rhode Island.
Topics covered in the workshop will include: adaptive and nonlinear approximation for SPDEs, infinite-dimensional problems, inverse and ill-posed problems, quasi-Monte Carlo methods, PDEs with random coefficients, sparse/Smolyak grids, stochastic multi-level algorithms, SDEs and SPDEs with nonstandard coefficients, tractability of multivariate problems. This workshop will bring together researchers from these different fields. The goal is to explore connections, learn and share techniques, and build bridges.