Time: 8:30 am - 12:00 am, 14-17/11/2016
Teabreak: 10:00-10:30
Day 1-14/11/2016:
- Background, motivation, and “tools of the trade" (Clayton Webster)
- Well-posed SPDEs, regularity, and numerical approximations (Clayton Webster)
Day 2-15/11/2016:
- Orthogonal polynomials and best s-term approximation (Hoang Tran)
- Discrete least square and compressed sensing techniques (Hoang Tran)
Day 3-16/11/2016:
- High-dimensional sparse grids via global Lagrange polynomials (Clayton Webster)
- Local adaptive sparse grid methods and applications (Guannan Zhang)
Day 4-17/11/2016:
- Multilevel methods for parameterized PDEs (Guannan Zhang)
- Other topics, opportunities, and open discussion (ALL)