Conference Agenda

S15.06: Uncertainty quantification
Thursday, 21/Feb/2019:
8:30am - 10:30am

Session Chair: Hanno Gottschalk
Location: HS 07

8:30am - 9:10am

Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation

R. Tempone

KAUST, Saudi Arabia

9:10am - 9:30am

Higher-order methods for stochastic differential equations

L. Fischer

Zuse Institute Berlin, Germany

9:30am - 9:50am

Well posedness and convergence analysis of the ensemble Kalman inversion

D. Blömker1, C. Schillings2, P. Wacker3, S. Weissmann2

1University of Augsburg, Germany; 2University of Mannheim, Germany; 3University of Erlangen, Germany

9:50am - 10:10am

Data assimilation using random set models: applications to dynamical system estimation

T.-V. Hoang, H. G. Matthies

Technische Universität Braunschweig, Germany

10:10am - 10:30am

Probabilistic numerics and randomised Bayesian inverse problems

J. Cockayne1, M. Girolami2,3, H. C. Lie4,5, C. Oates3,6, T. J. Sullivan4,5, A. Teckentrup7

1University of Warwick, UK; 2Imperial College London, UK; 3Alan Turing Institute, UK; 4Freie Universität Berlin, Germany; 5Zuse Institute Berlin, Germany; 6Newcastle University, UK; 7University of Edinburgh, UK