Conference Agenda
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Session Overview |
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S15.02: (Multilevel) Monte Carlo Methods
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| External Resource: https://uni-kassel.zoom.us/my/zgamm15 | ||
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4:30pm - 4:50pm
A simple approach to proving well-posedness and convergence rates for a broad class of McKean--Vlasov equations 1RWTH Aachen, Germany; 2Heriot-Watt University, Scotland 4:50pm - 5:30pm
MLMC method to estimate propagation of uncertainties in electromagnetic fields scattered from objects of uncertain shapes 1RWTH Aachen; 2Nanyang Technological University, Singapore; 3KAUST, Saudi Arabia; 4KTH Royal Institute of Technology, Stockholm; 5University of Michigan, US 5:30pm - 5:50pm
Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks 1KAUST, Saudi Arabia; 2RWTH Aachen University, Germany 5:50pm - 6:10pm
Method of Green's potentials for elliptic PDEs in domains with random boundaries 1Oak Ridge National Laboratory; 2Middle Tennessee State University | ||
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