Conference Agenda

S15.02: (Multilevel) Monte Carlo Methods
Tuesday, 16/Mar/2021:
4:30pm - 6:30pm

Session Chair: Felix Lindner
Location: Z015

External Resource:
4:30pm - 4:50pm

A simple approach to proving well-posedness and convergence rates for a broad class of McKean--Vlasov equations

H. A. Hoel1, A.-L. Haji-Ali2, R. Tempone1

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

A. Litvinenko1, A. Yucel2, H. Bagci3, R. Tempone1,3, J. Oppelstrup4, E. Michielssen5

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

C. Ben Hammouda1, N. Ben Rached2, R. Tempone1,2

1KAUST, Saudi Arabia; 2RWTH Aachen University, Germany

5:50pm - 6:10pm

Method of Green's potentials for elliptic PDEs in domains with random boundaries

V. Reshniak1, Y. Melnikov2

1Oak Ridge National Laboratory; 2Middle Tennessee State University