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PhD Defense: Efficient Multilevel and Multi-index Sampling Methods for Stochastic Differential Equations by Abdul Lateef Haji Ali, PhD candidate of Prof. Raul Tempone (KAUST)

Date & Time: Thursday, May 19th, 2016, 2:00 p.m
Location: Building 2 – Rm. 5220

Existence of weak solutions to stationary mean-field games By Dr. Rita Ferreira (KAUST)

Class schedule: Thursday, February 25th, 2016 from 12:00 to 1:00pm

Location: Building 9, Lecture Hall I Room 2322

POPS-OFDM: Ping-pong Optimized Pulse Shaping OFDM for 5G Cellular Systems and Beyond By Prof. Mohamed Siala (Sup’Com, Tunis, Tunisia)

Class schedule: Sunday, October 18th, 2015 from 1:00 to 2:30pm

Location: Building 1, Room 3119

Nonlinear waves: shocks and solitons By Prof. David I. Ketcheson (KAUST)

Class schedule: Thursday, October 8th, 2015 from 12:00 to 1:00pm

Location: Building 9, Room 2322

Website

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A Variational Approach to Second Order Mean Field Games with Density Constraints: the Stationary Case By Prof. Francisco J. Silva (University of Limoges)

Class schedule: Wednesday June 3rd, 2015 from 2:00 to 3:00pm

Location: Building 1, Room 4214

Renormalized energy of interacting vortex filaments By Prof. Robert Jerrard (University of Toronto)

Class schedule: Wednesday May 27th, 2015 from 2:00 to 3:00pm

Location: Building 1, Room 4214

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Game theoretical methods in PDE – tutorial By Prof. Marta Lewicka (University of Pittsburgh)

Class schedule: Tuesday 26th & Thursday 28th, May 2015 from 1:30 – 3:00 pm

Location: Building 1, Room 4214

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Nutaq's SDR Solutions By Dr. Abdelbasset Massouri

Class schedule: Sunday May 24th, 2015 at 10:30am

Location: Building 1, Room 3119

An Integrated Approach for Model-Based Systems and Software Engineering By Prof. Jacques Duysens (ANSYS Inc.)

Class schedule: Wednesday April 29th, 2015 from 02:00 pm to 03:00 pm

Location: Building 1, Room 4214

Refreshments: Available at 1:45pm

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Reduced Rank Adaptive Filtering in Impulsive Noise Environments By Hamza Soury, PhD Candidate (KAUST)

Class schedule: Sunday April 19th, 2015 from 12:30 pm to 01:00 pm

Location: Building 9, Room 2322

Refreshments: Available at 11:45 am

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Achievable Rate of Multi-Relay Cognitive Radio MIMO Channel with Space Alignment By Lokman Sboui, PhD Candidate (KAUST)

Class schedule: Sunday April 19th, 2015 from 12:00 pm to 12:30 pm

Location: Building 9, Room 2322

Refreshments: Available at 11:45 am

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Photonic Nanowires for Pulse Compression and Sensing Applications By Prof. Mourad Zghal (University of Carthage, Tunisia)

Class schedule: Monday, March 30th, 2015 from 11:00 am to 12:00 pm

Location: Building 3, Room 5220

Addressing Spectrum Scarcity through Cognitive Radio and Optical Wireless Communications By Prof. Mohamed-Slim Alouini (KAUST)

Class schedule: Thursday, March 26th, 2015 from 12:00 pm to 1:00 pm

Location: Building 9, Room 3131

Dislocations dynamics: from microscopic models to macroscopic crystal plasticity By Dr. Stefania Patrizi (WIAS-Berlin)

Class schedule: Wednesday, March 25th, 2015 from 03:00 pm to 04:00 pm

Location: Building 1, Room 2202

Refreshments: Available at 02:45 pm

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Regularity theory for fully nonlinear elliptic operators By Dr. Edgard Pimentel (Universidade Federal do Ceara, UFC, Brazil)

Class schedule: Wednesday, March 11th, 2015 from 3:00 pm to 4:00 pm
Location: Building 1, Room 4214

Refreshments: Available at 2:45 pm

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Optimization under uncertainty of an energy system: A robust optimization approach By Dr. Ricardo De Lima (KAUST)

Class schedule: Thursday, March 12th, 2015 from 12:00 pm to 1:00 pm
Location: Building 9, Room 3131

Refreshments: Pizza and soft drinks will be available at 11:45 am

Reconfigurable Antenna-based Space-Shift Keying (SSK) for Future Wireless Networks By Prof. Ali Ghrayeb (Texas A&M University at Qatar)

Class schedule: Wednesday, Mar. 04th, 2015 from 01:00 pm to 02:00 pm
Location: Building 1, Room 3119

A generalization of the Hopf-Cole transformation for stationary Mean Field Games systems By Dr. Marco Cirant (Università di Milano, Italy)

Class schedule: Monday, Feb. 25th, 2015 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4214

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Stochastic Mather measure and discounted approximation By Prof. Hiroyoshi Mitake (Hiroshima University, Japan)

Class schedule: Monday, Feb. 23rd, 2015 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4214

Refreshments: Available @ 02:45 pm

PhD Thesis Defense: Environment Aware Cellular Networks By Hakim Ghazzai (PhD Student of Prof. Mohamed-Slim Alouini, KAUST)

Class schedule: Tuesday, Feb. 3rd, 2015, 04:00pm

Location: Building 1, Room 3119

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Networked Visible Light Communications (Li-Fi) Lecture and Tutorial By Prof. Harald Haas (University of Edinburgh, U.K.)

Class schedule: Wednesday, Jan. 21st, 2015, from 12:30pm to 01:30pm and from 2:30 to 5:00pm

A Bayesian level-set approach for geometric inverse problems By Prof. Marco Iglesias (University of Nottingham, U.K.)

Class schedule: Sunday, Jan. 18th, 2015, 03:00pm - 04:00pm

Location: Building 1, Room 4214

Refreshments: Available at 02:45 pm

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Quadrature-based moment methods for polydisperse multiphase flows By Dr. Alberto Passalacqua (Iowa State University)

Class schedule: Wednesday,14th Jan., 2015, 9:00 - 10:00 am

Location: Building 1, Room 4214

Refreshments: Available at 08:45 am

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Computing with waves By Prof. David Ketcheson (KAUST)

Class schedule: Thursday Dec. 4th, 2014, 12:00pm - 01:00pm
Location: Building 9, Room 2322
Refreshments: Pizza and soft drinks will be available at 11:45 am

Stable, efficient, and accurate marching schemes for solving time domain integral equations By Prof. Hakan Bagci (KAUST)

Class schedule: Thursday Nov. 27th, 2014, 12:00pm - 13:00pm
Location: Building 9, Room 2322

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Time Marching Schemes for Solving Integral Equations of Electromagnetics By Prof. Hakan Bagci (KAUST)

Class schedule: Thursday Nov. 10th, 2014, 03:00pm - 04:00pm
Location: Building 9, Room 2322

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Efficient and Accurate Time Domain Integral Equation Solvers and Their Applications in Electromagnetics and Optics by Prof. Hakan Bagci (KAUST)

Class schedule: Sunday Nov. 9th, 2014, 12:00pm - 13:00pm
Location: Building 9, Room 2322

On Adaptive Multilevel Monte Carlo and Multi-Index Monte Carlo By Prof. Raul Tempone (KAUST)

Class schedule: Thursday Nov. 6th, 2014, 03:00pm - 04:00pm
Location: Building 9, Room 2322
Refreshments: Available @ 02:45pm

Bayesian experimental designs By Prof. Marco Scavino (visiting Faculty at KAUST)

Class schedule: Thursday Oct. 23rd, 2014, 12:00pm -13:00pm
Location: Building 9, Room 2322
Refreshments: Pizza and soft drinks will be available at 11:45am

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Sequential Monte Carlo Methods By Prof. Ajay Jasra (National University of Singapore)

Class schedule: Tuesday, Oct. 14th, 2014, 11am -12:30pm & 3 - 4:30pm
Location: Building 1, Room 4214
Refreshments: Available @ 10:45 am & @ 2:45pm

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Low-rank approximation for partial differential equations with uncertain coefficients By Professor Olivier P. Le Maitre (Visiting Faculty at the KAUST SRI-Center for Uncertainty Quantification)

Class schedule: Thursday, Oct. 2nd, 2014, 12:00 pm -13:00 pm
Location: Building 9, Room 2322

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Stochastic Partial Differential Equations By Prof. Wladimir Neves (Universidade Federal do Rio de Janeiro)

Class schedule: Sunday, Sep. 14th, 2014, 13.30 pm
Location: Building 1, Room 3119

New techniques for time dependent mean-field games by Prof. Diogo Aguiar Gomes (KAUST)

Class schedule: Thursday, Sep. 11th, 2014, 12pm -13:00pm
Location: Building 9 Lecture Hall I Rm. 2322
Refreshments: Pizza and soft drinks will be available at 11:45 am

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Multi-Index Monte Carlo: when sparsity meets sampling By Prof. Raul Tempone (KAUST)

Class schedule: Thursday, Aug. 28th, 2014 from 12:00 to 01:00 pm
Location: Building 9, Room 2322 (Lecture Hall 1)
Refreshments: Pizza and Soft Drinks available @ 11:45 am

Website

Regularity theory for mean-field games systems By Dr. Edgard Pimentel (Universidade de Lisboa, Portugal)

Class schedule: Wednesday, Jun 4th, 2014 from 2:00 pm to 03:00 pm
Location: Building 1, Room 3119
Refreshments: Available @ 13:45 pm

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Non-compact global attractors for slowly non-dissipative equations By Dr. Juliana Pimentel (Universidade de Lisboa)

Class schedule: Monday, Jun 2nd, 2014 from 2:00 pm to 03:00 pm
Location: Building 1, Room 2202
Refreshments: Available @ 13:45 pm

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Static and Sequential Probabilistic Inverse Problems: An Extreme-Scale Challenge Application By Dr. Kody Law (KAUST)

Class schedule: Thursday, May 8th, 2014 from 12:30 pm to 01:30 pm
Location: Building 9, Lecture Hall II, Room 2325
Refreshments: Light lunch available @ 12:00 pm

Estimation of high dimensional covariance matrices By Dr. Abla Kammoun (KAUST)

Class schedule: Thursday, May 8th, 2014 from 12:00 pm to 01:00 pm
Location: Building 9, Lecture Hall I, Room 2322
Refreshments: Pizza and soft drinks will be available @ 11:50 am

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Response Surface in low-rank Tensor Train Format for Uncertainty Quantification By Dr. Alexander Litvinenko (KAUST)

Class schedule: Monday, May 5th, 2014 from 04:00 pm to 05:00 pm
Location: Building 9, Lecture Hall II, Room 2325 - SHAXC-2 Workshop

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Random Flights By Prof. Enzo Orsingher (Sapienza University of Rome, Italy)

Class schedule: Sunday, May 4th, 2014 from 02:00 pm to 03:00 pm
Location: Building 1, Room 4214
Refreshments: Available @ 01:45 pm

Website

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Basic Principles of Mixed Virtual Element Methods By Prof. L. Donatella Marini (Universita di Pavia, Italy)

Class schedule: Tuesday, Apr. 29th, 2014 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4214
Refreshments: Available @ 02:45 pm

Website

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Virtual Element Methods for linear elliptic PDEs By Prof. Franco Brezzi (Istituto Universitario di Studi Superiori - IUSS, Italy)

Class schedule: Monday, Apr. 28th, 2014 from 03:00 pm to 04:00 pm
Location: Bldg. 9, Hall 1, Room 2322
Refreshments: Available @ 02:45 pm

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Hierarchical matrix introduction course By Dr. Alexander Litvinenko (KAUST) and Dr. Rio Yokota (KAUST)

Class schedule: Apr. 22nd and 23rd, 2014 from 04:00 pm to 06:30 pm
Location: Computer Lab (the third flour in the library)

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Bayesian inference as optimal transportation By Prof. Youssef Marzouk (Massachusetts Institute of Technology, USA)

Class schedule: Tuesday, Apr. 22nd, 2014 from 02:00 pm to 03:00 pm
Location: Building 1, Room 4214
Refreshments: Available @ 01:45 pm

On the subsolution approach to efficient importance sampling By Prof. Boualem Djehiche (KTH, Stockholm, Sweden)

Class schedule: Monday, Apr. 21st, 2014 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4214
Refreshments: Available @ 02:45 pm

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Scalable hierarchical algorithms for PDEs and UQ By Dr. Alexander Litvinenko (KAUST) and Dr. Rio Yokota (KAUST)

Class schedule: Thursday, Apr. 10th, 2014 from 12:00 pm to 01:00 pm
Location: Building 9, Lecture Hall I, Room 2322
Refreshments: Pizza and soft drinks @ 11:50 am

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The high-throughput highway to accelerated materials design (fasten your seat belts: highway without speed limits) By Prof. Stefano Curtarolo (Duke University, USA)

Class schedule: Tuesday, Mar. 25th, 2014 from 04:00p m to 05:00 pm
Location: Building 9, level 2, Lecture Hall 2, Room 2325

MCMC Sampling of Posterior Probability Distributions over Fields By Dr. Kody Law (KAUST)

Class schedule: Tuesday, Mar. 25th, 2014 from 11:00 am to 12:00 pm
Location: Building 9, Room 4222
Refreshments: Pizza and soft drinks will be available @ 10:45 am

Online Statistical Methods for Cyber-Physical Systems By PhD Student Yasin Yilmaz (Columbia University, USA)

Class schedule: Monday, Mar. 24th, 2014 from 12:00 pm to 01:00 pm
Location: Building 9, level 2, Lecture Hall 2, Room 2325
Refreshments: Light Lunch available @ 11:30

Nonlinear Schrödinger equation with time dependent potential: large time properties By Prof. Jorge Drumond Silva (Instituto Superior Tecnico, Lisbon, Portugal)

Class schedule: Thursday, Mar. 13th, 2014 from 01:30 pm to 02:30 pm
Location: Building 1, Room 4214

Weakly coupled systems of the infinity Laplace equations By Dr. Hiroyoshi Mitake (Faculty of Science, Fukuoka university, Japan)

Class schedule: Monday, Mar. 10th, 2014 from 01:30 pm to 02:30 pm
Location: Building 1, Room 4214

Optimal Control and User Incentives in Cyber-Physical Systems By Dr. Hamidou Tembine (KAUST)

Class schedule: Sunday, Mar. 9th, 2014 from 12:00 pm to 01:00 pm
Location: Building 9, Room 3222
Refreshments: Light Lunch available @11:30 am

An a posteriori error estimate for Symplectic Euler approximation of optimal control problems By Prof. Mattias Sandberg (Associate Professor, KTH Royal Institute of Technology, Sweden)

Class schedule: Thursday, Mar. 6th, 2014 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4214

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Richardson extrapolation and finite difference schemes for SPDEs By Dr. Eric Joseph Hall (Postdoctoral Fellow, KTH Royal Institute of Technology, Sweden)

Class schedule: Wednesday, Mar. 5th, 2014 from 02:30 pm to 03:30 pm
Location: Building 1, Room 4214

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a) Sequential Monte Carlo Samplers for Applications in High Dimensions. b) Exact Sampling and Inference for Non-Linear Stochastic Differential Equations. Short course By Prof. Alexandros Beskos (Associate Professor at NUS, Singapore)

Class schedule: Wednesday, Feb. 26th, 2014 and Thursday, Feb. 27th, 2014

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Mean Field Games and Mean Field Type Control By Prof. Alain Bensoussan (Ashbel Smith Professor and Director of the International Center for Decision and Risk Analysis (ICDRiA), University of Texas at Dallas, USA)

Class schedule: Tuesday, Feb. 25th, 2014 from 02:00 pm to 03:00 pm

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Data Assimilation - short course by Prof. Andrew Stuart, Prof. Ibrahim Hoteit, Dr. Kody Law, Prof. Konstantinos Zygalakis, and Dr. Melanie Ades

Class schedule: Feb. 17th - 20th, 2014

from 09:00 am to 11:15 am and 03:00 pm to 05:30 pm

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Long time behavior of finite state (potential) mean-field games via Γ-convergence By Dr. Rita Ferreira (University of Lisbon, Portugal)

Class schedule: Wednesday, Feb. 12th, 2014 from 02:00 pm to 03:00 pm
Location: Building 1, Room 4214

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Game Theory Meets Computer Science and Engineering By Dr. Hamidou Tembine (KAUST)

Class schedule: Tuesday, Feb. 11th, 2014 from 11:00 am to 12:00 pm
Location: Building 9, Room 4222
Refreshments: Pizza and Soft Drinks available @10:45 am

Uncertainty quantification in Discrete Fracture Network models By Prof. Claudio Canuto (Dipartimento di Scienze Matematiche, Politecnico di Torino, Italy)

Class schedule: Monday, Feb. 10th, 2014 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4214

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Multiscale modeling of reaction fronts in multilayered energetic By Prof. Omar Knio (KAUST)

Class schedule: Thursday, Feb. 6th, 2014, from 12:00 pm to 01:00 pm
Location: Building 9, Level 2, Room 2322 (Lecture Hall)
Refreshments: Pizza and Soft Drinks available @11:50 am

Robust optimization of the self-scheduling and market involvement for an electricity producer By Dr. Ricardo Lima (Marie Curie Fellow, (LNEG), Lisbon, Portugal)

Class schedule: Wednesday, Feb. 5th, 2014 from 02:00 pm to 03:00 pm

Location: Building 1, Room 4214

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Overview of numerical methods for quantification of uncertainties By Dr. Alexander Litvinenko (KAUST)

Class schedule: Tuesday, Feb. 4th, 2014, from 11:00 am to 12:00 pm
Location: Building 9, Room 4222
Refreshments: Pizza and Soft Drinks available @10:45 am

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Short Course, WEP 2014 - Distributed Strategic Learning By Dr. Hamidou Tembine (KAUST)

Time Frequency Array Signal Processing: A synergistic relationship between time frequency methods and sensor array processing By Prof. Adel Belouchrani (Ecole Nationale Polytechnique, Algiers, Algeria)

Class schedule: Sunday, Dec. 15th, 2013 from 03:00 pm to 04:30 pm

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Partial Differential Equations and some applications By Prof. Diogo Aguiar Gomes (KAUST)

Class schedule: Thursday, Nov. 28th, 2013 from 12:00 pm to 01:00 pm
Location: Building 9, Level 2, Room 2322 (Lecture Hall 1)
Refreshments: Pizza and Soft Drinks available @11:50 am

Towards Optimized Planning, Operation, and Utilization of Heterogeneous Wireless Networks By Prof. Zaher Dawy (American University of Beirut, Lebanon)

Class schedule: Tuesday, Nov. 26th, 2013 from 04:15 pm to 05:00 pm
Location: Building 1, Room 2420

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Recent Advances in Numerical Techniques for Simulation of Transient Electromagnetic Wave Interactions By Prof. Hakan Bagci (KAUST)

Class schedule: Sunday, Nov. 3rd , 2013 from 12:00 pm to 01:00 pm
Location: Building 9, Level 2, Room 2322 (Lecture Hall 1)

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A Sample from the Stochastic Numerics Group By Prof. Raul Tempone (KAUST)

Class schedule: Thursday, Oct. 31st, 2013 from 12:00 to 01:00 pm
Location: Building 9, Level 2, Room 2322 (Lecture Hall 1)
Refreshments: Pizza and Soft Drinks available @ 11:50 am

Spectrum Scarcity, Cognitive Radio, and Free Space Optical Communications By Prof. Slim Alouini (KAUST)

Class schedule: Sunday, Oct. 27th, 2013 from 12:00 pm to 01:00 pm
Location: Building 9, Level 2, Room 2322 (Lecture Hall 1)
Refreshments: Pizza and Soft Drinks available @ 11:50 am

An Introduction to Stochastic Control Theory By Prof. Boualem Djehiche (KTH Royal Institute of Technology, Stockholm, Sweden)

Class schedule: Oct. 1st and Oct. 6th 2013, 3:30 pm – 5:00 pm
Location: Building 1, Room 4214

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Bayesian Analysis of Stochastic Process Models (AMCS 390) By Prof. Fabrizio Ruggeri (Italian National Research Council, Milano, Italy)

Class schedule: Saturday and Wednesday from 15:00pm to 16:30pm
and Monday from 10:30pm to 12:00pm

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Ensemble Kalman Methods For Inverse Problems By Prof. Andrew Stuart (Warwick University, United Kingdom)

Class schedule: Sunday, March 24th, 2013 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4214
Refreshments: Available in 4214 @ 2:45 pm

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Uncertainty Quantification in Molecular Dynamics By Dr. Francesco Rizzi (John Hopkins University, USA)

Class schedule: Wednesday, March 13th, 2013 from 03:00 pm to 04:00 pm

Location: Building 1, Room 3119

Refreshments: Available in 3119 @ 2:45 pm

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Parametric Problems, Stochastic, and Identification By Prof. Hermann Matthies (ISCTUB, Germany)

Class schedule: Wednesday, March 6th, 2013 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4102
Refreshments: Available in 4102 @ 2:45 pm

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Accurate Filtering With 3DVAR For Dissipative Systems By Dr. Kody Law (University of Warwick, United Kingdom)

Class schedule: Monday, Feb11th, 2013 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4214
Refreshments: Available in 4214 @ 2:45 pm

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On Multi-Channel System Identification By Prof. Karim Abed-Meraim (University of Orleans, France)

Class schedule: Sunday, Dec 23rd, 2012 from 01:00 pm to 02:00 pm
Location: Building 1, Room 3119
Refreshments: Available in 3119 @ 12:45 pm

Generalized Area Spectral Efficiency: An Effective Performance Metric For Green Wireless Communications By Prof. Hong-Chuan Yang (University of Victoria, Canada)

Class schedule: Sunday, Dec 9th, 2012 from 1:00 pm to 2:00 pm
Location: Building 1, Room 3119

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PDE with Random Coefficients As A Problem in High-Dimensional Numerical Integration By Prof. Ian H. Sloan (University of New South Wales, Australia)

Class schedule: Sunday, Dec 2nd, 2012 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4214

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On Generalized Fiducial Inference By Prof. Jan Hannig (Univ. of Carolina at Chapel Hill, USA)

Class schedule: Tuesday, Nov 13rd, 2012 from 04:30 pm to 05:30 pm
Location: Building 1, Room 4214
Refreshments: Available in 4214 @ 04:15 pm

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Rethinking Uncertainty Quantification By Prof. Edward Boone (Virginia Commonwealth University, USA)

Class schedule: Monday, Nov 12th, 2012 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4214
Refreshments: Available in 4214 @ 2:45 pm

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Bayesian Estimation Of Thermal Conductivity in Polymethyl Methacrylate By Prof. Fabrizio Ruggeri (Italian National Research Council, Milano, Italy)

Class schedule: Sunday, Nov. 11th, 2012 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4214

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An Stochastic Galerkin Method for Uncertainty Propagation in Conservation Laws By Prof. Olivier Le Maitre (CNRS, France)

Class schedule: Wednesday, Nov. 7th, 2012 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4214
Refreshments: Available in 4214 @ 02:45 pm

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Approximation of Stochastic PDE’s Involving White Noises By Prof. Hassan Manouzi (Laval University, Quebec, Canada)

Class schedule: Monday, Nov. 5th, 2012 from 03:00 pm to 04:00 pm
Location: Building 1, Room 2418
Refreshments: Available in 2418 @ 02:45 pm

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Inverse Modeling and Sensitivity Analysis in Ocean Models using Polynomial Chaos Expansions By Prof. Mohamed Iskandarani (University of Miami, USA)

Class schedule: Sunday, Oct. 21st, 2012 from 02:30 pm to 03:30 pm
Location: Building 1, Room 3119

Covariance Eigenproblems and their Numerical Treatment By Prof. Oliver Ernst (Technical University Bergakademie Freiberg, Germany)

Class schedule: Wednesday, Sept. 26th, 2012 from 03:00 pm to 04:00 pm
Location: Building 1, Room 4214

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Dynamical System Analysis of Ignition in Reactive Systems By Prof. Mauro Valorani (Sapienza, University of Rome, Italy)

Class schedule: Tuesday, Sept. 25th, 2012 from 04:00 pm to 05:00 pm

Location: Building 9, Lecture Hall 1, Room 2322
Refreshments: Available @ 3:45 pm

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Sharp Complexity Bounds For Computing Quadrature Formulas for Marginal Distribution of SDEs By Prof. Thomas Mueller (University of Passau, Germany)

Class schedule: Monday, Sept. 17th, 2012 from 03:00 pm to 04:00 pm

Location: Building 1, Room 4214

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The Multi-Level Monte Carlo Technique for Approximation of Distribution Functions and an Application to AF4 By Prof. Klaus Ritter (Technische Universität Kaiserslautern, Germany)

Class schedule: Sunday, Sept. 16th, 2012 from 03:00 pm to 04:00 pm

Location: Building 1, Room 4214

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