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

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

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 ​

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

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
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​

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 ​

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​

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​

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

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 ​

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) ​​​

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​​

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

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​​

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​​

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 ​

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​​

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​

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

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​

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 ​

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 ​

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 ​

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

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

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​

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

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