Workshop B: Efficiency in and Modeling with Computational Stochastic Partial Differential Equations

Date: April 3 - 5, 2008

Venue: HIM lecture hall, Poppelsdorfer Allee 45

The aim of this mini-workshop was to bring together a small group of researchers at all levels to discuss the various computational techniques for computing solutions of SPDEs. In recent year, many different (sometime competing) techniques have arisen and two main families of methods can be distinguished: Monte-Carlo and Sparse Grids.

We proposed an open discussion on how to make these methods from each family more efficient computationally, with the hope that collaborations will ensue from the workshop.

Proposed discussion themes were:

  • the practical aspects of sparse grid methods for SPDEs,
  • multilevel techniques,
  • does adaptivity help?
  • the nonlinear SPDEs and modelling,
  • important models.