Linear Algebra Aspects of Solving PDEs with Random Data

Dates: Monday 9th and Tuesday 10th January 2012.

Venue: Alan Turing Building, School of Mathematics at The University of Manchester.

Confirmed Speakers:

• Paul Constantine (Stanford University)
  Title: To intrude or not to intrude:  a simple analysis of spectral Galerkin and pseudospectral methods for parameterized matrix equations. Slides
  
  
• Howard Elman (University of Maryland)
  Title: Adaptive stochastic collocation with kernel density estimation. Slides
  
  
• Ivan Graham (University of Bath)
  Title: Quasi Monte Carlo methods for elliptic PDEs with random coefficients. Slides
  
  
• Stefan Vandewalle (Katholieke Universiteit Leuven)
  Title: Multigrid methods for stochastic and fuzzy partial differential equations.
  
  
• Elisabeth Ullman (University of Bath)
  Title: Efficient iterative solvers for stochastic Galerkin discretizations of log-transformed random diffusion problems. Slides
  
  
• Abhishek Kundu (Swansea University)
  Title: A reduced spectral function approach for stochastic transient dynamics. Slides
  
  
• Andrew Gordon (University of Manchester)
  Title: Solving elliptic PDEs on random domains via stochastic collocation.
  

• Alex Bespalov (University of Manchester)
  Numerical analysis of saddle-point problems with random data. Slides
  
  
• Catherine Powell (University of Manchester)
  Numerical methods for solving PDEs with random data. Slides
  

Programme:

All talks will talk place in the Frank Adams room, on the first floor of the Alan Turing Building.

Monday 9th January

09:00 Registration (Atrium bridge, first floor, Alan Turing Building)
09:30 Opening remarks
09:40 Introduction: numerical methods for solving PDEs with random data (Catherine Powell)
10:15 Coffee break
10:45 Quasi Monte Carlo methods for elliptic PDEs with random coeficients (Ivan Graham)
11:45 Efficient iterative solvers for stochastic Galerkin discretizations of log- transformed random diffusion problems (Elisabeth Ullmann)
12:45 Lunch break
14:00 Adaptive stochastic collocation with kernel density estimation (Howard Elman)
15:00 Coffee break
15:30 Solving elliptic PDEs on random domains via stochastic collocation (Andrew Gordon)
16:30 A reduced spectral function approach for stochastic transient dynamics (Abhishek Kundu)

Tuesday 10th January

09:30 Multigrid methods for stochastic and fuzzy partial differential equations (Stefan Vandewalle)
10:30 Coffee break
11:00 To intrude or not to intrude: a simple analysis of spectral Galerkin and pseudospectral methods for parameterized matrix equations (Paul Constantine)
12:00 Numerical analysis of saddle-point problems with random data (Alex Bespalov)
13:00 Lunch and close

Enquiries can be directed to Catherine Powell or David Silvester

Directions to the Alan Turing Building can be found here