Numerical Methods for Random Differential Models Summer School

Scientific Program

© EPFL

NUMRAD26 will take place in the week of June 2nd-5th. The mornings will be devoted to introductory lectures, while more advanced topics will be presented in the afternoon. According to the availability of the participants, poster sessions will also be organized.

Topics

  • High-Dimensional Approximation
  • Gaussian Processes
  • Reduced-Order Models
  • Mathematical Finance

Confirmed speakers

  • David Ginsbourger (Universität Bern, Switzerland)
  • Mark Girolami (University of Cambridge, UK)
  • George Haller (ETH Zürich, Switzerland)
  • Benjamin Jourdain (École Nationale des Ponts et Chaussées, France)
  • Motonobu Kanagawa (EURECOM, France)
  • Damiano Lombardi (Inria, COMMEDIA, France)
  • Andrea Manzoni (Politecnico di Milano, Italy)
  • Anthony Nouy (Centrale Nantes – Nantes Université, France)
  • Christoph Reisinger (University of Oxford, UK)
  • Gianluigi Rozza (SISSA, Italy)
  • Agnès Sulem (Inria, MATHRISK, France)
  • Olivier Zahm (Inria, Laboratoire Jean Kuntzmann, France)

Timetable

Time Tuesday
High-Dimensional Approximation
Wednesday
Gaussian Processes
Thursday
Reduced-Order Modelling
Friday
Mathematical Finance
08:00–08:15
08:15–08:30 Speaker 1
(08:15–09:30)
08:30–08:45 Registration
(08:30–09:00)
08:45–09:00
09:00–09:15 Opening remarks
(09:00–09:15)
09:15–09:30 Speaker 1
(09:15–10:30)
Speaker 1
(09:15–10:30)
Speaker 1
(09:15–10:30)
09:30–09:45 Short break
(09:30–09:45)
09:45–10:00 Speaker 1
(09:45–11:00)
10:00–10:15
10:15–10:30
10:30–10:45 Coffee break
(10:30–11:00)
Coffee break
(10:30–11:00)
Coffee break
(10:30–11:00)
10:45–11:00
11:00–11:15 Speaker 1
(11:00–12:15)
Speaker 1
(11:00–12:15)
Speaker 1
(11:00–12:15)
Short break
(11:00–11:15)
11:15–11:30 Speaker 2
(11:15–12:45)
11:30–11:45
11:45–12:00
12:00–12:15
12:15–12:30 Lunch
(12:15–14:00)
Lunch
(12:15–14:00)
Lunch
(12:15–14:00)
12:30–12:45
12:45–13:00 Lunch
(12:45–14:00)
13:00–13:15
13:15–13:30
13:30–13:45
13:45–14:00
14:00–14:15 Speaker 2
(14:00–15:30)
Speaker 2
(14:00–15:30)
Speaker 2
(14:00–15:30)
Speaker 3
(14:00–15:30)
14:15–14:30
14:30–14:45
14:45–15:00
15:00–15:15
15:15–15:30
15:30–15:45 Coffee break
(15:30–16:00)
Short break
(15:30–15:45)
Coffee break
(15:30–16:00)
Closing remarks
(15:30–15:45)
15:45–16:00 Speaker 3
(15:45–17:15)
16:00–16:15 Speaker 3
(16:00–17:30)
Speaker 3
(16:00–17:30)
16:15–16:30
16:30–16:45
16:45–17:00
17:00–17:15
17:15–17:30 Short break
(17:15–17:30)
17:30–17:45 Poster session + apéro
(from 17:30)
17:45–18:00
18:00–18:15
18:15–18:30
18:30–18:45
18:45–19:00
19:00–19:15 Conference dinner
(from 19:00)
19:15–19:30
19:30–19:45
19:45–20:00

Lecture titles & Abstracts

TBA