Adaptive weak approximation of diffusions with jumps

• diffusions with jumps
• Weak approximation
• error control
• Euler–Maruyama method
• A posteriori error estimates
• backward dual functions

An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data

• collocation techniques
• PDEs with random data
• differential equations
• Finite elements
• Uncertainty Quantification
• anisotropic sparse grids
• Smolyak sparse approximation
• multi- variate polynomial approximation

A sparse grid stochastic collocation method for partial differential equations with random input data.

• collocation techniques
• stochastic PDEs
• Finite elements
• Uncertainty Quantification
• sparse grid
• Smolyak approximation
• multivariate polynomial approximation

Validation Challenge Workshop

• Validation
• Modeling
• Simulation

Static frame challenge problem: Summary

• Model validation
• Uncertainty Quantification
• Failure probability

A systematic approach to model validation based on Bayesian updates and prediction related rejection criteria

• Model validation
• Uncertainty Quantification
• Bayesian update
• Failure probability

Validation Challenge Workshop Summary

• Validation Challenge Workshop Summary

Formulation of the Static Frame Problem

• Model validation
• Uncertainty Quantification
• Failure probability