CEMRACS 2017 - Summer School

source: Centre International de Rencontres Mathématiques 2017年8月11日

1 1:08:00 Stefano Marelli: Metamodels for uncertainty quantification and reliability analysis
2 56:33 Olivier Le Maître: Global Sensitivity Analysis in Stochastic Systems
3 1:00:34 Julia Charrier: Subsurface flow with uncertainty : applications and numerical analysis issues
4 1:46:10 Raúl Tempone: Adaptive strategies for Multilevel Monte Carlo
5 1:51:58 Raúl Tempone: Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
6 1:46:25 Plamen Turkedjiev: Least squares regression Monte Carlo for approximating BSDES and semilinear PDES
7 1:03:26 Vianney Perchet: Bandits in Auctions (& more)
8 1:02:51 Jean-David Benamou: Dynamic formulations of Optimal Transportation and variational MFGs
9 1:33:55 Xavier Warin: Branching for PDEs
10 1:51:24 Gilles Pagès: Optimal vector Quantization: from signal processing to clustering and ...
11 1:04:35 Marc Bellemare: Model-free control with deep learning
12 1:05:25 Pierre Degond: On the interplay between kinetic theory and game theory
13 1:51:24 Dan Crisan: Cubature methods and applications
14 1:02:07 Mireille Bossy: Particle algorithm for McKean SDE : a short review on numerical analysis
15 1:48:42 Peter Imkeller: An introduction to BSDE
16 54:56 René Carmona: Mean field games with major and minor players
17 1:05:16 René Aïd: Capacity expansion games with application to competition in power generation investments
18 49:36 Yves Achdou: Numerical methods for mean field games - Introduction to the system of PDEs and...
19 1:51:11
Yves Achdou: Numerical methods for mean field games - Monotone finite difference schemes
20 1:11:57 Yves Achdou: Numerical methods for mean field games - Variational MFG and related algorithms for...
21 1:50:05 Jérôme Lelong : Introduction to HPC, Random generation and OpenMP
22 1:39:57 Jérôme Lelong : Introduction to HPC - MPI : Design of parallel program and MPI
23 58:52 Benjamin Jourdain: The Metropolis Hastings algorithm: introduction and optimal scaling of...