Marco Iglesias will be visiting the Stochastic Numerics Research Group during the period 1-11 Sep. 2015.

Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015).

Steven Dufour will be visiting the Stochastic Numerics Research Group​ during the period Jan. 5 - May 31, 2015.

Prof. Raul Tempone was a plenary speaker at the Foundations of Computational Mathematics conference, FOCM 2014 - Montevideo, Uruguay,  December 11 - 20, 2014.

Georgios Zouraris will be visiting the Stochastic Numerics Research Group during the period Nov. 14 - 22, 2014.

We provide a quick glance into recently developed Adaptive Multilevel Monte Carlo (MLMC) Methods for the following widely applied mathematical models: (i) Itô Stochastic Differential Equations, (ii) Stochastic Reaction Networks modeled by Pure Jump Markov Processes, and (iii) Partial Differential Equations with random inputs. In this context, the notion of adaptivity includes several aspects such as mesh refinements based on either a priori or a posteriori error estimates, the local choice of different time-stepping methods, and the selection of the total number of levels and the number of samples at different levels.

Bayesian experimental designs By Prof. Marco Scavino.

Jesper Oppelstrup will be visiting the Stochastic Numerics Research Group during the period Oct. 17 - 30, 2014.

Sequential Monte Carlo Methods By Prof. Ajay Jasra (National University of Singapore).

Ajay Jasra will be visiting the SRI Uncertainty Quantification Center during the period Oct. 11 -16, 2014.

The symposium is devoted to all aspects of finite elements and wavelet methods in partial differential equations.

For the last two years, Hakon has been a postdoctoral fellow at KAUST with both the Stochastic Numerics research group and the Uncertainty Quantification SRI center. Hakon is an applied mathematician with a strong focus on numerical analysis and algorithmic developments for stochastic differential equations (SDE) and stochastic modeling in general. During his tenure at KAUST, his main efforts have been devoted to the analysis and development of adaptive multilevel Monte Carlo methods for SDEs.

Prof. Raul Tempone is an invited speaker at the 27th Chemnitz FEM Symposium 2014, Germany, September 18 - 25, 2014.

Prof. Raul Tempone is an invited speaker at the NASPDE workshop 2014, "Numerical Analysis of Stochastic PDEs", Switzerland, September 9 - 10, 2014.

Prof. Raul Tempone gave a short course on Fast Simulation Techniques for Stochastic Reaction Networks at the Felix Klein Center for Mathematics in TU Kaiserslautern. Sep. 3 - 4, 2014.