Workshop on Numerical Methods for Stochastic PDE's
Ajou University, Suwon, Korea
24 September 2011

This one-day workshop is intended as an introduction and overview to modern
techniques for the modeling, analysis, approximation, and application of 
stochastic partial differential equations and uncertainty quantification.

Possible topics to be covered include:

  * the Karhunen-Loeve expansion;
  * high-dimensional integration, interpolation and approximation;
  * model reduction;
  * the Monte Carlo approach;
  * generalized polynomial chaos;
  * the method of stochastic collocation;
  * the stochastic Galerkin method;
  * efficient techniques for estimating a quantity of interest;
  * control theory for stochastic problems;
  * modeling of uncertain inputs using white noise or general colored noise;
  * estimating the impact of errors and uncertainty in parameter values,
    initial conditions, and boundary conditions;

Invited speakers include:

  * John Burkardt, Florida State University, USA
  * Max Gunzburger, Florida State University, USA
  * Hyung-Chun Lee, Ajou University
  * Clayton Webster, Oak Ridge National Laboratory, USA

The workshop is sponsored by the Mathematics Department of Ajou University.
The organizer is Professor Hyung-Chun Lee.