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DTSTART:19810329T020000
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UID:news231@dmi.unibas.ch
DTSTAMP;TZID=Europe/Zurich:20180716T203426
DTSTART;TZID=Europe/Zurich:20170324T110000
SUMMARY:Seminar in Numerical Analysis: Jens Oettershagen (Universität Bonn
 )
DESCRIPTION:In this talk\, we discuss algorithms for multivariate integrati
 on in  reproducing kernel Hilbert spaces (RKHS). Here\, we study optimally
   weighted Monte Carlo integration in Sobolev spaces with dominating mixed
   smoothness. Moreover\, we consider integration in spaces of analytic  fu
 nctions. To this end\, we construct optimally weighted univariate  quadrat
 ure rules with carfully selected points and employ them within a  generali
 zed sparse grid to the problem of multivariate integration.  Applications 
 are given in econometrics and parametric differential  equations with affi
 ne linear diffusion coefficients.
X-ALT-DESC:In this talk\, we discuss algorithms for multivariate integratio
 n in  reproducing kernel Hilbert spaces (RKHS). Here\, we study optimally 
  weighted Monte Carlo integration in Sobolev spaces with dominating mixed 
  smoothness. Moreover\, we consider integration in spaces of analytic  fun
 ctions. To this end\, we construct optimally weighted univariate  quadratu
 re rules with carfully selected points and employ them within a  generaliz
 ed sparse grid to the problem of multivariate integration.  Applications a
 re given in econometrics and parametric differential  equations with affin
 e linear diffusion coefficients. 
DTEND;TZID=Europe/Zurich:20170324T120000
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