IMA Video Library

Porous flow as a high dimensional challenge, Ian H. Sloan (University of New South Wales)

Monte Carlo sampling techniques for solving stochastic and large scale deterministic optimization problems, Alexander Shapiro (Georgia Institute of Technology)

Stochastic models with application to approximation of optimization problems, Christian Louis Hess (Université de Paris-Dauphine)

Generating and handling scenarios in stochastic programming, Werner Römisch (Humboldt-Universität)

Multi-resolution stochastic Galerkin methods for uncertain hyperbolic flows, Olivier Pierre Le Maître (Centre National de la Recherche Scientifique (CNRS))

Quantifying uncertainty in climate change science: Empirical information theory, fluctuation dissipation theorems, and physics based statistics, Andrew J. Majda (New York University)

Tools for analyzing variational models, Stephen Michael Robinson (University of Wisconsin)

Complexity and heuristics in stochastic optimization, Teemu Pennanen (Helsinki University of Technology)

Progressive hedging for multi-stage stochastic optimization problems, Jean-Paul Watson (Sandia National Laboratories), David L. Woodruff (University of California, Davis)

Validating models of complex physical systems and associated uncertainty models, Robert D. Moser (University of Texas at Austin)

Accounting for variability and uncertainty in a complex brain metabolic model via a probabilistic framework, Daniela Calvetti (Case Western Reserve University)

Panel Session: "Uncertainty in PDEs and optimizations, interations, synergies, challenges", Suvrajeet Sen, Moderator (Ohio State University), Timothy J. Barth (NASA Ames Research Center), Omar Ghattas (University of Texas at Austin), Alejandro Rene Jofre (University of Chile), Robert P. Lipton (Louisiana State University), Stephen Michael Robinson (University of Wisconsin)

Weak Convergence of Numerical Methods for Dynamical Systems and Optimal Control, and a relation with Large Deviations for Stochastic Equations, Mattias Sandberg (Royal Institute of Technology)

Measures of risk in stochastic optimization, R. Tyrrell Rockafellar (University of Washington)

An extended mathematical programming framework, Michael C. Ferris (University of Wisconsin)

Second moment analysis of elliptic problems with stochastic input parameters, Helmut Harbrecht (Universität Stuttgart)

Robust estimates for stochastic discrete-time nonlinear systems (robust Kalman filtering/smoothing), Aleksandr Yakovlevitch Aravkin (University of Washington)

Do electricity markets generate electricity inefficiently?, Andy Philpott (University of Auckland)

On the need for uncertainty quantification in hyperbolic PDE applications at Sandia National Laboratories, Guglielmo Scovazzi (Sandia National Laboratories)

A stochastic programming groundwater remediation — flow/transport through porous media, Jean-Paul Watson (Sandia National Laboratories)

Accelerated kinetic Monte Carlo methods: Hierarchical parallel algorithms and coarse-graining, Markos A. Katsoulakis (University of Massachusetts)

Model reduction for uncertainty quantification and optimization under uncertainty of large-scale complex systems, Karen E. Willcox (Massachusetts Institute of Technology)

Multi-scale structural optimization in the presence of uncertainty for very large composite structures, Robert P. Lipton (Louisiana State University)