Mini-Workshop on high-dimensional BSDEs and PDEs
2018 May 24th - 25th at University Duisburg-Essen, Germany
Organized by Martin Hutzenthaler (University Duisburg-Essen)
This workshop is part of the qualification program of the Research Training Group 2131, "High-dimensional Phenomena in Probability - Fluctuations and Discontinuity", funded by the Deutsche Forschungsgemeinschaft.
The Workshop focuses on numerical approximations of high-dimensional partial differential equations and highdimensional backward stochastic differential equations. This will be complemented by a Mini-Course on machine learning approximation methods including state-of-the-art stochastic gradient optimization methods presented by Arnulf Jentzen.
Christa Cuchiero (University of Vienna)
Arnulf Jentzen (ETH Zürich)
Thomas Kruse (University of Duisburg-Essen)
Nadia Oudjane (EDF R & D, France)
Lukasz Szpruch (University of Edinburgh)
Nizar Touzi (Ecole Polytechnique, France)
Start: Thursday, 24.05.2018 at 12:30 h.
End: Friday, 25.05.2018 at 13:30 h.
Venue and Travel:
The workshop takes place in Room WSC-S-U-3.02 on the 3rd floor of the Department of Mathematics building in Essen.
Address: Thea-Leymann-Str. 9, 45127 Essen.
See here for information how to get there.
From within Germany, Essen can easily be reached by train.
The closest international airport is Düsseldorf (DUS) (about 20 min by direct train connection).
We will arrange the accomodation for the invited speakers at Hotel Motel One.
For participants we recommend the following hotels, which all are including breakfast.
- Motel One, a central hotel within walking distance of 1 km to the department.
- Holiday In Express is situated directly across to the Department of Mathematics building, where the Workshop takes place.
- Rheinischer Hof is located in Essen - Rüttenscheidt, a favourite cultural district in Essen which has good traffic connection to the department (6 min by Metro U11). Booking includes a ticket for public traffic within Ruhrgebiet, even the travel by regional trains from airport Düsseldorf to Essen.
Participation in the workshop is free of charge. A badge will be printed for everyone who registers at LINK before May 15th.
Local organization and Contact: