Tel-Aviv University
School of Mathematical Sciences

Department Colloquium

Monday, April 13, 2015

Schreiber 006, 12:15

Albert Cohen

Laboratoire Jacques-Louis Lions, Universite Pierre et Marie Curie

Breaking the curse of dimensionality in parametric PDEs

Various mathematical problems are challenged by the fact they involve functions of a very large number of variables. Such problems arise naturally in learning theory, partial differential equations or numerical models depending on parametric or stochastic variables. They typically result in numerical difficulties due to the so-called ''curse of dimensionality''. We shall discuss how these difficulties may be handled in the context of stochastic-parametric PDE's based on the concept of sparse polynomial approximation.

Coffee will be served at 12:00 before the lecture
at Schreiber building 006