Probability and Numerics: A Modern Retrospective

Date

Jul 10, 2019

Time

5:00 PM - 6:00 PM

Speaker

Jun.-Prof. Timothy J. Sullivan

Affiliation

Freie Universität Berlin, Zuse-Insitut Berlin

Series

TUD Dresdner Mathematisches Seminar

Language

en

Main Topic

Mathematik

Other Topics

Mathematik

Host

Prof. Dr. Axel Voigt

Description

The interplay of probability and numerical analysis is a topic with a long and interesting history, reaching back to Poincaré.  In the computer age, probabilistic perspectives on numerical tasks such as linear algebra, quadrature, optimisation, and the solution of differential equations have enjoyed recurrent waves of interest and are now something of a "hot topic".  This talk will give a general overview of the history of probabilistic numerics, placing it in a modern context, including the often-overlooked contributions of A.V. Sul'din and F.M. Larkin.  There will also be an indication of recent research results and future directions for the field, including applications to statistical inverse problems and scientific computing more generally.

Dresdner Mathematisches Seminar

Last modified: Jun 18, 2019, 11:57:27 AM