Estimation of extreme event probabilities in systems governed by PDEs

Estimation of extreme event probabilities in systems governed by PDEs

Date: Wed. December 1, 2021 Organized by: FAU DCN-AvH, Chair for Dynamics, Control and Numerics – Alexander von Humboldt Professorship at FAU Erlangen-Nürnberg (Germany) Title: Estimation of extreme event probabilities in systems governed by PDEs Speaker: Prof. Dr. Georg Stadler Affiliation: Courant Institute of Mathematical Sciences, New York University (USA) Abstract. We propose methods for the estimation of extreme event…