{"id":19,"date":"2018-03-19T10:38:07","date_gmt":"2018-03-19T10:38:07","guid":{"rendered":"http:\/\/sites.math.ntua.gr\/summer-school-2018\/?page_id=19"},"modified":"2018-07-24T08:56:07","modified_gmt":"2018-07-24T08:56:07","slug":"course-material","status":"publish","type":"page","link":"https:\/\/sites.math.ntua.gr\/summer-school-2018\/course-material\/","title":{"rendered":"Course Material"},"content":{"rendered":"<p><span style=\"font-size: 12pt\"><strong>Charalambos Makridakis:\u00a0<\/strong>Approximations of Nonlinear Problems: Adaptive Algorithms and Analysis<\/span><\/p>\n<ul>\n<li>Slides and papers are available <a href=\"https:\/\/drive.google.com\/drive\/folders\/1gdKd1hJ57RUyvgXA41tmmD7UQjCGLCEc?usp=sharing\">here<\/a><\/li>\n<\/ul>\n<div><span style=\"font-size: 12pt\"><strong>Grigorios Pavliotis:<\/strong>\u00a0Sampling from probability measures using stochastic differential equations<\/span><\/div>\n<div><\/div>\n<ul>\n<li><span style=\"font-size: 12pt\">Lecture 1: Stochastic differential equations and the backward and forward Kolmogorov equations<\/span><\/li>\n<li><span style=\"font-size: 12pt\">Lecture 2: Ergodic properties of SDEs and SDE-based sampling schemes for sampling from high dimensional distributions.<\/span><\/li>\n<li><span style=\"font-size: 12pt\">Lecture 3: Numerical methods for SDEs, long time behaviour of numerical schemes.<\/span><\/li>\n<li><span style=\"font-size: 12pt\">Lecture 4: Optimal SDE-based samplers.<\/span><\/li>\n<\/ul>\n<p><span style=\"font-size: 12pt\"><strong>Daniel Peterseim:<\/strong>\u00a0Numerical homogenization beyond periodicity and scale separation<\/span><\/p>\n<ul>\n<li>Lecture notes: <a href=\"https:\/\/www.dropbox.com\/s\/5mzyloe9ubibdt5\/NumHomNTUA2018.pdf?dl=0\">PDF<\/a><\/li>\n<li>Tutorials offered by <strong>Roland Maier<\/strong><\/li>\n<\/ul>\n<div><span style=\"font-size: 12pt\"><strong>Evangelia Kalligiannaki:\u00a0<\/strong>Indirect inference for probabilistic wind power forecast models with It\u00f4 stochastic differential equations<\/span><\/div>\n<div><\/div>\n<ul>\n<li><span style=\"font-size: 12pt\">Abstract: <a href=\"http:\/\/sites.math.ntua.gr\/summer-school-2018\/wp-content\/uploads\/sites\/3\/2018\/04\/Kalligiannaki_abstract.pdf\">PDF<\/a><\/span><\/li>\n<\/ul>\n<div><span style=\"font-size: 12pt\"><strong> Konstantinos Spiliopoulos:<\/strong> Stochastic gradient descent in continuous time and deep learning for PDEs<\/span><\/div>\n<div><\/div>\n<ul>\n<li><span style=\"font-size: 12pt\">Abstract: <a href=\"http:\/\/sites.math.ntua.gr\/summer-school-2018\/wp-content\/uploads\/sites\/3\/2018\/05\/talk_spiliopoulos.pdf\">PDF<\/a><\/span><\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Charalambos Makridakis:\u00a0Approximations of Nonlinear Problems: Adaptive Algorithms and Analysis Slides and papers are available here Grigorios Pavliotis:\u00a0Sampling from probability measures using stochastic differential equations Lecture 1: Stochastic differential equations and the backward and forward Kolmogorov equations Lecture 2: Ergodic properties &hellip; <a href=\"https:\/\/sites.math.ntua.gr\/summer-school-2018\/course-material\/\">Continue reading <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-19","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/sites.math.ntua.gr\/summer-school-2018\/wp-json\/wp\/v2\/pages\/19","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/sites.math.ntua.gr\/summer-school-2018\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/sites.math.ntua.gr\/summer-school-2018\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/sites.math.ntua.gr\/summer-school-2018\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/sites.math.ntua.gr\/summer-school-2018\/wp-json\/wp\/v2\/comments?post=19"}],"version-history":[{"count":15,"href":"https:\/\/sites.math.ntua.gr\/summer-school-2018\/wp-json\/wp\/v2\/pages\/19\/revisions"}],"predecessor-version":[{"id":165,"href":"https:\/\/sites.math.ntua.gr\/summer-school-2018\/wp-json\/wp\/v2\/pages\/19\/revisions\/165"}],"wp:attachment":[{"href":"https:\/\/sites.math.ntua.gr\/summer-school-2018\/wp-json\/wp\/v2\/media?parent=19"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}