Title: Sparse methods and high dimensional parametric PDE's''

Speaker: Professor Albert Cohen

From: Lions Laoratory of Unievrsity of Paris 6, France

Time: 3:00-5:00, Nov. 18

      3:00-5:00, Nov. 19

      3:00-5:00, Nov. 20

      3:00-5:00, Nov. 21

Place: Morningside 110

Abtract: The last ten years have seen an important development of analytical and numerical methods based on the notion of sparsity. The course will survey the mathematical foundations supporting these developments. Wavelet decompositions will be used as a motivating example of nonlinear sparse approximation. The topic of compressed sensing and its relation with high dimensional analysis will also be discussed. Finally, the course will center on the study of high dimensional parametric PDE's that are a current challenge for numerical methods.