skip to content
 

Stochastic Partial Differential Equations (SPDEs) : Approximation, Asymtotics and Computation

28th June 2010 to 2nd July 2010

Organisers: Professor A Debussche (ENS de Cachan) and Professor M Hairer (Warwick)

Workshop Theme

This workshop will focus on both theoretical and computational approximations to stochastic PDEs. This includes numerical schemes, multi-scale structures, finite dimensional approximations (for example finite element methods), asymptotic analysis, particle methods. On a mathematical level, some of the topics of interest will be convergence rates, optimality criteria and limit theorems.

University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons