Isaac Newton Institute for Mathematical Sciences

Stochastic Partial Differential Equations (SPDEs)

4 January - 2 July 2010

Organisers: Professor Z Brzezniak (York), Professor M Hairer (Warwick), Professor M Röckner (Universität Bielefeld), Professor P Souganidis (Chicago) and Dr R Tribe (Warwick)

Programme Theme

Stochastic Partial Differential Equations are used to model many physical systems subjected to the influence of internal, external or environmental noise. They also arise when considering deterministic models from random initial conditions, or as tractable approximations to complex deterministic systems. In many cases the presence of noise leads to new phenomena with many recent examples in the physical sciences, biology and financial modelling.

The goal of the programme is to bring together the world leaders in Stochastic Partial Differential Equations working on various aspects of the theory, numerical approximations and applications, as well as in related scientific areas.

The following will be included as themes for the 6-month-long programme.

Self-financing Participants

The Institute has some space available for participants who will not require financial assistance towards their subsistence, accommodation or travel costs. People who are interested in participating in the programme and who can find their own financial support are asked to contact the organisers by the end of January 2009. The researchers invited on that basis will be offered the use of the library, shared computer facilities and/or access to the wireless network, and help, if required, in finding accommodation.

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