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SPD Seminar List

for period 4 January to 2 July 2010

Monday 04 January
10:00-11:00 Da Prato, G (Pisa)
  Elliptic equations in open subsets of infinite dimensional Hilbert spaces Sem 1
11:30-12:30 Funaki, T (Tokyo)
  Scaling limits for a dynamic model of 2D Young diagrams Sem 1
14:00-15:00 Peszat, S (Kraków)
  Regularity of solutions to linear SPDEs driven by Lévy process Sem 1
15:30-16:30 de Bouard, A (CMAP)
  Stochastic nonlinear Schrödinger equations in fiber optics Sem 1
16:30-17:30 Kim, JU (Virginia)
  Strong solutions of the stochastic Navier-Stokes equations in $R^3$ Sem 1
Tuesday 05 January
09:00-10:00 Zabczyk, J (Warsaw)
  Large deviation principle for SPDEs with Levy noise Sem 1
10:00-11:00 Hairer, M (Warwick)
  Singular perturbation of rough stochastic PDEs Sem 1
11:30-12:30 Prohl, A (Tübingen)
  Numerical analysis for the stochastic Landau-Lifshitz-Gilbert equation Sem 1
14:00-15:00 Cerrai, S (Maryland)
  Approximation of quasi-potentials and exit problems for multidimensional RDE's with noise Sem 1
15:30-16:30 Schmalfuß, B (Paderborn)
  Dynamics of SPDE Sem 1
16:30-17:30 Zhang, T (Manchester)
  Stochastic partial differential equations with reflection Sem 1
Wednesday 06 January
09:00-10:00 Lyons, T (Oxford)
  The signature of a path - inversion Sem 1
10:00-11:00 Millet, A (Paris 1)
  On LDP and inviscid hydrodynamical equations Sem 1
11:30-12:30 Sanz Sole, M (Barcelona)
  A large deviation principle for stochastic waves Sem 1
14:00-15:00 Lototsky, S (Southern California)
  A stochastic Burgers equation: Bringing together chaos expansion, embedding theorems, and Catalan numbers Sem 1
15:30-16:30 Viens, F (Purdue)
  Application of Stein's lemma and Malliavin calculus to the densities and fluctuation exponents of stochastic heat equations Sem 1
16:30-17:30 Buckdahn, R (Brest)
  Semilinear SPDE driven by a fractional Brownian motion with Hurst parameter H in (0,1/2) Sem 1
Thursday 07 January
09:00-10:00 Flandoli, F (Pisa)
  PDE uniqueness and random perturbations Sem 1
10:00-11:00 Stuart, A (Warwick)
  SPDE Limits for Metropolis-Hastings methods Sem 1
11:30-12:30 Zambotti, L (Paris 6)
  Hot scatterers and tracers for the transfer of heat in collisional dynamics Sem 1
14:00-15:00 Mytnik, L (Technion)
  Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients Sem 1
15:30-16:30 Jentzen, A (Bielefeld)
  Taylor Expansions for Stochastic Partial Differential Equations Sem 1
16:30-17:30 Blömker, D (Augsburg)
  On a model from amorphous surface growth Sem 1
Friday 08 January
09:00-10:00 Barbu, V (Iasi)
  Stabilization by noise of Navier-Stokes equations Sem 1
10:00-11:00 Mattingly, J (Duke)
  Ellipticity and Hypo-ellipticity for SPDEs *or* What is ellipticity in infinite dimensions anyway? Sem 1
11:30-12:30 Truman, A (Swansea)
  On a Stochastic Zeldovich-Burgers model for the condensation of planets out of a protosolar nebula Sem 1
14:00-15:00 Veraar, M (TUDelft)
  Stochastic maximal $L^p$-regularity Sem 1
15:30-16:30 Mohammed, SA (Southern Illinois)
  Burgers Equation with Affine Noise: Stability and Dynamics Sem 1
16:30-17:30 Stannat, W (Darmstadt)
  Stochastic Navier-Stokes-Coriolis Equations Sem 1
Thursday 14 January
16:30-17:30 van Neerven, J (Delft University of Technology)
  Domain identification for analytic Ornstein-Uhlenbeck operators Sem 2
Thursday 21 January
11:30-12:30 Fedotov, S (Manchester)
  Continuous time random walk and non-linear reaction-transport equations Sem 1
Friday 22 January
11:30-12:30 de Bouard, A (École Polytechnique)
  Stochastic nonlinear Schrodinger equations and modulation of solitary waves Sem 1
Wednesday 03 February
11:30-12:30 Dalang, R (EPFL)
  Intermittency properties in a hyperbolic Anderson model Sem 1
Thursday 04 February
11:30-12:30 Peszat, S (Polish Academy of Sciences)
  Central limit theorems for additive functionals of stable processes Sem 1
Wednesday 17 February
11:30-12:30 Prohl, A (Universitat Tubingen)
  On operator-splitting methods to solve the stochastic incompressible Stokes equations Sem 1
Thursday 18 February
10:15-11:15 Zambotti, L (Paris VI)
  An entropic functional on families of random variables from theoretical biology Sem 1
11:30-12:30 Otobe, Y (Shinshu)
  Recurrence properties for quantum dynamics Sem 1
Tuesday 23 February
10:00-10:50 Mytnik, L (Technion)
  Infinite rate mutually catalytic branching model Sem 1
11:00-12:00 Funaki, T (Tokyo)
  Brascamp-Lieb inequality and Wiener integrals for centred Bessel processes Sem 1
Thursday 25 February
11:00-12:00 Brassesco, S (IVIC)
  The stochastic Allen-Cahn equation with Dobrushin boundary conditions Sem 1
Tuesday 02 March
11:00-12:30 Ondrejat, M (Academy of Sciences, Czech Republic)
  Nonlinear stochastic wave equations I Sem 1
Wednesday 03 March
11:00-12:30 Ondrejat, M (Academy of Sciences, Czech Republic)
  Nonlinear stochastic wave equations II Sem 1
Thursday 04 March
11:00-12:00 Mohammed, SA (Southern Illinois University Carbondale)
  Linear SPDE's Sem 1
14:00-15:00 Blomker, D (Augsburg)
  The effect of degenerate noise on dominant modes for SPDEs Sem 2
Tuesday 09 March
11:30-12:30 Chantrel, R (York)
  Stochastic processes in magnetism; basic approaches Sem 2
15:00-16:00 Mattingly, J (Duke)
  Asymptotic coupling Sem 2
Wednesday 10 March
10:30-11:15 Lakkis, O (Sussex)
  Computing the stochastic Allen-Cahn problem Sem 2
11:30-12:30 Chantrel, R (York)
  Multiscale approaches to sub-picosecond heat driven magnetism reversal Sem 2
Friday 12 March
10:30-11:15 Sango, M (Pretoria)
  Homogenisation of a semilinear stochastic evolution problem in a perforated domain Sem 2
Thursday 18 March
11:00-12:30 Da Prato, G (Scuola Normale Superiore di Pisa)
  Kolmogorov equations in Hilbert spaces I Sem 2
Friday 19 March
11:00-12:30 Da Prato, G (Scuola Normale Superiore di Pisa)
  Kolmogorov equations in Hilbert spaces II Sem 1
14:15-15:15 Nualart, E (Paris 13)
  Strict positivity of the density for spatially homogeneous SPDEs Sem 1
Thursday 25 March
11:00-12:30 Da Prato, G (Scuola Normale Superiore di Pisa)
  Kolmogorov equations in Hilbert spaces III Sem 2
Friday 26 March
11:00-12:30 Da Prato, G (Scuola Normale Superiore di Pisa)
  Kolmogorov equations in Hilbert spaces IV Sem 2
Monday 29 March
10:00-11:00 Albeverio, S (Bonn)
  Stochastic PDE's in neurobiology, small noise asymptotic expansions, quantum graphs Sem 1
11:30-12:30 Goldys, B (New South Wales)
  Stochastic Landau-Lifschitz-Gilbert equation Sem 1
14:00-15:00 Kurtz, TG (Wisconsin-Madison)
  Particle representations and limit theorems for stochastic partial differential equations Sem 1
15:30-16:30 Dirr, N (Bath)
  Models for interface motion a random environment Sem 1
16:30-17:30 Gautier, E (ENSAE)
  Exit times and persistence of solitons for a stochastic Korteweg-de Vries Equation Sem 1
Tuesday 30 March
09:00-10:00 Caffarelli, LA (Texax at Austin)
  Regularity theory for nonlocal optimal control Sem 1
10:00-11:00 Otto, F (Bonn)
  Optimal error bounds in stochastic homogenization Sem 1
11:30-12:30 Röckner, M (Bielefeld )
  Random Attractors for Stochastic Porous Media Equations Sem 1
14:00-15:00 Kuksin, S (Heriot-Watt)
  Randomly perturbed and damped KdV Sem 1
15:30-16:30 Sritharan, S (Naval Postgraduate School)
  Navier-Stokes Equation with Levy Noise: Stochastic Analysis and Control Sem 1
16:30-17:30 Mikulevicius, R (Southern California)
  On Lagrangian approach to stochastic Navier-Stokes and Euler equations Sem 1
Wednesday 31 March
09:00-10:00 Da Prato, G (Pisa)
  Functions on bounded variations in Hilbert spaces Sem 1
10:00-11:00 Flandoli, F (Pisa)
  Uniqueness due to noise for a dyadic model of turbulence Sem 1
11:30-12:30 Turitsyn, SK (Aston)
  Stochastic Partial Differential Equations in Nonlinear Photonics Sem 1
14:00-15:00 Le Jan, Y (Paris - Sud 11)
  Some open problems in stochastic dynamics Sem 1
15:30-16:30 Mueller, C (Rochester)
  Nonuniqueness for some stochastic PDE Sem 1
16:30-17:30 Romito, M (Firenze)
  Analysis of a model for amorphous surface growth Sem 1
Thursday 01 April
09:00-10:00 Luckhaus, S (Leipzig )
  The quenched Edwards Wilkinson model in an environment with random obstacles of unbounded strength Sem 1
10:00-11:00 Le Bris, C (ENPC - École des Ponts ParisTech)
  Stochastic homogenization: some recent theoretical and numerical contributions Sem 1
11:30-12:30 Duan, J (Illinois Institute of Technology)
  Some impacts of Noise on Invariant Manifolds for Stochastic Partial Differential Equations Sem 1
14:00-15:00 Priola, E (Turin)
  Well-posedness of the transport equation by stochastic perturbation Sem 1
15:30-16:30 Russo, F (INRIA Paris)
  Probabilistic representation of a generalised porous media type equation: non-degenerate and degenerate cases Sem 1
Tuesday 06 April
09:00-10:00 Lejay, A (INRIA)
  An introduction to rough paths Sem 2
10:00-11:00 Von Renesse, M (Leipzig)
  Ergodicity of stochastic curve shortening flow Sem 2
11:00-12:00 Souganidis, T (Chicago)
  Fully nonlinear second order pde with rough paths and stochastic viscosity solutions Sem 2
12:00-13:00 Hairer, M (Warwick)
  Stochastic Burgers equations and rough paths Sem 2
14:00-15:00 Kawabi, H (Okayama)
  Precise asymptotics for infinite dimensional Ito-Lyons maps of Brownian rough paths Sem 2
15:00-16:00 Crisan, D (Imperial College)
  An application of the Kusuoka-Lyons-Victoir cubature method to the numerical solution of BSDEs Sem 2
16:00-17:00 Soner, M (ETH Zuerich)
  Financial markets with uncertain volatility Sem 2
Wednesday 07 April
08:30-09:30 Oberhauser, H (Technische Universitat Berlin)
  A (rough) pathwise approach to some SPDEs Sem 2
10:30-11:30 Gyongy, I (Edinburgh)
  On the rate of convergence of nonlinear filters when the observation processes converge Sem 2
11:30-12:30 Mattingly, J (Duke)
  Malliavin calculus for non-adapted SPDEs Sem 2
14:00-15:00 Lyons, T (Oxford)
  Evolving communities with individual preferences Meeting Room 2, CMS
15:00-16:00 Lions, PL (Universite Paris-Dauphine)
  Not so rough paths Meeting Room 2, CMS
16:00-17:00 Flandoli, F (Universita di Pisa)
  Examples of regularisation by noise Meeting Room 2, CMS
17:30-18:30 Lions, PL (Universite Paris-Dauphine)
  Mean field games Sem 1
Monday 12 April
17:00-18:30 Mattingly, J (Duke)
  Hypoelliptic SPDEs and ergodicity Sem 1
Friday 16 April
16:30-17:30 Debussche, A (ENS de Cachan)
  On the nonlinear Schridinger equation with white noise dispersion Sem 1
17:30-18:30 Neklyudov, M (York)
  Ergodicity of infinite particle systems with locally conserved quantities DS
Wednesday 21 April
11:30-12:30 Hausenblas, E (Salzburg)
  Maximum Inequality and Maximum Regularity of SPDEs driven by jump processes Sem 1
14:00-15:00 Barbu, V (Alexandru Ioan Cuza)
  Stochastic nonlinear PDEs versus deterministic infinite dimensional Cauchy problem I Sem 1
Thursday 22 April
11:00-12:30 Zabczyk, J (IMPAN)
  On the Musiela SPDE with Levy noise Sem 1
14:00-15:00 Cutland, N (York)
  Global attractors for 3D stochastic Navier-Stokes equations Sem 1
Monday 26 April
11:30-12:30 Tindel, S (Henri Poincare)
  On rough PDEs Sem 1
Tuesday 27 April
11:30-12:30 Tehranchi, M (Cambridge)
  Hedging in variance swap markets Sem 1
14:00-15:00 Barbu, V (Alexandru Ioan Cuza)
  Stochastic nonlinear PDEs versus deterministic infinite dimensional Cauchy problems II Sem 1
Wednesday 28 April
11:30-12:30 Moser, R (Bath)
  Ginzburg-Landau vortices driven by Landau-Lifshitz equation Sem 1
Thursday 29 April
14:00-15:00 Barbu, V (Alexandru Ioan Cuza)
  Stochastic nonlinear PDEs versus deterministic infinite dimensional Cauchy problem III Sem 1
Thursday 06 May
14:00-15:00 Turitsyn, SK (Aston)
  Dissipative solitons and coherent structures in fibre lasers Sem 1
Friday 07 May
14:00-15:00 Buckdahn, R (Bretagne Occidentale)
  On regularity properties of a class of Hamiltonian-Jacobi-Bellman equations Sem 1
Tuesday 11 May
11:30-12:30 Yip, A (Purdue)
  Some recent investigations on interfacial propagation in inhomogeneous medium Sem 1
Wednesday 12 May
16:00-17:00 Mariani, I (Babes-Bolyai )
  The random vortexes model and the 2D Navier-Stokes equation Sem 1
Thursday 13 May
14:00-15:00 Sanz-Sole, M (Barcelona)
  A class of stochastic partial differential equations driven by a fractional noise Sem 1
Friday 14 May
14:00-15:00 Long, H (Florida Atlantic)
  Invariant measures for stochastic evolution equations in M-type 2 Banach spaces Sem 1
15:00-16:00 Dorogovtsev, A (NAS Ukraine)
  Stochastic calculus for flows with singularities Sem 1
Tuesday 18 May
14:00-15:00 Mariani, M (Marseille)
  Large deviations for stochastic conservation laws Sem 1
15:15-16:15 Belopolskaya, Y (St Petersburg)
  Stochastic approaches to fully nonlinear PDEs Sem 1
Thursday 20 May
11:30-12:30 Kondratiev, Y (Bielefeld)
  Kinetic equations from stochastic dynamics in continuum Sem 1
Friday 21 May
11:30-12:30 Rockner, M (Bielefeld)
  Potential theory on Wiener space revisited Sem 1
14:00-15:00 Rockner, M (Bielefeld)
  Singular stochastic equations on Hilbert spaces: Harnack inequality, ultraboundedness and other recent results Sem 1
15:30-16:30 Wang, FY (Swansea)
  Harnack inequality for diffusion semigroups with non-constant difussion coefficients Sem 1
Monday 24 May
11:30-12:30 Swanson, J (Central Florida)
  A change of variable formula with It\^o correction term Sem 1
17:30-18:30 Sinai, Y
  Renormalisation Group Method in Fluid Dynamics Sem 1
Wednesday 26 May
09:45-10:45 Chow, P (Wayne State)
  SPDEs and parabolic equations in Gauss-Sobolev spaces Sem 1
Friday 28 May
09:45-10:45 Marinelli, C (Bonn)
  Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise Sem 1
Tuesday 01 June
11:30-12:30 Smolyanov, O (Moscow)
  Liouville equations with respect to measures (as a way to get Bogoliubov) type equations Sem 1
Tuesday 08 June
13:30-14:20 Krylov, N (Minnesota)
  Stochastic partial differential equations and their applications Sem 1
Wednesday 09 June
11:30-12:30 Sinai, Y (Princeton)
  The decay of Fourier modes of solutions Sem 1
Thursday 10 June
11:30-12:30 Bogochev, V (Moscow)
  Elliptic equations for measures and lower bounds for densities Sem 1
Friday 11 June
11:30-12:30 Chueshov, I (Kharkov)
  Synchronisation in coupled stochastic PDEs Sem 1
Monday 14 June
09:50-10:40 Krylov, N (University of Minnesota)
  Kalman-Bucy filter and SPDEs with growing lower-order coefficients in W1p spaces without weights. Sem 1
11:20-12:10 Weis, L (Karlsruhe Institute of Technology (KIT))
  Regularity results for parabolic stochastic PDEs . Sem 1
12:10-13:00 Elworthy, D (Warwick)
  Geometric approach to filtering some illustrations Sem 1
14:00-14:50 Gyongy, I (Edinburgh)
  On accelerated numerical schemes for nonlinear filtering. Sem 1
14:50-15:40 Tretyakov, M (University of Leicester)
  Nonlinear filtering algorithms based on averaging over characteristics and on the innovation approach. Sem 1
Tuesday 15 June
09:00-09:50 Del Moral, P (Bordeaux)
  A backward particle interpretation of Feynman-Kac formulae with applications to filtering and smoothing problems Sem 1
09:50-10:40 Rogers, C (Cambridge)
  Least-action filtering Sem 1
11:20-12:10 Stannat, W (Technische Universitat Darmstadt)
  Stability of the optimal filter for nonergodic signals - a variational approach Sem 1
12:10-13:00 Veretennikov, A (Leeds)
  On filtering equations with non-specified initial data Sem 1
14:00-14:50 Friz, P (Technische Universitat Berlin)
  Rough path stability of SPDEs arising in non-linear filtering and beyond Sem 1
14:50-15:40 Lee, W (Warwick)
  Filtering of wave equation in high dimension Sem 1
Friday 18 June
11:30-12:30 Szarek, T (Gdansk)
  Ergodic measures for Markov semigroups Sem 1
14:00-15:00 Xie, B (Shinshu)
  An SPDE with the laws of Levy processes as its invariant measures Sem 1
Monday 21 June
16:00-16:45 Bessaih, H (Wyoming)
  On some stochastic shell models of turbulance Sem 1
Wednesday 23 June
17:00-18:00 Friedlin, M (Maryland)
  Perturbation theory for systems with many invariant measures: Long-time effects (part I) Sem 1
Friday 25 June
11:00-12:00 Wanner, T
  Topology-Guided Sampling of Gaussian Random Fields Sem 2
Monday 28 June
10:00-10.50 Gyongy, I (Edinburgh)
  Accelerated numerical schemes for deterministic and stochastic partial differential equations Sem 1
11:30-12:20 Crisan, D (Imperial College)
  Particle approximations for strong solutions of linear SPDEs with multiplicative noise Sem 1
14:10-15.00 Mattingly, J (Duke)
  SPDE scaling limits of an Markov chain Montecarlo algorithm Sem 1
15:40-16.30 Nolen, J (Duke)
  Reaction-diffusion waves in a random environment Sem 1
16:30-17:20 Rozovsky, B (Brown)
  On Generalized Malliavin Calculus Sem 1
Tuesday 29 June
09:20-10.10 Cerrai, S (Maryland)
  Asymptotic results for a class of stochastic RDEs with fast transport term and noise acting on the boundary Sem 1
10:10-11.00 Freidlin, M (Maryland)
  Perturbation theory for systems with many invariant measures: Long-time effects Sem 1
11:30-12:20 Dalang, R (EPFL)
  Stochastic integrals for spde's: a comparison Sem 1
14:10-15.00 Foondun, M (Loughborough)
  Stochastic heat equation with spatially-colored random forcing Sem 1
15:40-16.30 Khoshnevisan, D (Utah)
  On the existence and position of the farthest peaks of a family of stochastic heat and wave equations Sem 1
16:30-17:20 Souganidis, T (Chicago)
  The status of the theory of stochastic viscosity sols and fully nonlinear 1st and 2nd order PDE Sem 1
Wednesday 30 June
09:20-10.10 Friz, P (Cambridge)
  Rough viscosity solutions and applications to SPDEs Sem 1
10:10-11.00 Goudenège, L (ENS Cachan)
  Stochastic Cahn-Hilliard equation with singularities and reflections Sem 1
11:30-12.20 Stuart, A (Warwick)
  The Hybrid Monte Carlo Algorithm on Hilbert Space Sem 1
14:10-15.00 Faou, E (IRISA/INRIA)
  Weak backward error analysis for stochastic differential equations Sem 1
15:40-16.30 Hausenblas, E (Salzburg)
  The Numerical Approximation for SPDEs driven by Levy Processes Sem 1
Thursday 01 July
09:20-10.10 Lord, G (Heriot-Watt)
  Solution of SPDEs with applications in porous media Sem 1
10:10-11.00 Lythe, G (Leeds)
  Kink stochastics Sem 1
11:30-12.20 Larsson, S (Chalmers)
  Finite element approximation of the Cahn-Hilliard-Cook equation Sem 1
14:10-15.00 Vovelle, J (Claude Bernard)
  Stochastic perturbation of scalar conservation laws Sem 1
15:40-16.30 Szepessy, A (KTH NADA)
  Stochastic molecular dynamics Sem 1
16:30-17.20 Millet, A (SAMM)
  On the stochastic nonlinear Schrodinger equation Sem 1
Friday 02 July
09:20-10.10 Buckwar, E (Heriot-Watt)
  Stability analysis for numerical methods applied to systems of SODEs Sem 1
10:10-11.00 Sanz-Solé, M (Barcelona)
  Hitting probabilities for systems of stochastic waves Sem 1
11:30-12.20 Katsoulakis, M (Massachusetts)
  Multi-level Coarse Grained Monte Carlo methods Sem 1
14:10-15.00 Voss, J (Leeds)
  Discretising Burgers' SPDE with Small Noise/Viscosity Sem 1
15:00-15:50 Tribe, R (Warwick)
  Stochastic order methods for stochastic traveling waves Sem 1
Other Seminars
Seminars in the University
National and International Scientific Research Meetings

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