28 Jun - 2 Jul 2010
Isaac Newton Institute for Mathematical Sciences, Cambridge, UK
Workshop Organisers: Professor A Debussche (ENS de Cachan) and Professor M Hairer (Warwick)
in association with the Newton Institute programme Stochastic Partial Differential Equations (4 January to 2 July 2010)
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.