Stochastic Partial Differential Equations: Approximation, Asymptotics and Computation

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)

Programme | Participants | Application | Accommodation and Cost | Poster Session | Photograph


Scientific 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.

Invited speakers:

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