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Workshop Programme

for period 28 Jun-2 Jul

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

28 Jun-2 Jul

Timetable

Monday 28 June
09:00-09.55 Registration SPD
09:55-10.00 Welcome from David Wallace (INI Director) SPD
10:00-10.50 Gyongy, I (Edinburgh) SPD
  Accelerated numerical schemes for deterministic and stochastic partial differential equations Sem 1
10:50-11.30 Morning Coffee SPD
11:30-12:20 Crisan, D (Imperial College) SPD
  Particle approximations for strong solutions of linear SPDEs with multiplicative noise Sem 1
12:30-13.30 Lunch at Wolfson Court SPD
14:10-15.00 Mattingly, J (Duke) SPD
  SPDE scaling limits of an Markov chain Montecarlo algorithm Sem 1
15:00-15:40 Afternoon Tea SPD
15:40-16.30 Nolen, J (Duke) SPD
  Reaction-diffusion waves in a random environment Sem 1
16:30-17:20 Rozovsky, B (Brown) SPD
  On Generalized Malliavin Calculus Sem 1
17:30-18.30 Welcome Wine Reception SPD
18:45-19.30 Dinner at Wolfson Court SPD
Tuesday 29 June
09:20-10.10 Cerrai, S (Maryland) SPD
  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) SPD
  Perturbation theory for systems with many invariant measures: Long-time effects Sem 1
11:00-11.30 Morning Coffee SPD
11:30-12:20 Dalang, R (EPFL) SPD
  Stochastic integrals for spde's: a comparison Sem 1
12:30-13.30 Lunch at Wolfson Court SPD
14:10-15.00 Foondun, M (Loughborough) SPD
  Stochastic heat equation with spatially-colored random forcing Sem 1
15:00-15:40 Afternoon Tea SPD
15:40-16.30 Khoshnevisan, D (Utah) SPD
  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) SPD
  The status of the theory of stochastic viscosity sols and fully nonlinear 1st and 2nd order PDE Sem 1
18:45-19.30 Dinner at Wolfson Court SPD
Wednesday 30 June
09:20-10.10 Friz, P (Cambridge) SPD
  Rough viscosity solutions and applications to SPDEs Sem 1
10:10-11.00 Goudenège, L (ENS Cachan) SPD
  Stochastic Cahn-Hilliard equation with singularities and reflections Sem 1
11:00-11.30 Morning Coffee SPD
11:30-12.20 Stuart, A (Warwick) SPD
  The Hybrid Monte Carlo Algorithm on Hilbert Space Sem 1
12:30-13.30 Lunch at Wolfson Court SPD
14:10-15.00 Faou, E (IRISA/INRIA) SPD
  Weak backward error analysis for stochastic differential equations Sem 1
15:00-15:40 Afternoon Tea SPD
15:40-16.30 Hausenblas, E (Salzburg) SPD
  The Numerical Approximation for SPDEs driven by Levy Processes Sem 1
16:30-18.30 Poster Session SPD
19:30-22:00 Conference Dinner at Gonville & Caius College SPD
Thursday 01 July
09:20-10.10 Lord, G (Heriot-Watt) SPD
  Solution of SPDEs with applications in porous media Sem 1
10:10-11.00 Lythe, G (Leeds) SPD
  Kink stochastics Sem 1
11:00-11.30 Morning Coffee SPD
11:30-12.20 Larsson, S (Chalmers) SPD
  Finite element approximation of the Cahn-Hilliard-Cook equation Sem 1
12:30-13.30 Lunch at Wolfson Court SPD
14:10-15.00 Vovelle, J (Claude Bernard) SPD
  Stochastic perturbation of scalar conservation laws Sem 1
15:00-15:40 Afternoon Tea SPD
15:40-16.30 Szepessy, A (KTH NADA) SPD
  Stochastic molecular dynamics Sem 1
16:30-17.20 Millet, A (SAMM) SPD
  On the stochastic nonlinear Schrodinger equation Sem 1
18:45-19.30 Dinner at Wolfson Court SPD
Friday 02 July
09:20-10.10 Buckwar, E (Heriot-Watt) SPD
  Stability analysis for numerical methods applied to systems of SODEs Sem 1
10:10-11.00 Sanz-Solé, M (Barcelona) SPD
  Hitting probabilities for systems of stochastic waves Sem 1
11:00-11.30 Morning Coffee SPD
11:30-12.20 Katsoulakis, M (Massachusetts) SPD
  Multi-level Coarse Grained Monte Carlo methods Sem 1
12:30-13.30 Lunch at Wolfson Court SPD
14:10-15.00 Voss, J (Leeds) SPD
  Discretising Burgers' SPDE with Small Noise/Viscosity Sem 1
15:00-15:50 Tribe, R (Warwick) SPD
  Stochastic order methods for stochastic traveling waves Sem 1
15:50-16:20 Afternoon Tea SPD
18:45-19.30 Dinner at Wolfson Court SPD
Other Seminars
Seminars in the University
National and International Scientific Research Meetings

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