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 |