Deterministic and stochastic fractional diﬀerential equations and jump processes

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Workshop theme

This workshop wishes to foster the interaction among scientists working on fractional differential equation and using analytic (space-time non-local equations, Riesz and Caputo fractional derivatives) and probabilistic (semi-Markov processes, and L´evy-type/Feller processes) approaches. As these strands are in the making and rapidly evolving, with many open questions and exciting directions, this workshop will provide an opportunity for analysts, probabilists, and applied mathematicians to learn from each other’s progress with an aim to create a common conceptual framework and mathematical methodology.

Fees

Registration Only

Registration Package: £208
Student Registration Package: £158

The Registration Package includes admission to all seminars, lunches and refreshments on the days that lectures take place (Monday - Friday), wine reception and formal dinner, but does not include other meals or accommodation.

Formal Dinner Only

Formal Dinner: £55

Participants on the Accommodation Package or Registration Package, including organisers and speakers, are automatically included in this event. For all remaining participants who would like to attend, such as programme participants, the above charge will apply.

Accommodation

Unfortunately we do not have any accommodation to offer so all successful applicants will need to source their own accommodation.

Please see the Hotels Combined website for a list of local hotels and guesthouses.

Meals

Lunch Lunch timings and location will be confirmed with timetable.

Evening Meal Participants are free to make their own arrangements for dinner.

Formal Dinner The Formal Dinner location and date is to be confirmed.

Participants on the Accommodation Package or Registration Package, including organisers and speakers, are automatically included in this event.

Timetable

Monday 21st February 2022
08:45 to 09:20	Registration	No Room Required
09:20 to 09:30	Ulrike Tillmann University of Oxford Welcome Talk	Room 1
09:30 to 10:00	Bruno Toaldo Università degli Studi di Torino Chair: Nikolai Leonenko , Moderator : Neetu Garg Semi-Markov approach to non-local equations	Room 1
10:00 to 10:30	Luisa Beghin University of Rome La Sapienza Chair: Nikolai Leonenko , Moderator : Neetu Garg Gamma-grey noise and gamma-grey Brownian motion	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:30	Luz Roncal BCAM - Basque Center for Applied Mathematics; Universidad del País Vasco Chair: Nikolai Leonenko , Moderator : Neetu Garg On (global) unique continuation properties of the fractional discrete Laplacian	Room 1
11:30 to 12:00	Xavier Ros-Oton Institució Catalana de Recerca i Estudis Avançats (ICREA); Universitat de Barcelona Chair: Nikolai Leonenko , Moderator : Neetu Garg The Neumann problem for the fractional Laplacian	Room 1
12:00 to 12:30	Vanja Wagner University of Zagreb Chair: Nikolai Leonenko , Moderator : Neetu Garg Semilinear equations for nonlocal operators: beyond the fractional Laplacian	Room 1
12:30 to 14:00	Lunch Break	No Room Required
14:00 to 14:30	Russell Schwab Michigan State University Chair: Nikolai Leonenko , Moderator :Jacob Butt Hele-Shaw type free boundary problems as nonlinear fractional heat equations	Room 1
14:30 to 15:00	Free Session	Room 1
15:00 to 15:30	Afternoon Tea	No Room Required
15:30 to 16:00	Chair: Nikolai Leonenko , Moderator :Jacob Butt Unconference	Room 1
16:00 to 16:30	Chair: Nikolai Leonenko , Moderator :Jacob Butt Unconference	Room 1
16:30 to 17:00	Break	Room 1
17:00 to 18:00	Welcome Wine Reception	No Room Required

Tuesday 22nd February 2022
09:00 to 09:30	Arran Fernandez Eastern Mediterranean University Chair: Luisa Beghin, Moderator: Daniel Boutros The fractional Laplacian of a function with respect to another function	Room 1
09:30 to 10:00	Mihaly Kovacs Pázmány Péter Catholic University; Chalmers University of Technology Chair: Luisa Beghin, Moderator: Daniel Boutros Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise	Room 1
10:00 to 10:30	Lehel Banjai Heriot-Watt University Chair: Luisa Beghin, Moderator: Daniel Boutros A posteriori error analysis for discretisations of time-fractional subdiffusion problems	Room 1
10:30 to 11:00	Morning Coffee and Group Photo	No Room Required
11:00 to 11:30	Takashi Kumagai Kyoto University Chair: Luisa Beghin, Moderator: Daniel Boutros Anomalous diffusions and time fractional differential equations	Room 1
11:30 to 12:00	Elena Boguslavskaya Brunel University Chair: Luisa Beghin, Moderator: Daniel Boutros Appell Integral transform as a tool to prove martingale properties via fractional derivative	Room 1
12:00 to 12:30	Claudio Macci Università degli Studi di Roma Tor Vergata Chair: Luisa Beghin, Moderator: Daniel Boutros Non-central moderate deviations for compound fractional Poisson processes	Room 1
12:30 to 14:00	Lunch Break	No Room Required
14:00 to 14:30	Chair: Chair: Luisa Beghin, Moderator:Lorenzo Cristofaro Free Session	Room 1
14:30 to 15:00	Neetu Garg National Institute of Technology Kurukshetra , India Chair: Luisa Beghin, Moderator:Lorenzo Cristofaro A Numerical Treatment for a Class of Multi-term Time Fractional Advection Diffusion Equations	Room 1
15:00 to 15:30	Afternoon Tea	No Room Required
15:30 to 16:00	Zivorad Tomovski University of Ostrava Chair: Luisa Beghin, Moderator:Lorenzo Cristofaro Fractional characteristic functions and fractional moments	Room 1
16:00 to 16:30	Chair: Luisa Beghin, Moderator:Lorenzo Cristofaro Unconference	Room 1

Wednesday 23rd February 2022
09:00 to 09:30	Giacomo Ascione Università degli Studi di Napoli Federico II Chair: Eli Barkai, Moderator: Ivan Biocic Non-local birth-death processes	Room 1
09:30 to 10:00	Nikolai Leonenko Cardiff University Chair: Eli Barkai, Moderator: Ivan Biocic Non-local Pearson diffusions	Room 1
10:00 to 10:30	Enrica Pirozzi Università degli Studi di Napoli Federico II Chair: Eli Barkai, Moderator: Ivan Biocic A Fractional Stochastic Gompertz-Type Model Induced By Bernstein Functions	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:30	Rene Schilling Technische Universität Dresden Chair: Eli Barkai, Moderator: Ivan Biocic Domains of generators of Levy-type processes	Room 1
11:30 to 12:00	Marcin Magdziarz Wroclaw University of Technology Chair: Eli Barkai, Moderator: Ivan Biocic Stochastic representation of processes with resetting	Room 1
12:00 to 12:30	Mirko D'Ovidio Università degli Studi di Roma La Sapienza Chair: Eli Barkai, Moderator: Ivan Biocic Fractional Boundary Value Problems	Room 1
12:30 to 14:00	Lunch Break	No Room Required
14:00 to 16:00	Free Afternoon	No Room Required
16:00 to 17:00	Davar Khoshnevisan University of Utah Chair: Jozsef Lorinczi Intermittency and Dissipation in Parabolic Stochastic Partial Differential Equations	Room 1
19:30 to 22:00	Formal Dinner at Selwyn College	No Room Required

Thursday 24th February 2022
09:00 to 09:30	Vittoria Sposini Universität Wien Chair: Elina Shishkina, Moderator: Simone Floreani Non-Gaussianity and random diffusivity models	Room 1
09:30 to 10:00	Ralf Metzler Universität Potsdam Chair: Elina Shishkina, Moderator: Simone Floreani Fractional transport processes: search, tempering, and data analysis	Room 1
10:00 to 10:30	Eli Barkai Bar-Ilan University Chair: Elina Shishkina, Moderator: Simone Floreani Fractional diffusion-advection-asymmetry equation	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:30	Boris Baeumer University of Otago Chair: Elina Shishkina, Moderator: Simone Floreani A higher order resolvent positive scheme for fractional derivatives on bounded domains	Room 1
11:30 to 12:00	Gianni Pagnini BCAM - Basque Center for Applied Mathematics Chair: Elina Shishkina, Moderator: Simone Floreani Should I Stay Or Should I Go? Zero-Size Jumps In Random Walks For Lévy Flights	Room 1
12:00 to 12:30	Sergei Fedotov University of Manchester Chair: Elina Shishkina, Moderator: Simone Floreani Space Dependent Variable Order Fractional Master and Diffusion Equations: Anomalous Aggregation of Particles	Room 1
12:30 to 14:00	Lunch Break	No Room Required
14:00 to 14:30	Ismail Huseynov Eastern Mediterranean University Chair: Elina Shishkina, Moderator: Daniel Han Analysis of fractional-order functional differential equations with multiple delays	Room 1
14:30 to 15:00	Lorenzo Marino Polish Academy of Sciences Chair: Elina Shishkina, Moderator: Daniel Han Schauder estimates for degenerate non-local parabolic equations	Room 1
15:00 to 15:30	Afternoon Tea	No Room Required
15:30 to 16:00	Arzu Ahmadova Eastern Mediterranean University Chair: Elina Shishkina, Moderator: Daniel Han Exponential stability and stabilization of fractional stochastic degenerate evolution equations in a Hilbert space.	Room 1
16:00 to 16:30	Chair: Chair: Elina Shishkina, Moderator: Daniel Han Unconference	Room 1

Friday 25th February 2022
09:00 to 09:30	Lorenzo Toniazzi University of Otago Chair: Sergei Fedotov, Moderator: Lorenzo Marino No-flux boundary conditions for one-sided Lévy processes	Room 1
09:30 to 10:00	Elina Shishkina Voronezh State University Chair: Sergei Fedotov, Moderator: Lorenzo Marino Differential equations with fractional power of Bessel operator	Room 1
10:00 to 10:30	Mladen Savov Sofia University St. Kliment Ohridski; Bulgarian Academy of Sciences Chair: Sergei Fedotov, Moderator: Lorenzo Marino Fractional diffusion of variable order and anomalous aggregation phenomenon	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:30	Hafiz Muhammad Fahad Eastern Mediterranean University Chair: Sergei Fedotov, Moderator: Lorenzo Marino Operational calculus for the Riemann--Liouville fractional derivative with respect to a function and its applications	Room 1
11:30 to 12:00	Alexander Quaas Universidad Técnica Federico Santa María Chair: Sergei Fedotov, Moderator: Lorenzo Marino Intricate structure of a nonlocal Lasry-Lions type problem	Room 1
12:00 to 12:30	Stefano Bonaccorsi Università degli Studi di Trento Chair: Sergei Fedotov, Moderator: Lorenzo Marino A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution	Room 1
12:30 to 14:00	Lunch Break	No Room Required
14:00 to 14:30	Ivan Biocic University of Zagreb Chair: Sergei Fedotov, Moderator: Enrico Scalas Representation of harmonic functions with respect to subordinate Brownian motion	Room 1
14:30 to 15:00	Simone Floreani Delft University of Technology Chair: Sergei Fedotov, Moderator: Enrico Scalas Hydrodynamics for the partial exclusion process in random environment	Room 1
15:00 to 15:30	Close	Room 1

Deterministic and stochastic fractional diﬀerential equations and jump processes

Organisers

Vassili Kolokoltsov University of Warwick
Jozsef Lörinczi Alfréd Rényi Institute of Mathematics,Hungarian Academy of Sciences
Enrico Scalas University of Sussex

Speakers

Arzu Ahmadova Eastern Mediterranean University
Giacomo Ascione Università degli Studi di Napoli Federico II
Boris Baeumer University of Otago
Lehel Banjai Heriot-Watt University
Eli Barkai Bar-Ilan University
Luisa Beghin University of Rome La Sapienza
Ivan Biocic University of Zagreb
Elena Boguslavskaya Brunel University
Stefano Bonaccorsi Università degli Studi di Trento
Mirko D'Ovidio Università degli Studi di Roma La Sapienza
Hafiz Muhammad Fahad Eastern Mediterranean University
Sergei Fedotov University of Manchester
Arran Fernandez Eastern Mediterranean University
Simone Floreani Delft University of Technology
Neetu Garg National Institute of Technology Kurukshetra , India
Ismail Huseynov Eastern Mediterranean University
Davar Khoshnevisan University of Utah
Mihaly Kovacs Pázmány Péter Catholic University; Chalmers University of Technology
Takashi Kumagai Kyoto University
Nikolai Leonenko Cardiff University
Claudio Macci Università degli Studi di Roma Tor Vergata
Marcin Magdziarz Wroclaw University of Technology
Lorenzo Marino Polish Academy of Sciences
Ralf Metzler Universität Potsdam
Gianni Pagnini BCAM - Basque Center for Applied Mathematics
Enrica Pirozzi Università degli Studi di Napoli Federico II
Alexander Quaas Universidad Técnica Federico Santa María
Luz Roncal BCAM - Basque Center for Applied Mathematics
Xavier Ros-Oton Institució Catalana de Recerca i Estudis Avançats (ICREA); Universitat de Barcelona
Mladen Savov Sofia University St. Kliment Ohridski; Bulgarian Academy of Sciences
Rene Schilling Technische Universität Dresden
Russell Schwab Michigan State University
Elina Shishkina WSIZ Wyzsza Szkola Informatyki Zarzadania
Vittoria Sposini Universität Potsdam; BCAM - Basque Center for Applied Mathematics
Bruno Toaldo Università degli Studi di Torino
Zivorad Tomovski University of Ostrava
Lorenzo Toniazzi University of Otago
Vanja Wagner University of Zagreb

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Participants

Arzu Ahmadova Eastern Mediterranean University
Giacomo Ascione Università degli Studi di Napoli Federico II
Boris Baeumer University of Otago
Lehel Banjai Heriot-Watt University
Eli Barkai Bar-Ilan University
Luisa Beghin University of Rome La Sapienza
Ivan Biocic University of Zagreb
Elena Boguslavskaya Brunel University
Stefano Bonaccorsi Università degli Studi di Trento
Daniel Boutros University of Cambridge
Zdzislaw Brzezniak University of York
Jacob Butt University of Sussex
Raffaela Capitanelli University of Rome La Sapienza
Jose A Carrillo University of Oxford
Lorenzo Cristofaro University of Rome La Sapienza
Giuseppe D'Onofrio Università degli Studi di Torino
Mirko D'Ovidio Università degli Studi di Roma La Sapienza
Alessandro De Gregorio Università degli Studi di Roma La Sapienza
Kai Diethelm University of Applied Sciences Würzburg-Schweinfurt
Hafiz Muhammad Fahad Eastern Mediterranean University
Sergei Fedotov University of Manchester
Arran Fernandez Eastern Mediterranean University
Simone Floreani Delft University of Technology
Neville Ford University of Chester
Neetu Garg National Institute of Technology Kurukshetra , India
Sekhar Ghosh National Institute of Technology Rourkela
Patricia Gonçalves Instituto Superior Técnico, Lisboa
Daniel Han University of Manchester; University of Cambridge
Ismail Huseynov Eastern Mediterranean University
Atsuhide Ishida Tokyo University of Science
Davar Khoshnevisan University of Utah
Rainer Klages Queen Mary University of London
Anatoly Kochubei National Academy of Sciences of Ukraine
Vassili Kolokoltsov University of Warwick
Valentin Konakov Higher School of Economics, Moscow; Moscow State University
Mihaly Kovacs Pázmány Péter Catholic University; Chalmers University of Technology
Takashi Kumagai Kyoto University
Nikolai Leonenko Cardiff University
Jozsef Lörinczi Alfréd Rényi Institute of Mathematics,Hungarian Academy of Sciences
Claudio Macci Università degli Studi di Roma Tor Vergata
Marcin Magdziarz Wroclaw University of Technology
Francesco Mainardi University of Bologna
Lorenzo Marino Polish Academy of Sciences
Stéphane Menozzi Université Paris Saclay; Higher School of Economics, Moscow
Ralf Metzler Universität Potsdam
Martin Minchev Sofia University St. Kliment Ohridski
Alexander Nazarov St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences; Saint Petersburg State University
Gianni Pagnini BCAM - Basque Center for Applied Mathematics
Enrica Pirozzi Università degli Studi di Napoli Federico II
Igor Podlubny Technical University of Kosice
Pavan Pranjivan Mehta Brown University
Alexander Quaas Universidad Técnica Federico Santa María
Michael Roeckner Universität Bielefeld
Luz Roncal BCAM - Basque Center for Applied Mathematics; Universidad del País Vasco
Xavier Ros-Oton Institució Catalana de Recerca i Estudis Avançats (ICREA); Universitat de Barcelona
Laura Sacerdote University of Torino
Mladen Savov Sofia University St. Kliment Ohridski; Bulgarian Academy of Sciences
Fatih Say Ordu University
Enrico Scalas University of Sussex
Rene Schilling Technische Universität Dresden
Russell Schwab Michigan State University
Elina Shishkina Voronezh State University
Vittoria Sposini Universität Wien
Oliver Street Imperial College London
Qing Tang None / Other
Bruno Toaldo Università degli Studi di Torino
Zivorad Tomovski University of Ostrava
Delfim F. M. Torres Universidade de Aveiro
Jayme Vaz Universidade Estadual de Campinas
Vanja Wagner University of Zagreb
Xiaochuan Yang Brunel University
Haiyan Yu Chongqing University
Rico Zacher Universität Ulm