SPD
4 January 2010 to 2 July 2010
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Stochastic Partial Differential Equations are used to model many physical systems subjected to the influence of internal, external or environmental noise. They also arise when considering deterministic models from random initial conditions, or as tractable approximations to complex deterministic systems. In many cases the presence of noise leads to new phenomena with many recent examples in the physical sciences, biology and financial modelling.
The goal of the programme is to bring together the world leaders in Stochastic Partial Differential Equations working on various aspects of the theory, numerical approximations and applications, as well as in related scientific areas.
The following will be included as themes for the 6-month-long programme.
The Institute has some space available for participants who will not require financial assistance towards their subsistence, accommodation or travel costs. People who are interested in participating in the programme and who can find their own financial support are asked to contact the organisers by the end of January 2009. The researchers invited on that basis will be offered the use of the library, shared computer facilities and/or access to the wireless network, and help, if required, in finding accommodation.
Click here to download the programme's final scientific report
Title | Year | Programme |
---|---|---|
Local existence and uniqueness in the largest critical space for a surface growth modelAuthors: Marco Romito, Dirk Blömker |
2009 | SPD |
Pathwise uniqueness and continuous dependence for SDEs with nonregular driftAuthors: Franco Flandoli, E Fedrizzi |
2009 | SPD |
Rough path stability of SPDEs arising in non-linear filteringAuthors: Harald Oberhauser, Peter Friz |
2009 | SPD |
Matematica - Existence for semilinear parabolic stochastic equationsAuthors: Giuseppe Da Prato, Viorel Barbu |
2009 | SPD |
Internal stabilization by noise of the Navier-Stokes equationAuthors: Giuseppe Da Prato, Viorel Barbu |
2009 | SPD |
Lattice embeddings in percolationAuthors: AE Holroyd, Geoffrey Grimmett |
2009 | SPD |
Plaquettes, spheres, and entanglementAuthors: AE Holroyd, Geoffrey Grimmett |
2009 | SPD |
Conditional distributions, exchangable particle systems, and stochastic partial differential equationsAuthors: Thomas Kurtz, Wonjung Lee, Dan Crisan |
2009 | SPD |
Master-slave synchronization and invariant manifolds for coupled stochastic systemsAuthors: B Schmalfuss, Igor Chueshov |
2009 | SPD |
Strong uniqueness for both Dirichlet operators and stochastic dynamics to Gibbs measures on a path space with exponential interactionsAuthors: Sergio Albeverio, Michael Roeckner, Hiroshi Kawabi |
2009 | SPD |
Singular pertubations to semilinear stochastic heat equationsAuthors: Martin Hairer |
2009 | SPD |
Approximations to the stochastic Burgers equationAuthors: Jochen Voss, Martin Hairer |
2009 | SPD |
SPDE in Hilbert space with locally monotone coefficientsAuthors: Wei Liu, Michael Roeckner |
2009 | SPD |
Potential theory of infinite dimensional Lévy processesAuthors: A Cornea, Michael Roeckner, L Beznea |
2009 | SPD |
BV functions in a Gelfand triple and the stochastic reflection problem on a convex set of a Hilbert spaceAuthors: Xiangchan Zhu, Xiangchan Zhu, Michael Roeckner |
2009 | SPD |
Dimension-independent Harnack inequalities for subordinated semigroupsAuthors: Michael Roeckner, Jin Wang, M Gordina |
2009 | SPD |
Uniqueness for solutions of Fokker-Planck equations on infinite dimensional spacesAuthors: Giuseppe Da Prato, Michael Roeckner, Vladimir Igorevich Bogachev |
2009 | SPD |
The global random attractor for a class of stochastic porous media equationsAuthors: Benjamin Gess, P Lescot, Michael Roeckner, W-J Beyn |
2009 | SPD |
Explosive solutions of stochastic reaction-diffusion equations in mean $\it L^p$-normAuthors: Pao-Liu Chow |
2009 | SPD |
Wick product in the stochastic Burgers equation: A curse or a cure?Authors: Sergey Lototsky, S Kaligotla |
2009 | SPD |
Weak solutions to stochastic wave equations with values in Riemannian manifoldsAuthors: Martin Ondreját, Z Brzezniak |
2009 | SPD |
A note on generalized Malliavin calculusAuthors: BL Rozovskii, Sergey Lototsky, D Selesi |
2009 | SPD |
On quantized stochastic Navier-Stokes equationsAuthors: Remigijus Mikulevicius, BL Rozovskii |
2009 | SPD |
Smooth solutions for the dyadic modelAuthors: F Morandin, Marco Romito, D Barbato |
2009 | SPD |
Approximation of invariant foliations for stochastic dynamical systemsAuthors: X Kan, X Sun, Jinqiao Duan |
2009 | SPD |
Effective dynamics of a coupled microscopic-macroscopic stochastic systemAuthors: H Fu, Jinqiao Duan, J Ren, D Cao |
2009 | SPD |
Geometric shape of invariant manifolds for a class of stochastic partial differential equationsAuthors: Jinqiao Duan, Xin Chen, Tusheng Zhang |
2009 | SPD |
Maximal inequality of stochastic convolution driven by compensated Poisson random measures in Banach spacesAuthors: Erika Hausenblas, Z Brzezniak, Xiangchan Zhu |
2009 | SPD |
Inviscid large deviation principle and the 2D Navier-Stokes equations with a free boundary conditionAuthors: Annie Millet, H Bessaih |
2009 | SPD |
Cores for generators of some Markov semigroupsAuthors: Michael Roeckner, Giuseppe Da Prato |
2009 | SPD |
Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noiseAuthors: Michael Roeckner, Arnulf Jentzen |
2009 | SPD |
A mild Itô formula for SPDEsAuthors: Michael Roeckner, Arnulf Jentzen, Giuseppe Da Prato |
2009 | SPD |
Non-time-homogeneous generalized Mehler semigroups and applicationsAuthors: Shunxiang Ouyang, Michael Roeckner |
2009 | SPD |
The stochastic reflection problem on an infinite dimensional convex set and BV functions in a Gelfand tripleAuthors: Michael Roeckner, Xiangchan Zhu, Xiangchan Zhu |
2009 | SPD |
Random attractors for a class of stochastic partial differential equations driven by general additive noiseAuthors: Wei Liu, Michael Roeckner, Benjamin Gess |
2009 | SPD |
Harnack inequalities and applications for Ornstein-Uhlenbeck semigroups with jumpAuthors: Michael Roeckner, Jin Wang, Shunxiang Ouyang |
2009 | SPD |
Pathwise uniqueness for singular SDEs driven by stable processesAuthors: Enrico Priola |
2009 | SPD |
On local mixing conditions for SDE approximationsAuthors: A Yu Veretennikov, SA Klokov |
2009 | SPD |
On asymptotics for Vaserstein coupling of a Markov chainAuthors: A Yu Veretennikov, OA Butkovsky |
2009 | SPD |
Hitting probabilities for non-linear systems of stochastic wavesAuthors: Robert Dalang, Marta Sanz-Solé |
2009 | SPD |
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension $\it k$ $\geq 1$Authors: Robert Dalang, Davar Khoshnevisan, Eulalia Nualart |
2009 | SPD |
On the stochastic Strichartz estimates and the stochastic nonlinear Schrödinger equation on a compact riemannian manifoldAuthors: Z Brzezniak, Annie Millet |
2009 | SPD |
Global solutions of the random vortex filament equationAuthors: Z Brzezniak, M Gubinelli, Mikhail Neklyudov |
2009 | SPD |
Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noiseAuthors: Viorel Barbu, Z Brzezniak, Erika Hausenblas, L Tubaro |
2009 | SPD |
4 January 2010 to 8 January 2010
29 March 2010 to 1 April 2010
6 April 2010 to 7 April 2010
31 May 2010 to 4 June 2010
14 June 2010 to 15 June 2010
28 June 2010 to 2 July 2010
10 September 2012 to 14 September 2012
Thursday 14th January 2010 | |||
---|---|---|---|
16:30 to 17:30 |
Jan van Neerven Delft University of Technology |
Room 2 | |
Thursday 21st January 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Sergei Fedotov University of Manchester |
Room 1 | |
Friday 22nd January 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Anne de Bouard Centre de Physique Théorique de l’Ecole Polytechnique (CPHT) |
Room 1 | |
Wednesday 3rd February 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Robert Dalang |
Room 1 | |
Thursday 4th February 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Szymon Peszat Polish Academy of Sciences |
Room 1 | |
Wednesday 17th February 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Andreas Prohl Eberhard Karls Universität Tübingen |
Room 1 | |
Thursday 18th February 2010 | |||
---|---|---|---|
10:15 to 11:15 |
Lorenzo Zambotti Université Pierre et Marie Curie Paris |
Room 1 | |
11:30 to 12:30 |
Yoshiki Otobe Shinshu University |
Room 1 | |
Tuesday 23rd February 2010 | |||
---|---|---|---|
10:00 to 10:50 |
Leonid Mytnik Technion - Israel Institute of Technology |
Room 1 | |
11:00 to 12:00 |
Tadahisa Funaki University of Tokyo |
Room 1 | |
Thursday 25th February 2010 | |||
---|---|---|---|
11:00 to 12:00 |
Stella Brassesco Instituto Venezolano de investigaciones Científicas (IVIC) |
Room 1 | |
Tuesday 2nd March 2010 | |||
---|---|---|---|
11:00 to 12:30 |
Martin Ondreját Academy of Sciences of the Czech Republic |
Room 1 | |
Wednesday 3rd March 2010 | |||
---|---|---|---|
11:00 to 12:30 |
Martin Ondreját Academy of Sciences of the Czech Republic |
Room 1 | |
Thursday 4th March 2010 | |||
---|---|---|---|
11:00 to 12:00 |
Salah-Eldin Mohammed Southern Illinois University Carbondale |
Room 1 | |
14:00 to 15:00 |
Dirk Blömker Universität Augsburg |
Room 2 |
Tuesday 9th March 2010 | |||
---|---|---|---|
11:30 to 12:30 | Room 2 | ||
15:00 to 16:00 | Room 2 |
Wednesday 10th March 2010 | |||
---|---|---|---|
10:30 to 11:15 |
Omar Lakkis University of Sussex |
Room 2 | |
11:30 to 12:30 |
Multiscale approaches to sub-picosecond heat driven magnetism reversal |
Room 2 |
Friday 12th March 2010 | |||
---|---|---|---|
10:30 to 11:15 |
Mamadou Sango University of Pretoria |
Room 2 |
Thursday 18th March 2010 | |||
---|---|---|---|
11:00 to 12:30 |
Giuseppe Da Prato Scuola Normale Superiore di Pisa |
Room 2 |
Friday 19th March 2010 | |||
---|---|---|---|
11:00 to 12:30 |
Giuseppe Da Prato Scuola Normale Superiore di Pisa |
Room 1 | |
14:15 to 15:15 |
Eulalia Nualart Université Paris 13 |
Room 1 | |
Thursday 25th March 2010 | |||
---|---|---|---|
11:00 to 12:30 |
Giuseppe Da Prato Scuola Normale Superiore di Pisa |
Room 2 |
Friday 26th March 2010 | |||
---|---|---|---|
11:00 to 12:30 |
Giuseppe Da Prato Scuola Normale Superiore di Pisa |
Room 2 |
Wednesday 7th April 2010 | |||
---|---|---|---|
17:30 to 18:30 |
Pierre-Louis Lions CNRS & Université Paris-Dauphine |
Room 1 | |
Monday 12th April 2010 | |||
---|---|---|---|
17:00 to 18:30 | Room 1 |
Friday 16th April 2010 | |||
---|---|---|---|
16:30 to 17:30 |
Arnaud Debussche ENS de Cachan |
Room 1 | |
17:30 to 18:30 |
Mikhail Neklyudov University of York |
Discussion Room |
Wednesday 21st April 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Erika Hausenblas Montanuniversität Leoben |
Room 1 | |
14:00 to 15:00 |
Viorel Barbu Universitatea Alexandru Ioan Cuza |
Room 1 | |
Thursday 22nd April 2010 | |||
---|---|---|---|
11:00 to 12:30 |
Jerzy Zabczyk Polish Academy of Sciences |
Room 1 | |
14:00 to 15:00 |
Nigel Cutland University of York |
Room 1 | |
Monday 26th April 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Samy Tindel Université Henri Poincaré |
Room 1 | |
Tuesday 27th April 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Mike Tehranchi University of Cambridge |
Room 1 | |
14:00 to 15:00 |
Viorel Barbu Universitatea Alexandru Ioan Cuza |
Room 1 | |
Wednesday 28th April 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Roger Moser University of Bath |
Room 1 | |
Thursday 29th April 2010 | |||
---|---|---|---|
14:00 to 15:00 |
Viorel Barbu Universitatea Alexandru Ioan Cuza |
Room 1 | |
Thursday 6th May 2010 | |||
---|---|---|---|
14:00 to 15:00 |
Sergei Turitsyn Aston University |
Room 1 |
Friday 7th May 2010 | |||
---|---|---|---|
14:00 to 15:00 |
Rainer Buckdahn Université de Bretagne Occidentale |
Room 1 | |
Tuesday 11th May 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Aaron Yip Yip Indiana University-Purdue University Indianapolis |
Room 1 | |
Wednesday 12th May 2010 | |||
---|---|---|---|
16:00 to 17:00 |
Mauro Mariani Université Paul Cézanne Aix-Marseille III |
Room 1 |
Thursday 13th May 2010 | |||
---|---|---|---|
14:00 to 15:00 |
Marta Sanz-Solé Universitat de Barcelona |
Room 1 | |
Friday 14th May 2010 | |||
---|---|---|---|
14:00 to 15:00 |
Hongwei Long Florida Atlantic University |
Room 1 | |
15:00 to 16:00 |
Andrey A. Dorogovtsev National Academy of Sciences of Ukraine |
Room 1 | |
Tuesday 18th May 2010 | |||
---|---|---|---|
14:00 to 15:00 |
Mauro Mariani Université Paul Cézanne Aix-Marseille III |
Room 1 | |
15:15 to 16:15 |
Yana Belopolskaya St. Petersburg State Polytechnical University |
Room 1 | |
Thursday 20th May 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Yuri Kondratiev Universität Bielefeld |
Room 1 | |
Friday 21st May 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Michael Rockner Universität Bielefeld |
Room 1 | |
14:00 to 15:00 |
Michael Rockner Universität Bielefeld |
Room 1 | |
15:30 to 16:30 |
Feng-Yu Wang Swansea University |
Room 1 | |
Monday 24th May 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Jason Swanson University of Central Florida |
Room 1 | |
17:30 to 18:30 |
Yakov Sinai Princeton University |
Room 1 | |
Wednesday 26th May 2010 | |||
---|---|---|---|
09:45 to 10:45 |
Pao-Liu Chow Wayne State University |
Room 1 | |
Friday 28th May 2010 | |||
---|---|---|---|
09:45 to 10:45 |
Carlo Marinelli Rheinische Friedrich-Wilhelms-Universität Bonn |
Room 1 |
Tuesday 1st June 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Oleg Georgievich Smolyanov Institute of Mechanics of Moscow State University |
Room 1 |
Tuesday 8th June 2010 | |||
---|---|---|---|
13:30 to 14:20 |
Nicolai Krylov University of Minnesota |
Room 1 | |
Wednesday 9th June 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Yakov Sinai Princeton University |
Room 1 | |
Thursday 10th June 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Elliptic equations for measures and lower bounds for densities |
Room 1 | |
Friday 11th June 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Igor Chueshov Karazin Kharkov National University |
Room 1 | |
Friday 18th June 2010 | |||
---|---|---|---|
11:30 to 12:30 |
Tomasz Szarek University of Gdansk |
Room 1 | |
14:00 to 15:00 |
Bin Xie Shinshu University |
Room 1 | |
Monday 21st June 2010 | |||
---|---|---|---|
14:00 to 15:30 | Room 2 | ||
16:00 to 16:45 |
Hakima Bessaih University of Wyoming |
Room 1 | |
Wednesday 23rd June 2010 | |||
---|---|---|---|
17:00 to 18:00 |
Perturbation theory for systems with many invariant measures: Long-time effects (part I) |
Room 1 | |
Friday 25th June 2010 | |||
---|---|---|---|
11:00 to 12:00 |
Thomas Wanner George Mason University |
Room 2 |
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