Stochastic partial differential equations (SPDEs)

Workshop theme

This is the opening conference of the special semester on SPDE at the Isaac Newton Institute. The conference will concentrate on the latest developments in the area of stochastic partial differential equations (SPDE). Among the topics to be covered are, apart from the well-posedness questions in the strong or martingale sense the following: fine paths properties, asymptotic behaviour path-wise and in law, ergodic theory (including invariant measures and random attractors), large deviations, non-continuous and non-martingale noises, Kolmogorov operators and their spectral theory.

The application is closed

Timetable

Monday 4th January 2010
09:00 to 09:55	Registration	No Room Required
09:55 to 10:00	Welcome from Ben Mestel (INI Deputy director)	No Room Required
10:00 to 11:00	Giuseppe Da Prato Scuola Normale Superiore di Pisa Elliptic equations in open subsets of infinite dimensional Hilbert spaces	Room 1
11:00 to 11:30	Coffee	No Room Required
11:30 to 12:30	Tadahisa Funaki University of Tokyo Scaling limits for a dynamic model of 2D Young diagrams	Room 1
12:30 to 13:30	Lunch at Wolfson Court	No Room Required
14:00 to 15:00	Szymon Peszat Polish Academy of Sciences Regularity of solutions to linear SPDEs driven by Lévy process	Room 1
15:00 to 15:30	Tea	No Room Required
15:30 to 16:30	Anne de Bouard Centre de Physique Théorique de l’Ecole Polytechnique (CPHT) Stochastic nonlinear Schrödinger equations in fiber optics	Room 1
16:30 to 17:30	Jong Uhn Kim Virginia Polytechnic Institute and State University Strong solutions of the stochastic Navier-Stokes equations in $R^3$	Room 1
17:30 to 18:30	Welcome Wine Reception	No Room Required
18:45 to 19:30	Dinner at Wolfson Court	No Room Required

Tuesday 5th January 2010
09:00 to 10:00	Jerzy Zabczyk Polish Academy of Sciences Large deviation principle for SPDEs with Levy noise	Room 1
10:00 to 11:00	Martin Hairer University of Warwick Singular perturbation of rough stochastic PDEs	Room 1
11:00 to 11:30	Coffee	No Room Required
11:30 to 12:30	Andreas Prohl Eberhard Karls Universität Tübingen Numerical analysis for the stochastic Landau-Lifshitz-Gilbert equation	Room 1
14:00 to 15:00	Sandra Cerrai University of Maryland, College Park Approximation of quasi-potentials and exit problems for multidimensional RDE's with noise	Room 1
15:00 to 15:30	Tea	No Room Required
15:30 to 16:30	Björn Schmalfuß Friedrich-Schiller-Universität Jena Dynamics of SPDE	Room 1
16:30 to 17:30	Tusheng Zhang University of Manchester Stochastic partial differential equations with reflection	Room 1
18:45 to 19:30	Dinner at Wolfson Court	No Room Required

Wednesday 6th January 2010
09:00 to 10:00	The signature of a path - inversion	Room 1
10:00 to 11:00	Annie Millet Université Paris 1 On LDP and inviscid hydrodynamical equations	Room 1
11:00 to 11:30	Coffee	No Room Required
11:30 to 12:30	A large deviation principle for stochastic waves	Room 1
12:30 to 13:30	Lunch at Wolfson Court	No Room Required
14:00 to 15:00	Sergey Lototsky University of Southern California A stochastic Burgers equation: Bringing together chaos expansion, embedding theorems, and Catalan numbers	Room 1
15:00 to 15:30	Tea	No Room Required
15:30 to 16:30	Frederi Viens Indiana University-Purdue University Indianapolis Application of Stein's lemma and Malliavin calculus to the densities and fluctuation exponents of stochastic heat equations	Room 1
16:30 to 17:30	Rainer Buckdahn Université de Bretagne Occidentale Semilinear SPDE driven by a fractional Brownian motion with Hurst parameter H in (0,1/2)	Room 1
19:30 to 22:00	Conference Dinner at Christ's College	No Room Required

Thursday 7th January 2010
09:00 to 10:00	Franco Flandoli Università di Pisa PDE uniqueness and random perturbations	Room 1
10:00 to 11:00	SPDE Limits for Metropolis-Hastings methods	Room 1
11:00 to 11:30	Coffee	No Room Required
11:30 to 12:30	Lorenzo Zambotti Université Pierre et Marie Curie Paris Hot scatterers and tracers for the transfer of heat in collisional dynamics	Room 1
12:30 to 13:30	Lunch at Wolfson Court	No Room Required
14:00 to 15:00	Leonid Mytnik Technion - Israel Institute of Technology Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients	Room 1
15:00 to 15:30	Tea	No Room Required
15:30 to 16:30	Arnulf Jentzen Johann Wolfgang Goethe-Universität Frankfurt am Main Taylor Expansions for Stochastic Partial Differential Equations	Room 1
16:30 to 17:30	Dirk Blömker Universität Augsburg On a model from amorphous surface growth	Room 1
18:45 to 19:30	Dinner at Wolfson Court	No Room Required

Friday 8th January 2010
09:00 to 10:00	Viorel Barbu Universitatea Alexandru Ioan Cuza Stabilization by noise of Navier-Stokes equations	Room 1
10:00 to 11:00	Ellipticity and Hypo-ellipticity for SPDEs or What is ellipticity in infinite dimensions anyway?	Room 1
11:00 to 11:30	Coffee	No Room Required
11:30 to 12:30	Aubrey Truman Swansea University On a Stochastic Zeldovich-Burgers model for the condensation of planets out of a protosolar nebula	Room 1
12:30 to 13:30	Lunch at Wolfson Court	No Room Required
14:00 to 15:00	Mark Veraar Delft University of Technology Stochastic maximal $L^p$-regularity	Room 1
15:00 to 15:30	Tea	No Room Required
15:30 to 16:30	Salah-Eldin Mohammed Southern Illinois University Carbondale Burgers Equation with Affine Noise: Stability and Dynamics	Room 1
16:30 to 17:30	Wilhelm Stannat Technische Universität Berlin Stochastic Navier-Stokes-Coriolis Equations	Room 1
18:45 to 19:30	Dinner at Wolfson Court	No Room Required

Stochastic partial differential equations (SPDEs)

Speakers

Viorel Barbu Universitatea Alexandru Ioan Cuza
Dirk Blömker Universität Augsburg
Rainer Buckdahn Université de Bretagne Occidentale
Sandra Cerrai University of Maryland, College Park
Giuseppe Da Prato Scuola Normale Superiore di Pisa
Anne de Bouard Centre de Physique Théorique de l’Ecole Polytechnique (CPHT)
Franco Flandoli Università di Pisa
Tadahisa Funaki University of Tokyo
Martin Hairer University of Warwick
Arnulf Jentzen Johann Wolfgang Goethe-Universität Frankfurt am Main
Jong Uhn Kim Virginia Polytechnic Institute and State University
Sergey Lototsky University of Southern California
Annie Millet Université Paris 1
Salah-Eldin Mohammed Southern Illinois University Carbondale
Leonid Mytnik Technion - Israel Institute of Technology
Szymon Peszat Polish Academy of Sciences
Andreas Prohl Eberhard Karls Universität Tübingen
Björn Schmalfuß Friedrich-Schiller-Universität Jena
Wilhelm Stannat Technische Universität Berlin
Aubrey Truman Swansea University
Mark Veraar Delft University of Technology
Frederi Viens Indiana University-Purdue University Indianapolis
Jerzy Zabczyk Polish Academy of Sciences
Lorenzo Zambotti Université Pierre et Marie Curie Paris
Tusheng Zhang University of Manchester

Show All

Stochastic partial differential equations (SPDEs)

Workshop theme

The application is closed

Timetable

Speakers

Supported By

Register for updates