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Stochastic Partial Differential Equations (SPDEs) are the mathematical tool of choice to model many physical, biological and economic systems subject to the influence of noise, be it intrinsic (modelling uncertainties, inherent features of the theory, ...) or extrinsic (environmental influences, random user input, ...). SPDEs 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, both at the mathematical and the phenomenological level.
The goal of this workshop is to bring in contact some of the world leaders in SPDE theory, especially those working on numerical approximations and applications, with applied mathematicians working on models that incorporate both spatial structure and randomness.
We will focus in particular on numerical schemes, multi-scale structures, finite dimensional approximations (for example finite element methods), asymptotic analysis, particle methods, etc. On a mathematical level, some of the topics of interest will be convergence rates, optimality criteria and limit theorems.
Monday | Tuesday | Wednesday | Thursday | Friday | | |||
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Monday January 14, 2013 | |||
Morning Chair: Martin Hairer Afternoon Chair: Annie Millet | |||
8:00am-8:45am | Registration | Keller Hall 3-176 | |
8:45am-9:00am | Welcome | Keller Hall 3-180 | |
9:00am-9:50am | Nonlinear degenerate parabolic stochastic partial differential equations with multiplicative noise dependence | Panagiotis Souganidis (University of Chicago) | Keller Hall 3-180 |
9:50am-10:15am | Break | Keller Hall 3-176 | |
10:15am-11:05am | Multiple Points for the Brownian Sheet | Carl Mueller (University of Rochester) | Keller Hall 3-180 |
11:05am-11:30am | Break | Keller Hall 3-176 | |
11:30am-12:20pm | The Continuous-Time 3DVAR Filter for the Navier-Stokes Equation | Andrew Stuart (University of Warwick) | Keller Hall 3-180 |
12:20pm-2:00pm | Lunch | ||
2:00pm-2:50pm | On the association and Central Limit Theorem for solutions of the Parabolic Anderson Model | Michael Cranston (University of California, Irvine) | Keller Hall 3-180 |
2:50pm-3:15pm | Break | Keller Hall 3-176 | |
3:15pm-4:05pm | Lecture | Jonathan Mattingly (Duke University) | Keller Hall 3-180 |
4:05pm-5:00pm | Discussion | Keller Hall 3-180 | |
6:00pm-8:00pm | Social Hour at Beacon House | ||
Tuesday January 15, 2013 | |||
Morning Chair: Andrew Stuart Afternoon Chair: Jonathan Mattingly | |||
8:30am-9:00am | Coffee | Keller Hall 3-176 | |
9:00am-9:50am | Large Deviations and Variational Representations for Infinite Dimensional Systems: I | Paul Dupuis (Brown University) | Keller Hall 3-180 |
9:50am-10:15am | Break | Keller Hall 3-176 | |
10:15am-11:05am | Numerical Approximation of PDEs with Stochastic Coefficients | Raul Tempone (King Abdullah University of Science & Technology) | Keller Hall 3-180 |
11:05am-11:15am | Group Photo | Keller Hall 3-180 | |
11:15am-11:30am | Break | Keller Hall 3-176 | |
11:30am-12:20pm | Long Time Effect of Small Perturbations | Mark Freidlin (University of Maryland) | Keller Hall 3-180 |
12:20pm-2:00pm | Lunch | ||
2:00pm-2:50pm | Nonlinear Noise Excitation | Davar Khoshnevisan (The University of Utah) | Keller Hall 3-180 |
2:50pm-3:15pm | Break | Keller Hall 3-176 | |
3:15pm-4:05pm | A Tour on the Computational Side of Large Deviation Theory | Eric Vanden-Eijnden (New York University) | Keller Hall 3-180 |
4:05pm-6:00pm | Poster SessionLind Hall 400 | ||
Wednesday January 16, 2013 | |||
Morning Chair: Leonid Ryzhik Afternoon Chair: Aaron Yip | |||
8:30am-9:00am | Coffee | Keller Hall 3-176 | |
9:00am-9:50am | Large Deviations and Variational Representations for Infinite Dimensional Systems: II | Amarjit Budhiraja (University of North Carolina, Chapel Hill) | Keller Hall 3-180 |
9:50am-10:15am | Break | Keller Hall 3-176 | |
10:15am-11:05am | On the Splitting Method for the Stochastic 2D Hydrodynamical Models | Annie Millet (Université de Paris I (Panthéon-Sorbonne)) | Keller Hall 3-180 |
11:05am-11:30am | Break | Keller Hall 3-176 | |
11:30am-12:20pm | A Theory of Regularity Structures | Martin Hairer (University of Warwick) | Keller Hall 3-180 |
12:20pm-2:00pm | Lunch | ||
2:00pm-2:50pm | Adaptation via Hilbert space isometries in homogeneous chaos spaces | Roger Ghanem (University of Southern California) | Keller Hall 3-180 |
2:50pm-3:15pm | Break | Keller Hall 3-176 | |
3:15pm-4:05pm | Wave Propagation and Imaging in Random Waveguides | Liliana Borcea (Rice University) | Keller Hall 3-180 |
4:05pm-5:00pm | Discussion | Keller Hall 3-180 | |
8:00pm-9:00pm | Informal Social Event | ||
Thursday January 17, 2013 | |||
Morning Chair: Sandra Cerrai Afternoon Chair: Mark Friedlin | |||
8:30am-9:00am | Coffee | Keller Hall 3-176 | |
9:00am-9:50am | Invariant Measures for Stochastic Conservation Laws | Arnaud Debussche (École Normale Supérieure de Cachan) | Keller Hall 3-180 |
9:50am-10:15am | Break | Keller Hall 3-176 | |
10:15am-11:05am | Random Matrices and Annihilating Brownian Motions | Oleg Zaboronski (University of Warwick) | Keller Hall 3-180 |
11:05am-11:30am | Break | Keller Hall 3-176 | |
11:30am-12:20pm | Normal fluctuations of a random conductor | James Nolen (Duke University) | Keller Hall 3-180 |
12:20pm-2:00pm | Lunch | ||
2:00pm-2:50pm | An Analytic Approach to Infinite Dimensional Continuity and Fokker–Planck–Kolmogorov Equations | Michael Röckner (Universität Bielefeld) | Keller Hall 3-180 |
2:50pm-3:15pm | Break | Keller Hall 3-176 | |
3:15pm-4:05pm | On SPDEs arising as limits of Many-Server Queues | Kavita Ramanan (Brown University) | Keller Hall 3-180 |
4:05pm-5:00pm | Discussion | Keller Hall 3-180 | |
8:00pm-9:00pm | Informal Social Event | ||
Friday January 18, 2013 | |||
Morning Chair: Gabriel Lord | |||
8:30am-9:00am | Coffee | Keller Hall 3-176 | |
9:00am-9:50am | Kolmogorov equations in the space of continuous functions and applications to path-wise uniqueness for SPDEs | Sandra Cerrai (University of Maryland) | Keller Hall 3-180 |
9:50am-10:15am | Break | Keller Hall 3-176 | |
10:15am-11:05am | Adaptive Approximations and Dimension Reduction for Bayesian Inference in Partial Differential Equations | Youssef Marzouk (Massachusetts Institute of Technology) | Keller Hall 3-180 |
11:05am-11:30am | Break | Keller Hall 3-176 | |
11:30am-12:30pm | Discussion | Keller Hall 3-180 |
NAME | DEPARTMENT | AFFILIATION |
---|---|---|
Sergio Almada Monter | Statistics and Operations Research | University of North Carolina, Chapel Hill |
Anna Amirdjanova | Haas School of Business, Finance and Real Estate | University of California, Berkeley |
Anna Barry | Institute for Mathematics and its Applications | University of Minnesota, Twin Cities |
Peter Bates | Department of Mathematics | Michigan State University |
Mahdi Bayat | Department of Electrical Engineering | University of Minnesota, Twin Cities |
Nitsan Ben-Gal | Institute for Mathematics and its Applications | University of Minnesota, Twin Cities |
Liliana Borcea | Department of Computational and Applied Mathematics | Rice University |
Evelyn Buckwar | Institute for Stochastics | Johannes Kepler Universität Linz |
Amarjit Budhiraja | Department of Statistics | University of North Carolina, Chapel Hill |
Luca Capogna | Department of Mathematics | Worcester Polytechnic Institute |
Sandra Cerrai | Department of Mathematics | University of Maryland |
Lu Chen | Department of Mathematical Sciences | Kent State University |
Hi Jun Choe | Department of Mathematics | Yonsei University |
Igor Cialenco | Department of Applied Mathematics | Illinois Institute of Technology |
Michael Cranston | Department of Mathematics | University of California, Irvine |
Wanyang Dai | Department of Mathematics | Nanjing University |
Anne de Bouard | CMAP | École Polytechnique |
Arnaud Debussche | Département de Mathématiques | École Normale Supérieure de Cachan |
Yi Du | School of Mathematics | South China Normal University |
Paul Dupuis | Applied Mathematics | Brown University |
Xiaobing Feng | Department of Mathematics | University of Tennessee |
Marcel Filoche | Laboratoire de Physique de la matiere condensee | École Polytechnique |
Juraj Foldes | Institute for Mathematics and its Applications | University of Minnesota, Twin Cities |
Jasmine Foo | School of Mathematics | University of Minnesota, Twin Cities |
Mohammud Foondun | School of Mathematics | Loughborough University |
Mark Freidlin | Department of Mathematics | University of Maryland |
Roger Ghanem | Department of Aerospace and Mechanical Engineering | University of Southern California |
Nathan Glatt-Holtz | Institute for Mathematics and its Applications | University of Minnesota, Twin Cities |
Martin Hairer | University of Warwick | |
Xiaoying (Maggie) Han | Department of Mathematics & Statistics | Auburn University |
Qi He | Mathematics | University of California, Irvine |
Martina Hofmanova | Département de Mathématiques | École Normale Supérieure de Cachan |
Yaozhong Hu | Department of Mathematics | University of Kansas |
Jiayin Jin | Department of Mathematics | Michigan State University |
Xingye Kan | Institute for Mathematics and its Applications | University of Minnesota, Twin Cities |
Markus Keel | Institute for Mathematics and its Applications | University of Minnesota, Twin Cities |
Abdul Qayyum Khaliq | Mathematical Sciences | Middle Tennessee State University |
Davar Khoshnevisan | Department of Mathematics | The University of Utah |
Kunwoo Kim | Department of Mathematics | The University of Utah |
Kyutae Kim | School of Mathematics | University of Minnesota, Twin Cities |
Leonid Koralov | Department of Mathematics | University of Maryland |
Elena Kosygina | Department of Mathematics | Bernard M. Baruch College, CUNY |
Nicolai Krylov | School of Mathematics | University of Minnesota, Twin Cities |
Chia Ying Lee | Statistics and Operations Research | University of North Carolina, Chapel Hill |
Ji Li | Institute for Mathematics and its Applications | University of Minnesota, Twin Cities |
Wenbo Li | Department of Mathematical Sciences | University of Delaware |
Yukun Li | Department of Mathematics | University of Tennessee |
Yuping Li | University of Minnesota, Twin Cities | |
Yu Liang | Department of Mathematics | Michigan State University |
Guoqing Liu | Department of Mathematics | University of Pittsburgh |
Xin Liu | Institute for Mathematics and its Applications | University of Minnesota, Twin Cities |
Zhen Liu | Department of Mathematics | University of Minnesota, Twin Cities |
Sooie-Hoe Loke | Department of Mathematics | Oregon State University |
Gabriel Lord | Department of Mathematics | Heriot-Watt University |
Kening Lu | Department of Mathematics | Brigham Young University |
Mitchell Luskin | School of Mathematics | University of Minnesota, Twin Cities |
Pejman Mahboubi | Department of Mathematics | The University of Utah |
Youssef Marzouk | Department of Aeronautics and Astronautics | Massachusetts Institute of Technology |
Michael Mascagni | Department of Computer Science | Florida State University |
Jonathan Mattingly | Department of Mathematics | Duke University |
Richard McGehee | School of Mathematics | University of Minnesota, Twin Cities |
Annie Millet | SAMM | Université de Paris I (Panthéon-Sorbonne) |
Oleksandr Misiats | Department of Mathematics | Purdue University |
Oana Mocioalca | Mathematical Sciences | Kent State University |
Richard Moeckel | School of Mathematics | University of Minnesota, Twin Cities |
Yoichiro Mori | School of Mathematics | University of Minnesota, Twin Cities |
Mohammad Motamed | King Abdullah University of Science & Technology | |
Carl Mueller | Department of Mathematics | University of Rochester |
Mikhail Neklyudov | Mathematics | Universitaet Tuebingen |
Hoai Minh Nguyen | School of Mathematics | University of Minnesota, Twin Cities |
James Nolen | Department of Mathematics | Duke University |
Rui Peng | Institute for Mathematics and its Applications | University of Minnesota, Twin Cities |
Giovanni Petris | Department of Mathematical Sciences | University of Arkansas |
Natesh Pillai | Department of Statistics | Harvard University |
Olivier Pinaud | Department of Mathematics | Stanford University |
Frank Pinski | Department of Physics | University of Cincinnati |
Peter Polacik | School of Mathematics | University of Minnesota, Twin Cities |
Andreas Prohl | Mathematisches Institut | Universitaet Tuebingen |
Kavita Ramanan | Division of Applied Mathematics | Brown University |
Geordie Richards | Institute for Mathematics and its Applications | University of Minnesota, Twin Cities |
Michael Röckner | Fakultät für Mathematik | Universität Bielefeld |
Lenya Ryzhik | Department of Mathematics | Stanford University |
Farrah Sadre-Marandi | Department of Mathematics | Colorado State University |
Evelyn Sander | Department of Mathematical Sciences | George Mason University |
George Sell | School of Mathematics | University of Minnesota, Twin Cities |
Leila Setayeshgar | Department of Mathematics | University of Southern California |
Tony Shardlow | Department of Mathematical Sciences | University of Bath |
Yannan Shen | Institute for Mathematics and its Applications | University of Minnesota, Twin Cities |
Shang-Yuan Shiu | Department of Mathematics | National Central University |
Gideon Simpson | Department of Mathematics | University of Minnesota, Twin Cities |
Panagiotis Souganidis | Department of Mathematics | University of Chicago |
Konstantinos Spiliopoulos | Mathematics and Statistics | Boston University |
Andrew Stuart | Mathematics Institute | University of Warwick |
Karthik Subbian | Computer Science Department | University of Minnesota, Twin Cities |
Vladimir Sverak | School of Mathematics | University of Minnesota, Twin Cities |
Raul Tempone | Division of Mathematics & Computational Sciences & Engineering (MCSE) | King Abdullah University of Science & Technology |
Enrique Thomann | Department of Mathematics | Oregon State University |
Eric Vanden-Eijnden | Courant Institute of Mathematical Sciences | New York University |
Panayot Vassilevski | Center for Applied Scientific Computing | Lawrence Livermore National Laboratory |
Vlad Vicol | Department of Mathematics | Princeton University |
Chuntian Wang | Department of Mathematics | Indiana University |
Zhu Wang | Institute for Mathematics and its Applications | University of Minnesota, Twin Cities |
Thomas Wanner | Department of Mathematical Sciences | George Mason University |
Lutz Weis | Department of Mathematics | Karlsruhe Institute of Technology |
Fei Xing | Department of Mathematics | University of Tennessee |
Rupei Xu | Industrial Engineering and System Engineering | University of Minnesota, Twin Cities |
Jue Yan | Department of Mathematics | Iowa State University |
Xiangdong Yang | Department of Mathematics | Kunming University of Science and Technology |
Nung Kwan (Aaron) Yip | Department of Mathematics | Purdue University |
Oleg Zaboronski | Mathematics Institute | University of Warwick |
Chongchun Zeng | School of Mathematics | Georgia Institute of Technology |
Linghai Zhang | Department of Mathematics | Lehigh University |
Jie Zhong | Department of Mathematics | University of Southern California |
Wei Zhou | School of Mathematics | University of Minnesota, Twin Cities |
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