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Symposium 2000/2001 - September 2000 - August 2001
Stochastic Partial Differential Equations & Related Topics
Organisers: David Elworthy, Andrew Stuart & Roger Tribe
Scientific Committee: Arnaud Debussche, Istvan Gyongy, Mark Freidlin & Nic Krylov
Leverhulme Visiting Professor: Jerzy Zabczyk
Workshops on Computational Stochastic Differential Equations
27 – 30 March 2001
LMS – Spitalfields Day, Monday 26 March 2001
PROGRAMME - All talks will be held in GLT 1
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TIME
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*TUESDAY
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WEDNESDAY
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THURSDAY
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FRIDAY
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9.00-9.30
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GYONGY
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CHORIN
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DEBUSSCHE
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DEBUSSCHE
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9.30-10.00
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"
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10.00-10.30
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KLOEDEN
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SCHUTTE
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HOFFMANN
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CRAUEL
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10.30-11.00
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"
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MAO
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DaPRATO
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11.00-11.30
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coffee
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coffee
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coffee
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coffee
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11.30-12.00
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PISKAREV
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CRISAN
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SHARDLOW
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SIGURGEIRSSON
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12.00-12.30
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GRAHAM
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KAST
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MILSTEIN
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WIHSTUTZ
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12.30-2.00
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lunch
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lunch
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lunch
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lunch
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2.00-2.30
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MADDOCKS
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STUART
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MULLER-GRONBACH
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KUSKE
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2.30-3.00
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MADDOCKS/GONZALEZ
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KUPFERMAN
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BALLY
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DELLNITZ
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3.00-3.30
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GONZALEZ
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NEWTON
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WINKLER
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RITTER
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3.30-4.00
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KRAMER
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PLATEN
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BUCKWAR
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PRINTEMS
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4.00-4.30
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tea
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tea
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tea
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tea
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4.30-5.00
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ROZOVSKII
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CHORIN
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CHORIN
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DEBUSSCHE
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5.00-5.30
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* 6.30pm - Buffet served in Mathematics Institute Common Room
SPEAKERS & TITLES
- Bally - Quantization Methods for Computing the Snell Envelppe
- Buckwar - Analysis of Strong Approximation Schemes for Stochastic Delay Differential Equations.
- Chorin - Prediction, Irreversibility and Computability
- Crauel - Random point and random set attractors
- Crisan - Computational Stochastic Filtering
- Da Prato - Some Properties of Markov Semigroups and Applications
- Debussche - Nonlinear Dispersive Waves Perturbed by Noise
- Dellnitz - The Computation of Almost Invariant Sets
- Gonzalez - Part II Continuum Mechanics Models of DNA: Part I Background and Equilibria
- Graham - Mixed Finite Element Computation of Flow in Heterogeneous Media
- Gyongy - Some Results on Approximations of Stochastic PDEs
- Hofmann - Functional Approximation of Stochastic Differential Equations
- Kast - A Statistical Method for Singularly Perturbed Differential Equations
- Kloeden - Error Bounds for Strong Ito-Galerkin Schemes for Parabolic spde
- Kramer - A Simulation Method for Microphysiological Systems with Thermal Fluctuations
- Kupferman - Convergence and Asymptotic Analyses for Mechanical Models of Heat Baths
- Kuske - Reduced Models for Measuring Noise Sensitivity
- Maddocks - Part I Continuum Mechanics Models of DNA: Part I Background and Equilibria
- Majda - Mathematical Strategies for Stochastic Modelling in Climate and Other Disciplines
- Mao - Convergence of the Euler Scheme for a Class of SDEs
- Milstein - Symplectic Integration of Hamiltonian Systems with Noise
- Muller-Gronbach - Uniform Approximation of Systems of Stochastic Differential Equations
- Newton - Observation quantisation in the equations of nonlinear filtering
- Piskarev - Approximation of Ill-Posed Problems
- Platen - Comments on Numerical Methods for Stochastic Differential Equations
- Prtintems - On the Time Discretization of the Stochastic Korteweg-de Vries Equation
- Ritter - Approximation of Stochastic Processes
- Rozovskii - Wiener Chaos and Stochastic Numerics
- Schutte - Identification of Biomolecular Conformations as Metastable Sets in Stochastic Dynamics
- Shardlow - Weak Approximation of Stochastic Delay Equations
- Sigugeirsson - Particles in a Turbulent Velocity Field: A Random Dynamical System
- Stuart - SDEs from ODEs and their use in algorithm evaluation
- Winkler - T.B.A.
- Wihstutz - Feller Type Properties of Discretized Degenerate Stochastic Differential Equations and Approximation of Lyapunov Exponents
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