SDEs and SPDEs : Numerical Methods and Applications
31 March to 4th April 2003, Edinburgh
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Quick links to daily timetables
Monday | Tuesday | Wednesday | Thursday | Friday
Participants should be aware that British Summer Time starts on 30 March 2003. Please remember to adjust your clocks and watches.
Monday 31 March
| 9:15-10:00 | Vanden-Eijnden Effective Dynamics for some multi-scale SPDEs |
| 10:00-10:45 | Kuske Multi-scale analysis for stochastic bifurcations |
| 10.45-11.15 | Coffee |
| 11:15-12:00 | Lindenberg Sub-diffusion-limited reactions |
| 12:00-12:25 | Kloeden Order barrier for numerical methods for monotone SDEs |
| 12.25-2.00 | Lunch |
| 2:00-2:45 | Sancho Multiplicative noise-induce phase transitions: Ito versus Stratonovich. |
| 2:45-3:10 | Maier-Paape Spinodal Decomposition for the Cahn-Hilliard-Cook equation |
| 3:10-3:35 | Moro On the mesoscopic description of microscopic particle models using stochastic differential equations. |
| 3.35-4.15 | Coffee |
| 4:15-4:40 | Buckwar Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term |
| 4:40-5.05 | Moon Adaptive Monte Carlo Algorithm for Killed Diffusion |
| 5.05-5:30 | Menozzi New results on the approximation of killed processes |
Tuesday 1 April
| 9:15-10:00 | Van den Broeck Brownian ratchets versus Langevin theory |
| 10:00-10:45 | Tretyakov Quasi-symplectic methods for Langevin equations |
| 10.45-11.15 | Coffee |
| 11:15-12:00 | McKane Using optimal paths to calculate sotchastic outcomes |
| 12:00-12:25 | Timofeeva Sparks and waves in a stochastic fire-diffuse-fire model of Ca$^{2+}$ release |
| 12.25-2.00 | Lunch |
| 2:00-2:45 | Schwab Numerical Solution of elliptic PDEs with stochastic data |
| 2:45-3:10 | Yan Finite element method for stochastic parabolic partial differential equations |
| 3:10-3:35 | Zouraris Galerkin finite element approximations of Elliptic SPDEs |
| 3.35-4.15 | Coffee |
| 4:15-4:40 | Lelievre Micro-macro simulations of polymeric fluid |
| 4:40-5:25 | Stuart Fitting SDEs to partially observed dynamical systems |
Wednesday 2 April
| 9:15-10:00 | Crauel Random dynamical systems and SPDE |
| 10.00-10.25 | Langa Asymptotic behaviour of nonautonomous Lotka-Volterra eqautions |
| 10:25-10:50 | Zhao Stable/Unstable manilfold theorem for SPDEs |
| 10.50-11.15 | Coffee |
| 11:15-12:00 | Robinson The structure of random attractors |
| 12:00-12:25 | Blomker Pattern formation below the threshold of stability |
| 12.25-13.00 | Hairer Non-equilibrium stationary states |
Thursday 3 April
| 9:15-10:00 | Fouque Multi-scale stochastic volatility asymptotics |
| 10:00-10:45 | Sanchez Reconciling analytics and numerics on the one-dimensional, stochastic sine-Gordon equation |
| 10.45-11.15 | Coffee |
| 11:15-12:00 | Debussche Ergodicity for the 3D stochastic Navier--Stokes equations |
| 12:00-12:25 | Hausenblas Numerical approximation of the stochastic Navier Stokes equation |
| 12.25-2.00 | Lunch |
| 2:00-2:45 | Higham Stability Issues in Long Term Simulations of Stochastic Differential Equations |
| 2:45-3:10 | Mao Stability of numerical solutions to hybrid SDEs |
| 3:10-3:35 | Schurz Stability of Some Numerical Methods Along Lyapunov Functionals for SDEs |
| 3.35-4.15 | Coffee |
| 4:15-4:40 | Shevchenko Rate of convergence of discrete-time approximations for solutions of SDEs in Hilbert spaces |
| 4:40-5:25 | Mattingly Erogdicity and scales in 2D Navier Stokes equation |
Friday 4 April
| 10:00-10:45 | Sircar Fractional Brownian Motion Approximation of Financial Markets with Inert Investors |
| 10.45-11.15 | Coffee |
| 11:15-12:00 | Gyongy On the numerical approximation of stochastic Partial Differential Equations |
| 12:00-12:25 | Winkler Numerical Integration of Stochastic DAEs in Circuit Analysis |
| 12.25-2.00 | Lunch |
| 2:00-2:45 | Jansons Exponential time stepping of SDEs |
| 2:45-3:10 | Mannella Exponentially fast MC simulations |
| 3:10-3:55 | Doering Duality and wavefront propagation in a stochastic Fisher-KPP equation |
| 3.55-4.15 | Coffee & Finish |
Participants list
28 March 2003
| Name | Institution | Dates |
| Ares, Saul | Universidad Carlos III de Madrid | 30 Mar - 06 Apr |
| Atkinson, Richard | Birmingham University | 30 Mar - 04 Apr |
| Bahar, Arifah | University of Strathclyde | 31 Mar - 04 Apr |
| Bandrivskyy, Andriy | Lancaster University | 31 Mar - 04 Apr |
| Blömker, Dirk | Institut für Matematik | 30 Mar - 05 Apr |
| Brzesniak, Zdzislaw | University of Hull | 30 Mar - 03 Apr |
| Buchmann, Fabian | ETH Zürich | 31 Mar - 04 Apr |
| Buckwar, Evelyn | Humboldt-Universität zu Berlin | 30 Mar - 05 Apr |
| Castro, Mario | Universidad Pontificia Comillas de Madrid | 30 Mar - 06 Apr |
| Chen, Xiaoli | University of Edinburgh | 30 Mar - 05 Apr |
| Crauel, Hans | Technische Universität Ilmenau | 29 Mar - 05 Apr |
| Crisan, Dan | Imperial College London | 31 Mar - 04 Apr |
| Debussche, Arnaud | ENS de Cachan | 01 Apr - 04 Apr |
| Doering, Charles | University of Michigan | 30 Mar - 05 Apr |
| Famelis, Ioannis | National Technical University of Athens | 31 Mar - 05 Apr |
| Fouque, Jean-Pierre | North Carolina State University | 30 Mar - 04 Apr |
| Gilsing, Hagen | Humboldt University at Berlin | 30 Mar - 05 Apr |
| Gyongy, Istvan | Edinburgh University | 29 Mar - 05 Apr |
| Hairer, Martin | University of Warwick | 30 Mar - 05 Apr |
| Hausenblas, Erika | University of Salzburg | 30 Mar - 06 Apr |
| Higham, Desmond J | University of Strathclyde | 31 Mar - 04 Apr |
| Homer, Martin | University of Bristol | 30 Mar - 04 Apr |
| Horváth-Bokor, Rózsa | University of Veszprém | 30 Mar - 05 Apr |
| Jansons, Kalvis | University Collge London | 30 Mar - 05 Apr |
| Kloeden, Peter | Johnann Wolfgang Goethe University | 30 Mar - 05 Apr |
| Kuske, Rachel | University of British Columbia | 30 Mar - 03 Apr |
| Langa, Jose A | University of Seville | 29 Mar - 05 Apr |
| Larsson, Stig | Chalmers University of Technology | 31 Mar - 06 Apr |
| Lechner, Patrick | University of Bath | 30 Mar - 05 Apr |
| Lekagul, Tanapan | Imperial College | 30 Mar - 04 Apr |
| Lelievre, Tony | Ecole Nationale des Ponts et Chaussés | 30 Mar - 06 Apr |
| Lindenberg, Katja | University of California San Diego | 30 Mar - 05 Apr |
| Lord, Gabriel J. | Heriot-Watt University | 30 Mar - 05 Apr |
| Lythe, Grant | University of Leeds | 30 Mar - 05 Apr |
| Maier-Paape, Stanislaus | RWTH-Aachen | 30 Mar - 05 Apr |
| Malham, Simon | Heriot-Watt University | 30 Mar - 05 Apr |
| Mandica, Simone | University of Bath | 30 Mar - 05 Apr |
| Mannella, Riccardo | University of Pisa | 29 Mar - 05 Apr |
| Mao, Xuerong | University of Strathclyde | 31 Mar - 04 Apr |
| Mattingly, Jonathan | IAS/Duke University | 30 Mar - 04 Apr |
| McKane, Alan J | University of Manchester | 30 Mar - 05 Apr |
| Menozzi, Stephane | Université Paris VI-CMAP | 30 Mar - 05 Apr |
| Mitsui, Taketomo | Nagoya University | 30 Mar - 06 Apr |
| Moon, Kyoung-Sook | Royal Insititute of Technology Stockholm | 30 Mar - 06 Apr |
| Moro, Esteban | Universidad Carlos III de Madrid | 30 Mar - 06 Apr |
| Onono, Etuka | Strathclyde University | 31 Mar - 04 Apr |
| Pavliotis, Grigorios | University of Warwick | 31 Mar - 04 Apr |
| Petersen, Wesley | ETH Zürich | 30 Mar - 06 Apr |
| Quer, Lluís | Universitat de Barcelona | 30 Mar - 05 Apr |
| Raghib, Michael | University of Glasgow | 31 Mar - 04 Apr |
| Retkute, Renata | Galsgow Caledonian University | 31 Mar - 04 Apr |
| Robinson, James | University of Warwick | 30 Mar - 05 Apr |
| Sabanis, Sotirios | University of Edinburgh | 31 Mar - 04 Apr |
| Sánchez, Angel | Universidad Carlos III de Madrid | 30 Mar - 06 Apr |
| Sancho, Jose M | Universitat of Barcelona | 30 Mar - 05 Apr |
| Schurz, Henri | Southern Illinois University | 30 Mar - 05 Apr |
| Schwab, Christoph | ETH Zürich | 28 Mar - 02 Apr |
| Seynaeve, Bert | K U Leuven | 30 Mar - 05 Apr |
| Shardlow, Tony | University of Manchester | 30 Mar - 05 Apr |
| Shevchenko, Georgiy | Kyiv Taras Shevchenko National University | 31 Mar - 04 Apr |
| Shmatkov, Anton | University of Edinburgh | 30 Mar - 05 Apr |
| Sircar, Ronnie | Princeton University | 03 Apr - 05 Apr |
| Stuart, Andrew | University of Warwick | 30 Mar - 04 Apr |
| Tearne, Oliver | University of Warwick | 30 Mar - 05 Apr |
| Thanawalla, Rutang | Heriot-Watt University | 31 Mar - 04 Apr |
| Timofeeva, Yulia | University of Loughborough | 30 Mar - 05 Apr |
| Tretyakov, Michael | University of Leicester | 30 Mar - 01 Apr |
| Tribe, Roger | Warwick Mathematics Institute | 31 Mar - 04 Apr |
| Van den Broeck, Christian | University of Limburg | 31 Mar - 04 Apr |
| Vanden-Eijnden, Eric | Courant Institute & IAS | 31 Mar - 04 Apr |
| Veretennikov, Alexander | University of Leeds | 31 Mar - 04 Apr |
| von Schwerin, Erik | Royal Institute of Technology Stockholm | 30 Mar - 06 Apr |
| Wiberg, Petter | University of Warwick | 30 Mar - 04 Apr |
| Wiese, Anke | Heriot-Watt University | 30 Mar - 05 Apr |
| Winkler, Renate | Humboldt-Universität zu Berlin | 30 Mar - 05 Apr |
| Yan, Yubin | Chalmers University of Technology | 30 Mar - 06 Apr |
| Yuan, Chenggui | Strathclyde University | 31 Mar - 04 Apr |
| Zhao, Huaizhong | Loughborough University | 01 Apr - 04 Apr |
| Zouraris, Georgios | University of the Aegean | 30 Mar - 05 Apr |
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