Nonlinear PDEs, stochastic control and filtering: new methods and applications
In late May, early June 2017, ICMS hosted a workshop on Nonlinear PDEs, stochastic control and filtering: new methods and applications. This workshop was in honour of the 75th birthday of Nicolai Krylov.
The aim of the workshop was to present important new directions, ideas and methods, motivated by recent mathematical challenges arising in physics, engineering, biology, economics and finance, where bridges between different mathematical fields can be used to make significant progress.
Delegates at the Nonlinear PDEs, stochastic control and
filtering: new methods and applications workshop, 2017
It was a busy week with 30 talks, a poster session for early career researchers and a public lecture by Terry Lyons, From Newton and Itô to Rough Paths and Regularity Structures. Terry’s talk made reference to a 1993 ICMS workshop (one of our first). There are some familiar faces in the associated photo!
Delegates at the Terry Lyons Public Lecture 2017, familar faces from 1993 ICMS workshop are in the slide.
We took the opportunity to speak to one of the delegates, Annie Millet, in more detail.
Annie Millet, Université Paris 1
Annie Millet is a professor at Université Paris 1.
Tell me about today's event and your role in it
I was an invited speaker. I gave a talk on Tuesday “On stochastic Brinkman-Forchheimer anisotropic 3D Navier-Stokes equations”.
What brought you to this area of research?
Strictly speaking I have never worked on non-linear PDEs. My area is not such a close fit to the title of the workshop. However I’ve been involved in stochastic PDE for more than 20 years and non-linear SPDEs for a long time. It has been a natural evolution; I have moved from one problem to the next and have ended up in my current area of research.
Other than exploring maths, what are the benefits of taking part?
In many ways, all the activity relates to exploring the maths. Getting information from the talks, discussion with people (new and familiar) has been the main thing. It has been nice to meet people I have never met before. This is especially true of the non-linear PDE community. I have had comments on my talk from those people, which has been interesting.
What will you take back to your [day job/research/studies]?
Comments and ideas from the talks and discussions with people. This has given me ideas of other things I could work on.
Have you met interesting people, and if so, what connections have you made?
Yes. It has been nice to meet the people from the non-linear, deterministic, PDE community. I am already familiar with most of the people from the stochastic PDE community: of course it was nice to see some of them here too.
Do you have any advice for first-time ICMS attendees?
I have visited Edinburgh before, but have never been to ICMS. The blackboards around the building are great (more erasers would be handy!).
Have you been to many other conferences? How does ICMS differ?
I do attend quite a few other meetings. I like this format, not too large, with no parallel sessions so you can attend all the talks. The extra social activities, arranged by the local scientific organiser, have been particularly nice this week. I went to the Opera last night!
If you could solve one maths problem, what would it be?
That one is really tricky, I am not sure which problem I would choose.
Do you have any thoughts regarding how we can raise the profile of maths?
Addressing young people is key. In France many of my colleagues are involved in this. There is a lot of focus on problem solving clubs/activities. High school students have the opportunity to do a 1 week internship in a University and part of it in a Maths department. It gives them an idea of what a mathematician’s job looks like. It is hard for schoolchildren to envisage what an academic career would be like and this gives insight. Researchers are also involved in programs such as “Math en jeans”: they meet regularly schoolchildren and have them play mathematical games or solve exercises in a relaxed and informal framework.
Who is your favourite mathematician and why?
That is tricky, but I am going to choose two. Firstly, my husband, Jean-Louis Duret, who works on a completely different topic. Secondly, Jacques Neveu, a teacher and researcher who inspired me. He taught me probability and was a tremendous teacher. There was a workshop to celebrate him in Paris last week: he had a strong influence on many French probabilists.
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