Workshop
Nonlinear PDEs, stochastic control and filtering: new methods and applications
May 29, 2017 - Jun 02, 2017
ICMS, 15 South College Street
Organisers
Name | Institution |
---|---|
Gyongy, Istvan | University of Edinburgh |
Rozovsky, Boris | Brown University |
Safonov, Mikhail | University of Minnesota |
IN HONOUR OF THE 75TH BIRTHDAY OF NICOLAI KRYLOV
The objective of this workshop is to revisit classical problems and explore new directions where real world problems have been and can be successfully studied by an exchange of ideas and methods from PDE, probability, and numerical analysis. The workshop will bring together world leading researchers who have made fundamental contributions to the theory of nonlinear PDEs, probability and numerical analysis, and young scientists at different stages of their career. The interplay between nonlinear PDEs, stochastic and numerical analysis was extremely fruitful in the development of these areas. The aim of the workshop is 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.
The organisers gratefully acknowledge the financial support of:
- School of Mathematics at the University of Minnesota;
- Tadahiro Oh's ERC Grant (grant no. 637995 “ProbDynDispEq”;
- US Army Research Grant (grant no. 71256-MA-CF).
Photographs from this workshop on our Flickr site
Arrangements
Venue
The workshop will be held at ICMS, 15 South College Street, Edinburgh.
Poster Session
There will be a poster session on Monday 29 May. If you are presenting a poster at this workshop please note your poster should be A1 size (594x841mm), preferably in portrait format. These will be displayed all week in the Chapterhouse during the workshop, helping discussion during breaks as well as during the designated poster session. PLEASE hand this to a member of ICMS staff at registration.
Posters will be presented by the following;
Razvan Mosincat, University of Edinburgh
Neelima Neelima, University of Edinburgh
Chukiat Phonsom, University of Southern California
Tsiry Randrianasolo, Montanuniversitat Leoben
William Salkeld, University of Edinburg h
Yuzhao Wang, University of Edinburgh
Lukas Wresch, Bielefeld University
Public Lecture
On Tuesday 30 May , Professor Terry Lyons, University of Oxford, will g ive a Public Lecture (From Newton and Ito to Rough Paths and Regularity Structures – Calculus for the modern world!). Doors will open to the Public at 17.30, with the Lecture beginning at 18.00. The Public Lecture will be followed by an informal wine reception in the Chapterhouse, Level 1, at ICMS from 19.00-19.45. Seats have been reserved in the Lecture Theatre for all the workshop participants so there is no need for you to book a seat.
Talks and Audio/Visual Equipment
All lectures will be held in the Newhaven Lecture Theatre. The lecture theatre has a built in comp uter, data projector, and visualiser/document camera. In addition, there are two blackboards. The projector and one board may be used simultaneously. We advise Speakers that, where possible, you bring your talk on a memory stick/USB to put onto our computer in advance of your session - either at the start of the day or during coffee/lunch breaks. ICMS staff can help with this. It is possible for you to use your own laptops but it is then your own responsibility to ensure that resolutions are changed on the laptops if necessary (ICMS will not change the resolution on our equipment). If you use a MAC we expect you to bring your own adaptor.
UK Visas
If you are travelling from overseas you may require an entry visa. A European visa does not guarantee entry to the UK. Please use this link to the UK Visas site to find out if you need a visa and if so how to apply for one.
Travel
Information about travel to the UK and Edinburgh is available here.
Please note that it is your responsibility to have adequate travel insurance to cover medical and other emergen cies that may occur on your trip.
A taxi directly from the airport will cost approximately 20.00 to 25.00 GBP to the city centre for a one-way journey. Th ere is also a bus service direct from the airport to the city centre which will cost 4.50 GBP single or 7.50 GBP return - the Airlink 100. This is a frequent service (every 10 minutes during peak times) and will bring you close to Waverley Railway Station, and the workshop venue (see map in 'Venue' section above).
Lothian buses charge £1.60 for a single, £4.00 for a day ticket. Please note that the exact fare is required and no change is given.
If tra velling by train, please note that Edinburgh has several railway stations - Waverley Railway Station being the main station and closest to the workshop venue at 15 South College Street. If you alight at Edinburgh Waverley, the workshop venue is an easy 10 minute walk over North and South Bridge. The second large railway station is called Haymarket and is at the West End of the city c entre. Please be aware that there is also an Edinburgh Park railway station but this is at the west side of the city some way from the city centre. For ICMS, use Edinburgh Waverley.< /p>
Registration Fee
A registration fee of 100 GBP is payable by all participants (excluding Organisers). Payment can be made on arrival at ICMS - at Registration we will accept cash, credit/debit card payments and sterling cheques (payable to “Heriot-Watt University”). Unfortunately, we do not yet have an on-line payment system at ICMS.
Accommodation
Invited participants: ICMS will organise accommodation for invited participants.
All other participants: Other participants should book and pay for their own accommodation. Details regarding local accommodation can be found here.
Catering
The workshop grant will cover refreshments throughout the event and lunch on Monday, Tuesday and Thursday. There will be an informal wine reception and poster session on the Monday evening and the workshop dinner on the Thursday evening.
Wireless Access
Access to wifi via Eduroam is available throughout the building. If you are not registe red with Eduroam you will be given instructions and a code for accessing the wireless network. For those without laptops, there will also be a couple of computers available for you to check your emails.
Programme
Monday 29 May 2017
09.00-09.45 | Registration in the Chapterhouse, Level 1, with coffee |
09.50-10.30 | Robert Dalang (Ecole Polytechnique Fédérale de Lausanne) |
10.30-11.10 | Hongjie Dong (Brown University) |
11.10-11.40 | Coffee/Tea in the Chapterhouse |
11.40-12.20 | Vladimir Bogachev (Moscow State University) |
12.20-13.00 | Zdzislaw Brzezniak (University of York) |
13.00-14.20 | Lunch provided in the Chapterhouse |
14.20-15.00 | Doyoon Kim (Korea University) |
15.00-15.40 | Kijung Lee (Ajou University) |
15.40-16.10 | Coffee/Tea in the Chapterhouse |
16.10-16.50 | Alexander Veretennikov (University of Leeds) |
16.50-17.30 | László Gerencsér (MTA SZTAKI (Hungarian Academy of Sciences,Institute for Computer Science and Control) |
17.30-19.00 | Informal wine reception and poster session in the Chapterhouse |
Tuesday 30 May 2017
09.30-10.10 | Michael Röckner (Universität Bielefeld) |
10.10-10.50 | Sergei Kuksin (Université Paris) |
10.50-11.20 | Coffee/Tea in the Chapterhouse |
11.20-12.10 | Giuseppe Da Prato (Scuola Normale Superiore) |
12.10-12.50 | Annie Millet (Université Paris) |
12.50-14.20 | Lunch provided in the Chapterhouse |
14.20-15.10 | Mariano Giaquinta (Scuola Normale Superiore) |
15.10-15.50 | Máté Gerencsér (Institute of Science and Technology Austria) |
15.50-16.20 | Coffee/Tea in the Chapterhouse |
16.20-17.00 | Erika Hausenblas (University Leoben) |
17.30-18.00 | Doors open to public for public lecture |
18.00-19.00 | Public Lecture by Terry Lyons (University of Oxford) |
19.00-19.45 | Informal wine reception following the public lecture |
Wednesday 31 May 2017
09.30-10.10 | David Elworthy (University of Warwick) |
10.10-10.50 | Camelia Pop (University of Minnesota) |
10.50-11.20 | Coffee/Tea in the Chapterhouse |
11.20-12.10 | Mark Freidlin (University of Maryland) |
12.10 | Free afternoon |
Thursday 1 June 2017
09.30-10.10 | Etienne Pardoux (Institut de Mathématiques de Marseille) |
10.10-10.50 | Kyeong-Hun Kim (Korea University) |
10.50-11.20 | Coffee/Tea in the Chapterhouse |
11.20-12.10 | Alexander Wentzell (Tulane University) |
12.10-12.50 | Dan Crisan (Imperial College London) |
12.50-14.20 | Lunch provided in the Chapterhouse |
14.20-15.10 | Tadahiro Oh (University of Edinburgh) |
15.10-15.40 | Arnulf Jentzen (ETH Zurich) |
15.40-16.10 | Coffee/Tea in the Chapterhouse |
16.10-16.50 | Alexander Davie (University of Edinburgh) |
19.00 | Workshop dinner in the St Trinneans room at Pollock Hall |
Friday 2 June 2017
09.30-10.10 | Max Jensen (University of Sussex) |
10.10-10.50 | Franco Flandoli (Università di Pisa) |
10.50-11.20 | Coffee/Tea in the Chapterhouse |
11.20-12.10 | Felix Otto (Max Planck Institute for Mathematics in the Sciences, Leipzig) |
12.10-12.50 | Seick Kim (Yonsei University) |
Presentations:
Presentation Details | |
---|---|
Bogachev, Vladimir | |
Distances between solutions to Fokker-Planck-Kolmogorov equations and applications to nonlinear FPK equations | |
View Abstract | |
Brzezniak, Zdzislaw | |
Weak solutions of a stochastic Sandau-Lifshitz-Gilbert equation driven by pure jump noise | |
View Abstract | |
Crisan, Dan | |
Solution properties of a 3D stochastic euler fluid equation | |
View Abstract | |
Da Prato, Giuseppe | |
Integral inequality for invariant measures of some SPDEs | |
View Abstract | |
Dalang, Robert | |
Global solutions to reaction-diffusion equations with super-linear drift and multiplicative noise | |
View Abstract | |
Davie, Alexander | |
Asymptotic expansions for solutions of an optimal transport problem for perturbed Gaussian distributions | |
View Abstract | |
Dong, Hongjie | |
Schauder and Dini type estimates for nonlocal fully nonlinear equations | |
View Abstract | |
Elworthy, David | |
Derivative formulae from a geometric perspective | |
View Abstract | |
Flandoli, Franco | |
From KR to LPS condition | |
View Abstract | |
Freidlin, Mark | |
Asymptotic problems for PDE's and a motion on the simplex of invariant measures | |
View Abstract | |
Gerencsér, László | |
Notes on adaptive filtering of continuous-time linear stochastic systems | |
View Abstract | |
Gerencsér, Máté | |
Boundary regularity of stochastic PDEs | |
View Abstract | |
Giaquinta, Mariano | |
The early period of the calculus of variations | |
View Abstract | |
Hausenblas, Erika | |
Nonlinear Filtering with Levy processes | |
View Abstract | |
Jensen, Max | |
Convergent semi-Lagrangian methods for the simple Monge-Ampère equation | |
View Abstract | |
Jentzen, Arnulf | |
Efficient stochastic numerical approximation algorithms for high-dimensional nonlinear PDEs | |
View Abstract | |
Kim, Doyoon | |
Elliptic and parabolic equations in weighted Sobolev spaces | |
View Abstract | |
Kim, Kyeong-Hun | |
On the Lp boundedness of stochastic singular integral operators | |
View Abstract | |
Kim, Seick | |
On C^1, C^2, and weak type-(1,1) estimates for linear elliptic operators | |
View Abstract | |
Kuksin, Sergei | |
Controllability and mixing for nonlinear PDEs, stirred by degenerate forces | |
View Abstract | |
Lee, Kijung | |
On the heat diffusion starting with degeneracy | |
View Abstract | |
Lyons, Terry | |
PUBLIC LECTURE: From Newton and Ito to Rough Paths and Regularity Structures – Calculus for the modern world! | |
View Abstract | |
Millet, Annie | |
On stochastic Brinkman-Forchheimer anisotropic 3D Navier-Stokes equations | |
View Abstract | |
Mosincat, Razvan | |
POSTER: Well-posedness theory of the three-dimensional stochastic beam equation with additive space-time white noise forcing | |
View Abstract | |
Neelima, Neelima | |
POSTER: Higher order moment estimates for SPDEs and a generalization of existence of solutions to SPDEs under local monotonicity | |
View Abstract | |
Oh, Tadahiro | |
On the transport property of Gaussian measures under Hamiltonian PDE dynamics | |
View Abstract | |
Otto, Felix | |
Quasi-linear SPDEs via a rough path approach | |
View Abstract | |
Pardoux, Etienne | |
Nonlinear filtering with singular noise | |
View Abstract | |
Phonsom, Chukiat | |
POSTER: Elliptic and parabolic integro-differential model problems are considered in the whole space. | |
View Abstract | |
Pop, Camelia | |
Transition probabilities for degenerate diffusions arising in population genetics | |
View Abstract | |
Randrianasolo, Tsiry | |
POSTER: Strong convergence of a time discretization scheme for stochastic incompressible Navier--Stokes equations by penalty method | |
View Abstract | |
Röckner, Michael | |
Existence and uniqueness of absolutely continuous solutions to continuity equations on Hilbert spaces | |
View Abstract | |
Rozovsky, Boris | |
On Distribution Free Stochastic Analysis | |
View Abstract | |
Salkeld, William | |
POSTER: LDP for McKean Vlasov Equations | |
View Abstract | |
Veretennikov, Alexander | |
On Poisson equations in the whole space | |
View Abstract | |
Wang, Yuzhao | |
POSTER: Invariance of white noise for the cubic fourth order nonlinear Schrödinger equation | |
View Abstract | |
Wentzell, Alexander | |
On diffusions in media with pockets of large diffusivity | |
View Abstract | |
Wresch, Lukas | |
POSTER: Individual Path Uniqueness for SDEs in Hilbert spaces | |
View Abstract |
Participants
Name | Institution |
---|---|
Bahl, Raj Kumari | University of Edinburgh |
Bakas, Odysseas | University of Edinburgh |
Bogachev, Vladimir | Moscow State University |
Brzezniak, Zdzislaw | University of York |
Cheung, Kelvin | MIGSAA |
Crisan, Dan | Imperial College London |
Da Prato, Giuseppe | Scuola Normale Superiore |
Dalang, Robert | Ecole Polytechnique Fédérale de Lausanne |
Dareiotis, Konstantinos | University of Uppsala |
Davie, Alexander | University of Edinburgh |
Dobson, Paul | MIGSAA |
Dong, Hongjie | Brown University |
Elworthy, David | University of Warwick |
Fan, Qianzhu | University of Edinburgh |
Flandoli, Franco | Università di Pisa |
Forlano, Justin | MIGSAA |
Freidlin, Mark | University of Maryland |
Gerencsér, László | MTA SZTAKI (Hungarian Academy of Sciences,Institute for Computer Science and Control) |
Gerencsér, Máté | Institute of Science and Technology Austria |
Giaquinta, Mariano | Scuola Normale Superiore |
Gyongy, Istvan | University of Edinburgh |
Hammersley, William | MIGSAA |
Hausenblas, Erika | University Leoben |
Jensen, Max | University of Sussex |
Jentzen, Arnulf | ETH Zurich |
Junhwa, Jung | Brown University |
Kim, Doyoon | Korea University |
Kim, Ildoo | Korea Institute for Advanced Study |
Kim, Kyeong-Hun | Korea University |
Kim, Seick | Yonsei University |
kok, Tayfun | University of York |
König, Maximilian | TU Berlin & Berlin Mathematical School (BMS) |
Krylov, Nicolai | University of Minnesota |
Kuksin, Sergei | Université Paris |
Leahy, James-Michael | University of Southern California |
Lee, Kijung | Ajou University |
Li, Zongyuan | Brown University |
Lyons, Terry | University of Oxford |
Menoukeu Pamen, Olivier | University of Liverpool and African Institute of Mathematical Sciences Ghana |
Miao, Zhouqian | University of Edinburgh |
Millet, Annie | Université Paris |
Mosincat, Razvan | University of Edinburgh |
Neelima, Neelima | University of Edinburgh |
Oh, Tadahiro | University of Edinburgh |
Otto, Felix | Max Planck Institute for Mathematics in the Sciences, Leipzig |
Pardoux, Etienne | Institut de Mathématiques de Marseille |
Phonsom, Chukiat | University of Southern California |
Pop, Camelia | University of Minnesota |
Randrianasolo, Tsiry | Montanuniversität Leoben |
Röckner, Michael | Universität Bielefeld |
Rozovsky, Boris | Brown University |
Sabanis, Sotirios | University of Edinburgh |
Safonov, Mikhail | University of Minnesota |
Salkeld, William | University of Edinburgh |
Siska, David | University of Edinburgh |
Szpruch, Lukasz | University of Edinburgh |
Tan, Shuren | University of Edinburgh |
Trenberth, William | Maxwell Institute Graduate School |
Uda, Kenneth | University of Edinburgh |
Veretennikov, Alexander | University of Leeds |
Wang, Kunrui | Brown University |
Wang, Yuzhao | University of Edinburgh |
Wentzell, Alexander | Tulane University |
Wresch, Lukas | Bielefeld University |
Zhang, Xiling | University of Edinburgh |
Zhang, Ying | MIGSAA |