Entrance hall of the ICMS 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 signifi cant 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

Download the pdf of abstracts

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)
Global solutions to reaction-diffusion equations with super-linear drift and multiplicative

10.30-11.10

Hongjie Dong (Brown University)
Schauder and Dini type estimates for nonlocal fully nonlinear equations

11.10-11.40

Coffee/Tea in the Chapterhouse

11.40-12.20

Vladimir Bogachev (Moscow State University)
Distances between solutions to Fokker-Planck-Kolmogorov equations and applications to nonlinear FPK equations

12.20-13.00

Zdzislaw Brzezniak (University of York)
Weak solutions of a stochastic Sandau-Lifshitz-Gilbert equation driven by pure jump noise

13.00-14.20

Lunch provided in the Chapterhouse

14.20-15.00

Doyoon Kim (Korea University)
Elliptic and parabolic equations in weighted Sobolev spaces

15.00-15.40

Kijung Lee (Ajou University)
On the heat diffusion starting with degeneracy

15.40-16.10

Coffee/Tea in the Chapterhouse

16.10-16.50

Alexander Veretennikov (University of Leeds)
On Poisson equations in the whole space

16.50-17.30

László Gerencsér (MTA SZTAKI (Hungarian Academy of Sciences,Institute for Computer Science and Control)
Notes on adaptive filtering of continuous-time linear stochastic systems

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)
Existence and uniqueness of absolutely continuous solutions to continuity equations on Hilbert spaces
pdf of presentation

10.10-10.50

Sergei Kuksin (Université Paris)
Controllability and mixing for nonlinear PDEs, stirred by degenerate forces

10.50-11.20

Coffee/Tea in the Chapterhouse

11.20-12.10

Giuseppe Da Prato (Scuola Normale Superiore)
Integral inequality for invariant measures of some SPDEs
pdf of presentation

12.10-12.50

Annie Millet (Université Paris)
On stochastic Brinkman-Forchheimer anisotropic 3D Navier-Stokes equations
pdf of presentation

12.50-14.20

Lunch provided in the Chapterhouse

14.20-15.10

Mariano Giaquinta (Scuola Normale Superiore)
The early period of the calculus of variations
pdf of presentation

15.10-15.50

Máté Gerencsér (Institute of Science and Technology Austria)
Boundary regularity of stochastic PDEs
pdf of presentation

15.50-16.20

Coffee/Tea in the Chapterhouse

16.20-17.00

Erika Hausenblas (University Leoben)
Nonlinear Filtering with Levy processes
pdf of presentation

17.30-18.00

Doors open to public for public lecture

18.00-19.00

Public Lecture by Terry Lyons (University of Oxford)
From Newton and Ito to Rough Paths and Regularity Structures – Calculus for the modern world!

19.00-19.45

Informal wine reception following the public lecture

 

Wednesday 31 May 2017

09.30-10.10

David Elworthy (University of Warwick)
Derivative formulae from a geometric perspective
pdf of presentation

10.10-10.50

Camelia Pop (University of Minnesota)
Transition probabilities for degenerate diffusions arising in population genetics
pdf of presentation

10.50-11.20

Coffee/Tea in the Chapterhouse

11.20-12.10

Mark Freidlin (University of Maryland)
Asymptotic problems for PDE's and a motion on the simplex of invariant measures
pdf of presentation

12.10
onwards

Free afternoon

 

Thursday 1 June 2017 

09.30-10.10

Etienne Pardoux (Institut de Mathématiques de Marseille)
Nonlinear filtering with singular noise
pdf of presentation

10.10-10.50

Kyeong-Hun Kim (Korea University)
On the Lp boundedness of stochastic singular integral operators
pdf of presentation

10.50-11.20

Coffee/Tea in the Chapterhouse

11.20-12.10

Alexander Wentzell (Tulane University)
On diffusions in media with pockets of large diffusivity

12.10-12.50

Dan Crisan (Imperial College London)
Solution properties of a 3D stochastic euler fluid equation

12.50-14.20

Lunch provided in the Chapterhouse

14.20-15.10

Tadahiro Oh (University of Edinburgh)
On the transport property of Gaussian measures under Hamiltonian PDE dynamics
pdf of presentation

15.10-15.40

Arnulf Jentzen (ETH Zurich)
Efficient stochastic numerical approximation algorithms for high-dimensional nonlinear PDEs
pdf of presentation

15.40-16.10

Coffee/Tea in the Chapterhouse

16.10-16.50

Alexander Davie (University of Edinburgh)
Asymptotic expansions for solutions of an optimal transport problem for perturbed Gaussian distributions

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)
Convergent semi-Lagrangian methods for the simple Monge-Ampère equation
pdf of presentation

10.10-10.50

Franco Flandoli (Università di Pisa)
From KR to LPS condition
pdf of presentation

10.50-11.20

Coffee/Tea in the Chapterhouse

11.20-12.10

Felix Otto (Max Planck Institute for Mathematics in the Sciences, Leipzig)
Quasi-linear (Stochastic) PDEs via a rough path approach
pdf of presentation

12.10-12.50

Seick Kim (Yonsei University)
On C^1, C^2, and weak type-(1,1) estimates for linear elliptic operators
pdf of presentation

 Download the pdf of abstracts

 

Presentations:

Presentation Details
Bogachev, Vladimir
Distances between solutions to Fokker-Planck-Kolmogorov equations and applications to nonlinear FPK equations
View Abstract Down
Brzezniak, Zdzislaw
Weak solutions of a stochastic Sandau-Lifshitz-Gilbert equation driven by pure jump noise
View Abstract Down
Crisan, Dan
Solution properties of a 3D stochastic euler fluid equation
View Abstract Down
Da Prato, Giuseppe
Integral inequality for invariant measures of some SPDEs
View Abstract Down
Dalang, Robert
Global solutions to reaction-diffusion equations with super-linear drift and multiplicative noise
View Abstract Down
Davie, Alexander
Asymptotic expansions for solutions of an optimal transport problem for perturbed Gaussian distributions
View Abstract Down
Dong, Hongjie
Schauder and Dini type estimates for nonlocal fully nonlinear equations
View Abstract Down
Elworthy, David
Derivative formulae from a geometric perspective
View Abstract Down
Flandoli, Franco
From KR to LPS condition
View Abstract Down
Freidlin, Mark
Asymptotic problems for PDE's and a motion on the simplex of invariant measures
View Abstract Down
Gerencsér, László
Notes on adaptive filtering of continuous-time linear stochastic systems
View Abstract Down
Gerencsér, Máté
Boundary regularity of stochastic PDEs
View Abstract Down
Giaquinta, Mariano
The early period of the calculus of variations
View Abstract Down
Hausenblas, Erika
Nonlinear Filtering with Levy processes
View Abstract Down
Jensen, Max
Convergent semi-Lagrangian methods for the simple Monge-Ampère equation
View Abstract Down
Jentzen, Arnulf
Efficient stochastic numerical approximation algorithms for high-dimensional nonlinear PDEs
View Abstract Down
Kim, Doyoon
Elliptic and parabolic equations in weighted Sobolev spaces
View Abstract Down
Kim, Kyeong-Hun
On the Lp boundedness of stochastic singular integral operators
View Abstract Down
Kim, Seick
On C^1, C^2, and weak type-(1,1) estimates for linear elliptic operators
View Abstract Down
Kuksin, Sergei
Controllability and mixing for nonlinear PDEs, stirred by degenerate forces
View Abstract Down
Lee, Kijung
On the heat diffusion starting with degeneracy
View Abstract Down
Lyons, Terry
PUBLIC LECTURE: From Newton and Ito to Rough Paths and Regularity Structures – Calculus for the modern world!
View Abstract Down
Millet, Annie
On stochastic Brinkman-Forchheimer anisotropic 3D Navier-Stokes equations
View Abstract Down
Mosincat, Razvan
POSTER: Well-posedness theory of the three-dimensional stochastic beam equation with additive space-time white noise forcing
View Abstract Down
Neelima, Neelima
POSTER: Higher order moment estimates for SPDEs and a generalization of existence of solutions to SPDEs under local monotonicity
View Abstract Down
Oh, Tadahiro
On the transport property of Gaussian measures under Hamiltonian PDE dynamics
View Abstract Down
Otto, Felix
Quasi-linear SPDEs via a rough path approach
View Abstract Down
Pardoux, Etienne
Nonlinear filtering with singular noise
View Abstract Down
Phonsom, Chukiat
POSTER: Elliptic and parabolic integro-differential model problems are considered in the whole space.
View Abstract Down
Pop, Camelia
Transition probabilities for degenerate diffusions arising in population genetics
View Abstract Down
Randrianasolo, Tsiry
POSTER: Strong convergence of a time discretization scheme for stochastic incompressible Navier--Stokes equations by penalty method
View Abstract Down
Röckner, Michael
Existence and uniqueness of absolutely continuous solutions to continuity equations on Hilbert spaces
View Abstract Down
Rozovsky, Boris
On Distribution Free Stochastic Analysis
View Abstract Down
Salkeld, William
POSTER: LDP for McKean Vlasov Equations
View Abstract Down
Veretennikov, Alexander
On Poisson equations in the whole space
View Abstract Down
Wang, Yuzhao
POSTER: Invariance of white noise for the cubic fourth order nonlinear Schrödinger equation
View Abstract Down
Wentzell, Alexander
On diffusions in media with pockets of large diffusivity
View Abstract Down
Wresch, Lukas
POSTER: Individual Path Uniqueness for SDEs in Hilbert spaces
View Abstract Down

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