Entrance hall of the ICMS

Nonlinear PDEs, stochastic control and filtering: new methods and applications

May 29, 2017 - Jun 02, 2017

ICMS, 15 South College Street


Name Institution
Gyongy, Istvan University of Edinburgh
Rozovsky, Boris Brown University
Safonov, Mikhail University of Minnesota

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 di fferent mathematical fields can be used to make signifi cant progress.


Invited participants will receive an invitation to register by email from ICMS.

The workshop will be held at ICMS, 15 South College Street, Edinburgh. 

Talks and Audio/Visiual Equipment
All lectures will be held in the Newhaven Lecture Theatre.  The lecture theatre has a built in computer, 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. 

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 emergencies 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.     There 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 travelling 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 centre.    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.

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.

ICMS will organise accommodation for invited participants.

The workshop grant will cover refreshments throughout the event and lunch on Monday, Tuesday and Thursday. There will be an informal wine reception 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 registered 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. 



To be announced