Entrance hall of the ICMS Workshop

SPDEs: Computations and Applications

Sep 29, 2008 - Oct 01, 2008

Organisers

Name Institution
Buckwar, Evelyn Heriot-Watt University
Gyongy, Istvan University of Edinburgh
Lord, Gabriel Heriot-Watt University

 

This is a two and a half day meeting aimed at introducing SPDEs, their analysis, applications and numerics. It is aimed at people with no previous background in SPDEs or stochastics.

Some financial support is available for interested researchers at all levels.

Confirmed Speakers
Mike Christie (Institute of Petroleum Engineering, Heriot-Watt University)
Arnaud Debussche (ENS Cachan Bretagne)
Istvan Gyongy (Mathematics, University of Edinburgh)
Gabriel Lord (Mathematics, Heriot-Watt University)
Catherine Powell (University of Manchester)
Tony Shardlow (Mathematics, University of Manchester)
Andrew Stuart (Mathematics, University of Warwick)

Supporting Institution
Maxwell Institute for Mathematical Sciences (Centre for Analysis and Nonlinear PDE)

 

Arrangements

Participation
You may register your interest in attending this meeting by completing the application form, which will be available at the top of this page (please keep checking to see if it has gone live). Please note that the application form will close on 31 July 2008. You will receive an e-mail in early August indicating whether you have been allocated a place. Speakers will receive a separate invitation via e-mail.

If you do not receive an e-mail please contact Morag Burton.

Venue
The workshop will take place at the head-quarters of ICMS, 14 India Street, Edinburgh. This house is the birthplace of James Clerk Maxwell and is situated in the historic New Town of Edinburgh, near the city centre.

The ICMS travel pages contain advice on how to travel to Edinburgh. For local information the finding ICMS page shows the location of ICMS and contains useful maps of the city centre.

The seminar room at ICMS has four whiteboards, two overhead projectors, a data projector and laptop.

Wireless access is available throughout the ICMS building. There are also three public PCs which may be used at any time for internet access and to check email.

Accommodation
Participants should make their own accommodation arrangements: it will be possible to reclaim part of these costs through ICMS. Further details will be provided in early August. A list of Edinburgh accommodation of various sorts and prices is available here . Sections 1-3 are particularly relevant.

Invited participants should refer to their personal invitation letter for accommodation arrangements.

Meals and Refreshments
A buffet lunch will be provided on the Monday 29 and Tuesday 30 September.

Morning and afternoon refreshments will be provided throughout the workshop.

There will be an informal wine reception and poster session after the close of lectures on Monday 29 September.

The workshop dinner will take place on the evening of Tuesday 30 September. The workshop grant will cover the cost of this meal.

Poster Session
A poster session will take place after the close of lectures on Monday 29 September. The number of posters will be limited to 10 and size to A1 Portrait, due to space restrictions. Please indicate on your application form if you are interested in presenting a poster.

Registration
Registration will take place on Monday 29 September.

Financial Arrangements
Unless otherwise specified in your invitation letter, the workshop grant will cover tea/coffee throughout the workshop, lunch on the first and second day, the wine reception and the Workshop Dinner. It will also be possible for participants to claim 15.00 GBP towards other local expenses.

Reimbursement will take place after the workshop. At Registration you will be given an expenses claim form that should be submitted to ICMS, with receipts. Your expenses will be paid directly into your bank account so you will need to provide your account details plus IBAN, SWIFT or Routing numbers as applicable. Please note that we cannot reimburse any item without a receipt.

Programme

Provisional Timetable

Monday 29 September

09.00 - 09.50

Registration

09.50 - 10.00

Welcome

10.00 - 11.00

Tony Shardlow (University of Manchester)
A tutorial on stochastic PDEs (Part 1)

11.00 - 11.30

Tea/Coffee

11.30 - 12.30

Tony Shardlow (University of Manchester)
A tutorial on stochastic PDEs (Part 2)

12.30 - 14.00

Buffet lunch

14.00 - 15.00

Istvan Gyongy (University of Edinburgh)
Stochastic PDEs and filtering (Part 1)

15.00 - 15.30

Tea/Coffee

15.30 - 16.30

Gabriel Lord (Heriot-Watt University)
Stochastic PDEs and numerics (Part 1) Download PDF of slides

16.30 - 17.30

Mike Christie (Heriot-Watt University)
Solution error modelling and inverse problems

17.30 - 19.00

Wine reception and poster session

 

Tuesday 30 September

09.00 - 10.00

Istvan Gyongy (University of Edinburgh)
Stochastic PDEs and filtering (Part 2)

10.00 - 11.00

Gabriel Lord (Heriot-Watt University)
Stochastic PDEs and numerics (Part 2)

11.00 - 11.30

Tea/Coffee

11.30 - 12.30

Catherine Powell (University of Manchester)
Numerical methods for solving elliptic PDEs with random data Download PDF of slides

12.30 - 14.00

Buffet lunch

14.00 - 15.00

Arnaud Debussche (ENS Cachan Bretagne)
Weak order for the Euler scheme for a SPDE Download PDF of slides

15.00 - 15.30

Tea/Coffee

15.30 - 16.30

Istvan Gyongy (University of Edinburgh)
Stochastic PDEs and filtering (Part 3)

19.00 -

Workshop Dinner at Nargile

 

Wednesday 1 October

09.00 - 10.00

Andrew Stuart (University of Warwick)
Noisy gradient flows and conditioned diffusions Download PDF of paper

10.00 - 11.00

Arnaud Debussche (ENS Cachan Bretagne)
Random modulation of solitons for the Stochastic KdV equations Download PDF of slides

11.00 - 11.30

Tea/Coffee

11.30 - 12.30

Istvan Gyongy (University of Edinburgh)
Stochastic PDEs and filtering (Part 4)

12.30 - 14.00

Close

 

Presentations:

Presentation Details
Christie, Mike
Solution error modelling and inverse problems
View Abstract Down
Debussche, Arnaud
1. Weak order for the Euler scheme for a SPDE and 2. Random modulation of solitons for the Stochastic KdV equations
View Abstract Down
Gyongy, Istvan
Stochastic PDEs and filtering
View Abstract Down
Lord, Gabriel
Stochastic PDEs and numerics
View Abstract Down
Powell, Catherine
Numerical methods for solving elliptic PDEs with random data
View Abstract Down
Shardlow, Tony
A tutorial on stochastic PDEs
View Abstract Down
Stuart, Andrew
Noisy Gradient Flows and Conditioned Diffusions
View Abstract Down

Participants

Name Institution
Aziz, Mohammed University of Oxford
Baker, Ruth University of Oxford
Banas, Lubomir Heriot-Watt University
Bello, Iyabo Heriot-Watt University
Buckwar, Evelyn Heriot-Watt University
Carelli, Erich Universitaet Tuebingen
Chenchiah, Isaac University of Bristol
Christie, Mike Heriot-Watt University
Debussche, Arnaud École normale supérieure de Rennes
Farkas, Jozsef University of Stirling
Ferro, Maria Università di Napoli 'Federico II'
Fischer, Ingo Heriot-Watt University
Gordon, Andrew University Of Manchester
Grima, Ramon University of Edinburgh
Grinfeld, Michael University of Strathclyde
Gyongy, Istvan University of Edinburgh
Hamdous, Saliha University of Torino
Hassan Adamu, Shitu Brunel University
Heaney, Claire Durham University
Hussaini, Nafiu Brunel University
Lloyd, David University of Surrey
Lord, Gabriel Heriot-Watt University
Powell, Catherine University of Manchester
Retkute, Renata University of Surrey
Riedler, Martin Heriot-Watt University
Ryser, Marc D. McGill University
Schmid, Karen University of Stuttgart
Shardlow, Tony
Sherratt, Jonathan Heriot-Watt University
Sickenberger, Thorsten Heriot-Watt University
Slastikov, Valeriy University of Bristol
Smith, David University of Crete
Stinga, Pablo Raúl Universidad Autónoma de Madrid
Stuart, Andrew CalTech
Tambue, Antoine Heriot-Watt University
Thul, Ruediger University of Nottingham