Nonlinear PDEs, Stochastic Control and Filtering: New Methods and Applications

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Nonlinear PDEs, Stochastic Control and Filtering: New Methods and Applications

 29 May - 02 Jun 2017

ICMS, 15 South College Street Edinburgh
  • Istvan Gyongy, University of Edinburgh
  • Boris Rozovsky, Brown University
  • Mikhail Safonov, University of Minnesota

About:

This workshop was held in honour of the 75th birthday of Nicolai Krylov. he objective of this workshop was to revisit classical problems and explore new directions where real world problems can be successfully studied by an exchange of ideas and methods from PDE, probability, and numerical analysis. The workshop brought together world leading researchers who 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.

To view photographs from the event, click here.

Speakers

  • Robert Dalang, Ecole Polytechnique Fédérale de Lausanne - Global Solutions to Reaction-Diffusion Equations with Super-Linear Drift and Multiplicative

  • Vladimir Bogachev, Moscow State University - Distances Between Solutions to Fokker-Planck-Kolmogorov Equations and Applications to Nonlinear FPK Equations

  • Max Jensen, University of Sussex - Convergent Semi-Lagrangian Methods for the Simple Monge-Ampère Equation

  • Michael Röckner, Universität Bielefeld - Existence and Uniqueness of Absolutely Continuous Solutions to Continuity Equations on Hilbert Spaces

  • Annie Millet, Université Paris - On Stochastic Brinkman-Forchheimer Anisotropic 3D Navier-Stokes Equations

  • Alexander Davie, University of Edinburgh - Asymptotic Expansions for Solutions of an Optimal Transport Problem for Perturbed Gaussian Distributions

  • Zdzislaw Brzezniak, University of York - Weak Solutions of a Stochastic Sandau-Lifshitz-Gilbert Equation Driven by Pure Jump Noise

  • Tadahiro Oh, University of Edinburgh - On the Transport Property of Gaussian Measures Under Hamiltonian PDE Dynamics

  • Felix Otto, Max Planck Institute for Mathematics in the Sciences - Quasi-Linear (Stochastic) PDEs via a Rough Path Approach

  • Camelia Pop, University of Minnesota - Transition Probabilities for Degenerate Diffusions Arising in Population Genetics

  • Mark Freidlin, University of Maryland - Asymptotic Problems for PDE's and a Motion on the Simplex of Invariant Measures

  • Franco Flandoli, Università di Pisa - From KR to LPS Condition

  • Seick Kim, Yonsei University - On C^1, C^2, and weak type-(1,1) Estimates for Linear Elliptic Operators

  • Hongjie Dong, Brown University - Schauder and Dini Type Estimates for Nonlocal Fully Nonlinear Equations

  • Alexander Veretennikov - University of Leeds - On Poisson Equations in the Whole Space

  • Sergei Kuksin, Université Paris - Controllability and Mixing for Nonlinear PDEs, Stirred by Degenerate Forces

  • Dan Crisan, Imperial College London - Solution Properties of a 3D Stochastic Euler Fluid Equation

  • Alexander Wentzell, Tulane University - On Diffusions in Media with Pockets of Large Diffusivity

  • Kyeong-Hun Kim, Korea University - On the Lp Boundedness of Stochastic Singular Integral Operators

  • Kijung Lee, Ajou University - On the Heat Diffusion Starting with Degeneracy

  • Mariano Giaquinta, Scuola Normale Superiore - The Early Period of the Calculus of Variations

  • László Gerencsér, MTA SZTAKI  - Notes on Adaptive Filtering of Continuous-Time Linear Stochastic Systems

  • Doyoon Kim, Korea University - Elliptic and Parabolic Equations in Weighted Sobolev Spaces

  • David Elworthy, University of Warwick - Derivative Formulae from a Geometric Perspective

  • Etienne Pardoux, Institut de Mathématiques de Marseille - Nonlinear Filtering with Singular Noise

  • Erika Hausenblas, University Leoben - Nonlinear Filtering with Levy Processes

  • Máté Gerencsér, Institute of Science and Technology Austria - Boundary Regularity of Stochastic PDEs

  • Giuseppe Da Prato, Scuola Normale Superiore - Integral Inequality for Invariant Measures of Some SPDEs