Numerical Modelling of Nonlinear Stochastic Systems

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Numerical Modelling of Nonlinear Stochastic Systems

 07 - 11 Apr 2025
0900 BST

ICMS, Bayes Centre, Edinburgh

 Enquiries

This is an invite only event. Invited participants will have received an invitation from ICMS.

Scientific Organisers:

  • Lubomir Banas, Bielefeld University
  • Istvan Gyongy, University of Edinburgh
  • Erika Hausenblas, University of Leoben
  • Andreas Prohl, Univeristy of Tuebingen

About:

This workshop brings together leading experts in the field of nonlinear stochastic partial differential equations  (SPDEs) working on the interface between stochastic analysis, analysis of PDEs and stochastic and deterministic numerics. We aim to contribute towards the solution of open problems in the field of numerical approximation of SPDEs and to identify emerging new problems and applications in this area.

Programme:

MONDAY 7 APRIL 2025
09.30 - 10.00 Registrations and Refreshments
10.00 - 10.10 Welcome and Housekeeping
10.10 - 10.50 Annie Millet, Université Paris 1 Panthéon Sorbonne TBC
10.50 - 11.30 Evelyn Bukwar, Johannes Kepler University Linz TBC
11.30 - 12.10 Joern Wichmann, Monash University TBC
12.10 - 14.00 Lunch
14.00 - 14.40 Avi Mayorcas, University of Bath TBC
14.40 - 15.20 Anne de Bouard, CNRS, Ecole Polytechnique TBC
15.20 - 15.50 Refreshments
15.50 - 16.30 Stefan Metzger, University of Erlangen–Nuremberg TBC
16.30 - 18.00 Welcome Drinks Reception
TUESDAY 8 APRIL 2025
09.15 - 09.55 Nicolai Krylov, University of Minnesota TBC
09.55 - 10.25 Refreshments
10.25 - 11.05 Mariya Ptashnyk, Heriot-Watt University TBC
11.05 - 11.45 Günther Grün, Friedrich-Alexander-Universität Erlangen-Nürnberg TBC
11.45 - 12.25 Aleksandra Zimmermann, TU Clausthal TBC
12.25 - 14.00 Lunch
14.00 - 14.40 David Cohen, Chalmers University of Technology & University of Gothenburg TBC
14.40 - 15.20 Sizhou Wu, Shanghai University of Finance and Economics TBC
15.20 - 15.50 Refreshments
15.50 - 16.30 Aristide Ngana, University of York TBC
WEDNESDAY 9 APRIL 2025
09.15 - 09.55 Huyen Pham, Ecole Polytechnique TBC
09.55 - 10.25 Refreshments
10.25 - 11.05 Sotirios Sabanis, University of Edinburgh TBC
11.05 - 11.45 Luca Scarpa, Politecnico di Milano TBC
11.45 - 12.25 Nathan Kutz, University of Washington TBC
12.25 Lunch and Free Afternoon
THURSDAY 10 APRIL 2025
09.15 - 09.55 Michael Tretyakov, University of Nottingham TBC
09.55 - 10.25 Refreshments
10.25 - 11.05 Martin Ondreját, Czech Academy of Sciences TBC
11.05 - 11.45 Annika Lang, Chalmers University of Technology & University of Gothenburg TBC
11.45 - 12.25 Chengcheng Ling, University of Augsburg TBC
12.25 - 14.00 Lunch
14.00 - 14.40 Hannelore Lisei, Babes-Bolyai University, Cluj-Napoca TBC
14.40 - 15.20 Zdzislaw Brzezniak, University of York TBC
15.20 - 15.50 Refreshments
15.50 - 16.30 Hakima Bessaih, Florida International University TBC
16.30 - 17.30 Terry Lyons, University of Oxford TBC
19.00 Workshop Dinner, The Scholar Pollock Estate, 18 Holyrood Park Rd, Edinburgh EH16 5AY
FRIDAY 11 APRIL 2025
09.15 - 09.55 Yueh-Sheng Hsu, TU Wien TBC
09.55 - 10.25 Refreshments
10.25 - 11.05 Stefanie Sonner, Radboud University TBC
11.05 - 11.45 Eric Hall, University of Dundee TBC
11.45 - 12.25 David Siska, University of Edinburgh Entropy annealing for policy mirror descent in continuous time and space
12.25 Lunch and End of Workshop

Sponsors and Funders:

  • German