Organisers:
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Charles-Edouard Bréhier, CNRS & Université Lyon 1
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Evelyn Buckwar, Linz University
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Erika Hausenblas, Loeben University
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Ray Kawai, Tokyo University
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Gabriel Lord, Radboud University
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Mikhail Tretyakov, Nottingham University
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Kostas Zygalakis, University of Edinburgh
All seminars will be chaired by:
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Evelyn Buckwar, Linz University
Past Events:
Charles-Edouard Bréhier, Claude Bernard Lyon
Analysis of splitting schemes for the stochastic Allen-Cahn equation
Erika Hausenblas, Montanuniversitaet Leoben
Stochastic Activator-Inhibitor models and its Numerical Modelling
Conall Kelly, University College Cork
A hybrid, adaptive numerical method for the Cox-Ingersoll-Ross model
Monika Eisenmann, Lund University
Sub-linear convergence of stochastic optimization methods in Hilbert space
Abdul Lateef Haji-Ali, Heriot Watt University
Sub-sampling and other considerations for efficient risk estimation in large portfolios
David Cohen, Umeå University
Drift-preserving schemes for stochastic Hamiltonian and Poisson systems
Konstantinos Dareiotis, University of Leeds
Approximation of stochastic equations with irregular drifts
This seminar was NOT recorded
Gabriel Lord, Radboud University
Numerics and SDE a model for the stochastically forced vorticity equation
Andrew Stuart, Caltech
Inverse Problems Without Adjoints
Marco Iglesias, University of Nottingham
Ensemble Kalman Inversion: from subsurface environments to composite materials
Svetlana Dubinkina, Vrije Universiteit Amsterdam
Shadowing approach to data assimilation
Ray Kawai, University of Tokyo
Stochastic approximation in adaptive Monte Carlo variance reduction
This seminar was NOT recorded
Denis Talay, Inria and Ecole Polytechnique
Probability distributions of first hitting times of solutions to SDEs w.r.t. the Hurst parameter of the driving fractional Brownian noise: A sensitivity analysis
Kody Law,, University of Manchester
Bayesian Static Parameter Estimation using Multilevel and multi-index Monte Carlo
Akash Sharma & Michael Tretyakov, University of Nottingham
Computing ergodic limits of reflected diffusions and sampling from distributions with compact support
Evelyn Buckwar, Johannes Kepler University
A couple of ideas on splitting methods for SDEs
Georg Gottwald, The University of Sydney
Simulation of non-Lipschitz stochastic differential equations driven by α-stable noise: a method based on deterministic homogenisation
Andreas Prohl, Tübingen
Numerical methods for stochastic Navier-Stokes equations
Marta Sanz-Sole, Barcelona
Global existence for stochastic waves with super-linear coefficients
Mireille Bossy, INRIA
SDEs with boundaries, modelling particle dynamics in turbulent flow
Sonja Cox, University of Amsterdam
Efficient simulation of generalized Whittle-Mat'ern fields
Raphael Kruse, Halle-Wittenberg
On the BDF2-Maruyama method for stochastic evolution equations
Adrien Laurent, University of Geneva
Order conditions for sampling the invariant measure of ergodic stochastic differential equations in R^d and on manifolds
Chuchu Chen, Chinese Academy of Sciences
Probabilistic superiority of stochastic symplectic methods via large deviations principle
This seminar was NOT recorded
Kostas Zygalakis, University of Edinburgh
Explicit stabilised Runge-Kutta methods and their application to Bayesian inverse problems
Xuerong Mao, Strathclyde
The Truncated Euler-Maruyama Method for Stochastic Differential Delay Equations
21 Jun 2021
Laura Scarbosio, Radboud University
Shape uncertainty quantification for non-smooth quantities of interest
23 Jun 2021
Annika Lang, Chalmers University
07 Jul 2021
Gabriel Stoltz, Ecole des Ponts
19 Jan 2022
Annie Millet, University Paris 1 FP2M Fedreration (CNRS FR 2036) and LPSM *UMR 8001)
Space-time discretization schemes for the 2D Navier Stokes equations with additive noise
02 Feb 2022
Lukasz Szpruch, University of Edinburgh / Alan Turing Institute
From the theory of (stochastic) control to deep learning and back
16 Feb 2022
Sebastian Reich, University of Potsdam
Frequentist perspective on robust parameter estimation using the ensemble Kalman filter
02 Mar 2022
Kristin Kirchner, TU Delft
When are linear predictions of random fields using wrong mean and covariance functions asymptotically optimal?
This seminar was NOT recorded
16 Mar 2022
Alain Durmus, ENS Paris-Saclay
On the geometric convergence for MALA under verifiable conditions
30 Mar 2022
Gilles Vilmart, Université de Genève