Scientific Organisers:
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Lubomir Banas, Bielefeld University
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Istvan Gyongy, University of Edinburgh
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Erika Hausenblas, University of Leoben
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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.
Resources
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 | On the focusing stochastic NLS equation: critical and inter-critical nonlinearities | |
| 10.50 - 11.30 | Evelyn Bukwar, Johannes Kepler University Linz | TBC | |
| 11.30 - 12.10 | Joern Wichmann, Monash University | Reaching the equilibrium: Long-term stable numerical schemes for SPDEs | |
| 12.10 - 14.00 | Lunch | ||
| 14.00 - 14.40 | Avi Mayorcas, University of Bath | Forward-Backward SDEs and Neural Networks in Heterogeneous Household Wealth Models | |
| 14.40 - 15.20 | Martin Ondreját, Czech Academy of Sciences | TBC | |
| 15.20 - 15.50 | Refreshments | ||
| 15.50 - 16.30 | Huyen Pham, Ecole Polytechnique | Actor-Critic learning for mean-field control in continuous time | |
| 16.30 - 18.00 | Welcome Drinks Reception | ||
| TUESDAY 8 APRIL 2025 | |||
| 09.15 - 09.55 | Nicolai Krylov, University of Minnesota | Once again on de Moivre--Laplace CLT | |
| 09.55 - 10.25 | Refreshments | ||
| 10.25 - 11.05 | Mariya Ptashnyk, Heriot-Watt University | Strong convergence of a splitting method for the stochastic complex Ginzburg-Landau equation | |
| 11.05 - 11.45 | Günther Grün, Friedrich-Alexander-Universität Erlangen-Nürnberg | On semi-discrete finite-element schemes for energy-dissipating solutions to stochastic thin-film equations | |
| 11.45 - 12.25 | Aleksandra Zimmermann, TU Clausthal | Convergence analysis of a finite volume scheme for a stochastic Allen-Cahn problem | |
| 12.25 - 14.00 | Lunch | ||
| 14.00 - 14.40 | David Cohen, Chalmers University of Technology & University of Gothenburg | Analysis of a positivity-preserving splitting scheme for some semi-linear stochastic heat equations | |
| 14.40 - 15.20 | Sizhou Wu, Shanghai University of Finance and Economics | Modern numerical methods for semi-linear partial integro-differential equations using Monte Carlo and neural networks | |
| 15.20 - 15.50 | Refreshments | ||
| 15.50 - 16.30 | Aristide Ngana, University of York | Weak martingale solutions to stochastic Navier-Stokes-Cahn-Hilliard system with transport noise | |
| 16:30-17:10 | Sonja Cox, University of Amsterdam | Weak convergence rates for Galerkin approximations of the stochastic Burger's equation | |
| WEDNESDAY 9 APRIL 2025 | |||
| 09.15 - 09.55 | Stefan Metzger, University of Erlangen–Nuremberg | An augmented SAV scheme for the stochastic Allen-Cahn equation | |
| 09.55 - 10.25 | Refreshments | ||
| 10.25 - 11.05 | Sotirios Sabanis, University of Edinburgh | TBC | |
| 11.05 - 11.45 | Luca Scarpa, Politecnico di Milano | Analysis and simulations of a stochastic phase-field model for tumour growth | |
| 11.45 - 12.25 | Nathan Kutz, University of Washington | SHRED: SHallow REcurrent Decoder for Model Discovery | |
| 12.25 | Lunch and Free Afternoon | ||
| THURSDAY 10 APRIL 2025 | |||
| 09.15 - 09.55 | Michael Tretyakov, University of Nottingham | Well-posedness and approximation of reflected McKean-Vlasov SDEs | |
| 09.55 - 10.25 | Refreshments | ||
| 10.25 - 11.05 | Abhishek Chaudhary, University of Tübingen | An Efficient Discretization to Simulate the Solution of a Linear-Quadratic Stochastic Boundary Control Problem | |
| 11.05 - 11.45 | Annika Lang, Chalmers University of Technology & University of Gothenburg | Simulation of random fields and stochastic partial differential equations on hypersurfaces | |
| 11.45 - 12.25 | Chengcheng Ling, University of Augsburg | Regularization by noise and numerical approximation of stochastic Cahn-Hilliard type equations | |
| 12.25 - 14.00 | Lunch | ||
| 14.00 - 14.40 | Hannelore Lisei, Babes-Bolyai University, Cluj-Napoca | Stochastic Nonlinear Schrödinger Equations: Methods for Approximation and Optimal Control Results | |
| 14.40 - 15.20 | Zdzislaw Brzezniak, University of York | TBC | |
| 15.20 - 15.50 | Refreshments | ||
| 15.50 - 16.30 | Hakima Bessaih, Florida International University | An overview of numerical schemes for stochastic hydrodynamics | |
| 16.30 - 17.30 | Terry Lyons, University of Oxford | The Mathematics of Complex Streamed Data | |
| 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 | Continuum limit of discrete Anderson Hamiltonian in dimensions 2 and 3 | |
| 09.55 - 10.25 | Refreshments | ||
| 10.25 - 11.05 | Stefanie Sonner, Radboud University | Stabilization by boundary noise | |
| 11.05 - 11.45 | Eric Hall, University of Dundee | Persistence and Burn-in in Solar Coronal Magnetic Field Simulations | |
| 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 |
