Numerical Modelling of Nonlinear Stochastic Systems

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Numerical Modelling of Nonlinear Stochastic Systems

 07 - 11 Apr 2025

ICMS, Bayes Centre, Edinburgh

Scientific Organisers:

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

About:

The workshop brought 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 aimed 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
Registrations and Refreshments
Welcome and Housekeeping
Annie Millet, Université Paris 1 Panthéon Sorbonne On the focusing stochastic NLS equation: critical and inter-critical nonlinearities
Joern Wichmann, Monash University Reaching the equilibrium: Long-term stable numerical schemes for SPDEs
Avi Mayorcas, University of Bath Forward-Backward SDEs and Neural Networks in Heterogeneous Household Wealth Models
Lunch
Martin Ondreját, Czech Academy of Sciences Enriching Operators & Stochastic Total Variation Flows
Refreshments
Huyen Pham, Ecole Polytechnique Actor-Critic learning for mean-field control in continuous time
Welcome Drinks Reception
TUESDAY 8 APRIL 2025
Nicolai Krylov, University of Minnesota Once again on de Moivre--Laplace CLT
Refreshments
Mariya Ptashnyk, Heriot-Watt University Strong convergence of a splitting method for the stochastic complex Ginzburg-Landau equation
Günther Grün, Friedrich-Alexander-Universität Erlangen-Nürnberg On semi-discrete finite-element schemes for energy-dissipating solutions to stochastic thin-film equations
Aleksandra Zimmermann, TU Clausthal Convergence analysis of a finite volume scheme for a stochastic Allen-Cahn problem
Lunch
David Cohen, Chalmers University of Technology & University of Gothenburg Analysis of a positivity-preserving splitting scheme for some semi-linear stochastic heat equations
Sizhou Wu, Shanghai University of Finance and Economics Modern numerical methods for semi-linear partial integro-differential equations using Monte Carlo and neural networks
Refreshments
Aristide Ngana, University of York Weak martingale solutions to stochastic Navier-Stokes-Cahn-Hilliard system with transport noise
Sonja Cox, University of Amsterdam Weak convergence rates for Galerkin approximations of the stochastic Burger's equation
WEDNESDAY 9 APRIL 2025
Stefan Metzger, University of Erlangen–Nuremberg An augmented SAV scheme for the stochastic Allen-Cahn equation
Refreshments
Sotirios Sabanis, University of Edinburgh Langevin-based algorithms: semi-convexity and discontinuous gradients
Luca Scarpa, Politecnico di Milano Analysis and simulations of a stochastic phase-field model for tumour growth
Nathan Kutz, University of Washington SHRED: SHallow REcurrent Decoder for Model Discovery
Lunch and Free Afternoon
THURSDAY 10 APRIL 2025
Michael Tretyakov, University of Nottingham Well-posedness and approximation of reflected McKean-Vlasov SDEs
Refreshments
Abhishek Chaudhary, University of Tübingen An Efficient Discretization to Simulate the Solution of a Linear-Quadratic Stochastic Boundary Control Problem
Annika Lang, Chalmers University of Technology & University of Gothenburg Simulation of random fields and stochastic partial differential equations on hypersurfaces
Chengcheng Ling, University of Augsburg Regularization by noise and numerical approximation of stochastic Cahn-Hilliard type equations
Lunch
Hannelore Lisei, Babes-Bolyai University, Cluj-Napoca Stochastic Nonlinear Schrödinger Equations: Methods for Approximation and Optimal Control Results
Zdzislaw Brzezniak, University of York Weak solutions of Navier-Stokes Equation with purely discontinuous L\'evy Noise
Refreshments
Hakima Bessaih, Florida International University An overview of numerical schemes for stochastic hydrodynamics
Terry Lyons, University of Oxford The Mathematics of Complex Streamed Data
Workshop Dinner, The Scholar Pollock Estate, 18 Holyrood Park Rd, Edinburgh EH16 5AY
FRIDAY 11 APRIL 2025
Yueh-Sheng Hsu, TU Wien Continuum limit of discrete Anderson Hamiltonian in dimensions 2 and 3
Refreshments
Stefanie Sonner, Radboud University Stabilization by boundary noise
Eric Hall, University of Dundee Persistence and Burn-in in Solar Coronal Magnetic Field Simulations
David Siska, University of Edinburgh Entropy annealing for policy mirror descent in continuous time and space
Lunch and End of Workshop

Sponsors and Funders:

  • German