Workshop 4: December 12-16, 2016
Numerics for Stochastic Partial Differential Equations and their Applications
Location: Science Park 2, 4th Floor, Room 416
Mon, December 12 | |
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08:00–08:50 | Registration |
08:50–09:00 | Opening |
09:00–09:50 | Nizar Touzi Branching particles representation for nonlinear PDEs Slides (PDF-File, 652KB) |
09:50–10:40 | Dan Crisan Particle representations for SPDEs with boundary conditions |
10:40–11:00 | Coffee Break |
11:00–11:50 | Arnulf Jentzen Numerical approximations for nonlinear stochastic partial differential equations Slides (PDF-File, 585KB) |
11:50–12:40 | François Alouges Homogenization of ferromagnetic materials |
12:40–14:30 | Lunch |
14:30–15:20 | Bjorn Birnir Rough solutions of the Stochastic Navier-Stokes Equation Slides (PDF-File, 480KB) |
15:20–16:10 | Pani W. Fernando Nonlinear filtering with correlated Lévy noise characterized by copula |
16:10–17:00 | Poster Session & Reception |
Tue, December 13 | |
09:00–09:50 | Wilhelm Stannat Stochastic Nerve Axon Equations Slides (PDF-File, 3.7MB) |
09:50–10:40 | Mihály Kovács Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation |
10:40–11:00 | Coffee Break |
11:00–11:50 | Andreas Pohl The Forward–Backward stochastic heat equation: numerical analysis and simulation |
11:50–12:40 | Josselin Garnier Effective fractional wave equations in random multiscale media Slides (PDF-File, 959KB) |
12:40–14:30 | Lunch |
14:30–15:20 | Denis Talay Sensitivity analyses w.r.t. the noise and the coefficients of stochastic differential equations |
15:20–16:10 | Knut Solna Beam-wave backscattering in random multiscale media |
16:10–17:00 | Ludovic Goudenege Numerical simulations of metastable dynamics in stochastic partial differential equations |
19:00 | Conference Dinner |
Wed, December 14 | |
09:00–09:50 | Noel Walkington Numerical Approximation of Parabolic SPDE's |
09:50–10:40 | Imran Biswas On the hyperbolic conservation laws with noise: continuous dependence and approximations |
10:40–11:00 | Coffee Break |
11:00–11:50 | Istvan Gyongy On localisation errors and fully discretised schemes for stochastic PDEs |
11:50–12:40 | Paul Razafimadimby Time discretization of stochastic Langrangian Averaged Euler equations on non-smooth domain |
12:40–14:30 | Lunch |
14:30–15:20 | Christian Kühn Deterministic Continuation and CERES for Stochastically Forced PDEs |
15:20 | Excursion to advent market (please feel free to make use of the seminar room and the Special Semester offices) |
Thu, December 15 | |
09:00–09:50 | Charles-Edouard Brehier Optimal weak convergence rates for discretization of SPDEs with multiplicative noise |
09:50–10:40 | Gabriel Lord Adaptive timestepping for S(P)DEs to control growth |
10:40–11:00 | Coffee Break |
11:00–11:50 | Julien Vovelle Approximation of stochastic scalar conservation laws by the Finite Volume method |
11:50–12:40 | Jie Liu Order of convergence of splitting schemes for both deterministic and stochastic nonlinear Schrödinger equations Slides (PDF-File, 289KB) |
12:40–14:30 | Lunch |
14:30–15:20 | Lubomir Banas Numerical approximation of the stochastic Cahn-Hilliard equation near the sharp interface limit |
15:20–16:10 | Coffee Break |
16:10–17:00 | Robert Scheichl Multilevel Subset Simulation for Rare Events |
Fri, December 16 | |
09:00–09:50 | Francesco Ragone Simulation of heat waves in climate models using large deviation algorithms |
09:50–10:40 | Li Liang Weak martingale solutions of stochastic Landau–Lifshitz–Gilbert equation coupled with Maxwell’s equation |
10:40–11:00 | Coffee Break |
11:00–11:50 | Utpal Manna Weak Solutions of a Stochastic Landau-Lifshitz-Gilbert Equation Driven by Pure Jump Noise |
11:50 | Closing |
Download the book of abstracts [pdf].