School 2: December 5-9, 2016

Numerics for Stochastic Partial Differential Equations and their Applications

Location: Science Park 2, 4th Floor, Room 416

Mon, December 5
08:00–08:50Registration
08:50–09:00Opening
09:00–09:50Gabriel Lord
Numerical analysis for SDEs and SPDEs
Slides (PDF-File, 2.3MB)
09:50–10:00Break
10:00–10:50Gabriel Lord
Numerical analysis for SDEs and SPDEs
10:50–11:15Coffee Break
11:15–12:05Mireille Bossy
Stochastic numerical methods for turbulence
Slides (PDF-File, 9.5MB)
12:05–14:00Lunch
14:00–14:50Gabriel Lord
Numerical analysis for SDEs and SPDEs
14:50–15:00Break
15:00–15:50Gabriel Lord
Numerical analysis for SDEs and SPDEs
15:50–16:15Coffee Break
16:15–16:40Tomasz Kosmala
Talk 1: Variational Solutions to SPDEs Driven by Cylindrical Lévy Noise
16:40–16:50Break
16:50–17:15Ananta Kumar Majee
Talk 2: Rate of convergence of a semi-discrete finite volume scheme for stochastic balance laws driven by Lévy noise
Tue, December 6
09:00–09:50Stig Larsson
Numerical methods for SPDEs
Slides (PDF-File, 893KB)
09:50–10:00Break
10:00–10:50Stig Larsson
Numerical methods for SPDEs
10:50–11:15Coffee Break
11:15–12:05Mireille Bossy
Stochastic numerical methods for turbulence
12:05–14:00Lunch
14:00–14:50Stig Larsson
Numerical methods for SPDEs
14:50–15:00Break
15:00–15:50Stig Larsson
Numerical methods for SPDEs
15:50–16:50Coffee & Poster Session
16:50–17:15Gaurav Dhariwal
Talk 3: Navier-Stokes equations with constrained L2 energy of the solution
Wed, December 7
09:00–09:50Mireille Bossy
Stochastic numerical methods for turbulence
09:50–10:00Break
10:00–10:50Mireille Bossy
Stochastic numerical methods for turbulence
10:50–11:15Coffee Break
11:15–12:05Jacques Printems
Numerics of dispersive Equations
12:05–14:00Lunch
14:00–14:50Andreas Prohl
Stochastic Ferromagnetism
14:50–15:00Break
15:00–15:50Andreas Prohl
Stochastic Ferromagnetism
15:50–16:15Coffee Break
16:15–16:40Andreas Thalhammer
Talk 4: Mean-square stability analysis of SPDE approximations: Part 1
16:40–16:50Break
16:50–17:15Andreas Petersson
Talk 5: Mean-square stability analysis of SPDE approximations: Part 2
Thu, December 8
09:00–09:50Tony Lelievre
SDEs in large dimension and numerical methodes
Slides (PDF-File, 3.8MB)
09:50–10:00Break
10:00–10:50Tony Lelievre
SDEs in large dimension and numerical methodes
Slides (PDF-File, 3.5MB)
10:50–11:15Coffee Break
11:15–12:05Jacques Printems
Numerics of dispersive Equations
12:05–14:00Lunch
14:00–14:50Andreas Prohl
Landau-Lipschitz Equation: Analysis and Numerics
14:50–15:00Break
15:00–15:50Andreas Prohl
Stochastic Landau-Lipschitz Equation: Analysis and Numerics
15:50–16:15Coffee Break
16:15–16:40Lassaad Michiri
Talk 6: Practical stability for a class of stochastic partial differential equations
16:40–16:50Break
16:50–17:15Neelima Neelima
Talk 7: Higher order moment estimates for SPDEs and a generalization of existence of solutions to SPDEs under local monotonicity
Fri, December 9
09:00–09:50Tony Lelievre
SDEs in large dimension and numerical methodes II
09:50–10:00Break
10:00–10:50Tony Lelievre
SDEs in large dimension and numerical methodes III
10:50–11:15Coffee Break
11:15–12:05Jacques Printems
Numerics of dispersive Equations
12:05–12:15Break
12:15–13:05Jacques Printems
Numerics of dispersive Equations
13:05Closing

Download the book of abstracts [pdf].