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

Download the book of abstracts [pdf].