Entrance hall of the ICMS Workshop

MIGSAA graduate course on stochastic pathwise integration and stochastic particle systems

Apr 18, 2016 - Apr 20, 2016

Lecture Theatre 2, Appleton Tower, University of Edinburgh

Organisers

Name Institution
dos Reis, Gonçalo University of Edinburgh
Szpruch, Lukasz University of Edinburgh

We are delighted to host in Edinburgh two renowned researchers: Mireille Bossy (INRIA Sophia Antipolis) and Peter Imkeller (Humboldt-Universität zu Berlin).

Bossy and Imkeller will deliver courses on two exciting strands of mathematics:
 
-on pathwise integration which relates heavily to the recent Fields Medal attributed to Martin Hairer and with strong links to physics and finance.

-on stochastic particle systems and McKean-Vlasov type equations. These equations provide a probabilistic tool to study many nonlinear PDEs  (Burgers Equations, Navier-Stokes Equations) and recently has been proved to be extremely useful in the study of classical solutions of the Master Equations that arise in the theory of  Mean Field Games by J.-M. Lasry and P. Lions.
 
Mireille Bossy, is a world-class researcher in the field of probability and stochastics with strong contributions in Stochastic Particle Systems, Probabilistic methods for fully non-linear PDEs. She has made a very significant contribution to the theory of singular McKean-Vlasov equations that for example arise in Lagrangian approach to Fluid mechanics. Stochastic particles model can model physical particles in fluid dynamics; behavior of interacting agents in economics or social networks, interacting neurons in biology. Therefore, the study of the system and its limiting behavior has strong implications for many fields and is of great importance in the international arena of applied probability, numerical analysis, and statistics.
 
Peter Imkeller is a world-class researcher in the field of probability and stochastics with substantial contributions in Malliavin calculus, Backward Stochastic Differential Equations, Stochastic Partial Differential Equations, meta-stability developments in paleoclimate models and others. More recently he has co-authored with M. Gubinelli (Paris-Dauphine) and N. Perkowski (Humboldt University) an extremely visible work on pathwise integration using tools from both analysis and probability. This work has strong links to Hairer’s regularity structures theory and “para-controlled distributions”.

We would like to acknowledge the generous support of MIGSAA and the  Institute of Mathematics and its Applications (IMA) 

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Arrangements

The course will be held in Lecture Theatre 2, Appleton Tower, University of Edinburgh

Registration is now closed

Programme

Monday 18 April
09.00 - 10.30  Peter Imkeller
11.00 - 12.30  Peter Imkeller
12.30 - 14.00  Lunch
14.00 - 15.30  Mireille Bossy
16.00 - 17.30  Mireille Bossy

Tuesday 19 April
09.00 - 10.30  Mireille Bossy
11.00 - 12.30  Mireille Bossy
12.30 - 14.00  Lunch
14.00 - 15.30  Peter Imkeller
16.00 - 17.30  Peter Imkeller

Wednesday 20 April
09.00 - 10.30  Mireille Bossy
11.00 - 12.30  Mireille Bossy
12.30 - 14.00  Lunch
14.00 - 15.30  Peter Imkeller
16.00 - 17.30  Peter Imkeller