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Evelyn Buckwar, Heriot-Watt University
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Gabriel Lord, Heriot-Watt University
About:
In this meeting the organisers brought together researchers focusing on the analysis of stochastic partial differential equations (SPDEs), those concentrating on the applications and researchers designing and analysing numerical schemes for SPDEs. Such a three-way interaction was key to designing efficient and accurate numerical schemes as well as a good understanding of the physical processes and can assist and open new avenues in the mathematical analysis.
Speakers
Zdzislaw Brzezniak, University of York - On Stochastic PDEs and Ferromagnetism
Istvan Gyongy, University of Edinburgh - Accelerated Finite Difference Schemes
Erika Hausenblas, University of Salzburg - The Numerical Approximation of the Stochastic Wave equation
Patrick Jenny, ETH Zürich - Stochastic Modelling of No-Equilibrium Multi-Phase Flow to Link Pore Scale Dynamics with Darcy Scale Behaviour
Arnulf Jentzen, Johann Wolfgang Goethe-University - Higher Order Numerical Approximation of Stochastic Partial Differential Equations - a Taylor Expansion Approach
Nicolai Krylov, University of Minnesota - On the It^o and It^o-Wentzell Formulas in the Theory of SPDEs
Rachel Kuske, University of British Columbia - Competition of Different Noise Sources in Delay Dynamics
Omar Lakkis, University of Sussex - Computations and Stochastic Diffuse-Interface Models
Wolfgang Nowak, Institut für Wasserbau - Challenges and Demands from the Application Side of Stochastic Modelling
Rob Scheichl, University of Bath - Computational challenges in Uncertainty Quantification
Tony Shardlaw, University of Manchester - Pathwise Error Bounds for Exponential Integrator Scheme