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Schedule

All lectures to be held in Room MS.03, Zeeman Building

Monday 11th June (MiR@W)

09.00-09:30 Registration in Room B1.37
09.30-10:15 E. Suli (Oxford) Greedy approximation of high-dimensional Ornstein-Uhlenbeck operators
10.20-11:00 Coffee in the Mathematics Institute Common Room
11.00-11:45 D. Vvedensky (Imperial) Title TBC
11.50-12:35 F. Kuo (Sydney) Liberating the dimension - quasi Monte Carlo methods for high dimensional integration
12.40-14:00 Lunch in the Mathematics Institute Common Room
14.00-14:45 R. Ghanem (USC) Focus on objectives resolves the curse of dimensionality
14.50-15:15 C. Gittelson (Purdue) Multilevel and/or high-order stochastic Galerkin approximation
15.20-15:45 E. Ullmann (Bath) Multilevel Monte Carlo methods for groundwater flow problems in random media
15.50-16:30 Tea in the Mathematics Institute Common Room
16:30-17:10 M. Mascagni (Florida State) Novel stochastic methods in biochemical electrostatics

Tuesday 12th June

09.30-10:15 A. Debussche (ENS-Cachan) Theoretical and numerical aspects of the nonlinear Schrodinger equation with white noise dispersion
10.20-11:00 Coffee in the Mathematics Institute Common Room
11.00-11:25 R. Scheichl (Bath) Randomising the time horizon in multilevel MC simulations of Levy processes
11:30-11:55 K. Law (Warwick) Accurate filtering of the Navier-Stokes equation
12:00-12:25 A. Bespalov (Manchester) Stochastic Galerkin finite element methods for saddle point problems with random data
12.30-14:00 Lunch in the Mathematics Institute Common Room
14.00-14:45 D. Crisan (Imperial) Particle methods for stochastic partial differential equations
14.50-15:15 E. Buckwar (Johannes Kepler University Linz) Stability issues for numerical methods for SDEs
15.20-15:45 O. Lakkis (Sussex) Maximum-norm strong approximation rates for noisy reaction-diffusion equations
15.50-16:30 Tea in the Mathematics Institute Common Room
16:30-17:10 M. Hairer (Warwick) Approximations to stochastic PDEs of Burgers type