Stochastic Partial Differential Equations
| Created: | 2010-01-07 08:36 |
|---|---|
| Institution: | Isaac Newton Institute for Mathematical Sciences |
| Description: | Stochastic Partial Differential Equations are used to model many physical systems subjected to the influence of internal, external or environmental noise. They also arise when considering deterministic models from random initial conditions, or as tractable approximations to complex deterministic systems. In many cases the presence of noise leads to new phenomena with many recent examples in the physical sciences, biology and financial modelling.
www.newton.ac.uk/programmes/SPD/ |
Media items
This collection contains 135 media items.
Media items
A backward particle interpretation of Feynman-Kac formulae with applications to filtering and smoothing problems
Del Moral, P (Bordeaux)
Tuesday 15 June 2010, 09:00-09:50
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Wed 16 Jun 2010
A change of variable formula with It\^o correction term
Swanson, J (Central Florida)
Monday 24 May 2010, 11:30-12:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Thu 27 May 2010
A class of stochastic partial differential equations driven by a fractional noise
Sanz-Sole, M (Barcelona)
Thursday 13 May 2010, 14:00-15:00
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Wed 19 May 2010
A large deviation principle for stochastic waves
Sanz Sole, M (Barcelona)
Wednesday 06 January 2010, 11:30-12:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 11 Jan 2010
A stochastic Burgers equation: Bringing together chaos expansion, embedding theorems, and Catalan numbers
Lototsky, S (Southern California)
Wednesday 06 January 2010, 14:00-15:00
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 11 Jan 2010
Accelerated numerical schemes for deterministic and stochastic partial differential equations
Gyongy, I (Edinburgh)
Monday 28 June 2010, 10.00-10.50
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 2 Jul 2010
An entropic functional on families of random variables from theoretical biology
Zambotti, L (Paris VI)
Thursday 18 February 2010, 10:15-11:15
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 8 Mar 2010
An SPDE with the laws of Levy processes as its invariant measures
Xie, B (Shinshu)
Friday 18 June 2010, 14:00-15:00
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Thu 24 Jun 2010
Analysis of a model for amorphous surface growth
Romito, M (Firenze)
Wednesday 31 March 2010, 16:30-17:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 6 Apr 2010
Application of Stein's lemma and Malliavin calculus to the densities and fluctuation exponents of stochastic heat...
Viens, F (Purdue)
Wednesday 06 January 2010, 15:30-16:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 11 Jan 2010
Approximation of quasi-potentials and exit problems for multidimensional RDE's with noise
Cerrai, S (Maryland)
Tuesday 05 January 2010, 14:00-15:00
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 8 Jan 2010
Asymptotic results for a class of stochastic RDEs with fast transport term and noise acting on the boundary
Cerrai, S (Maryland)
Tuesday 29 June 2010, 09.20-10.10
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 5 Jul 2010
Brascamp-Lieb inequality and Wiener integrals for centred Bessel processes
Funaki, T (Tokyo)
Tuesday 23 February 2010, 11:00-12:00
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 8 Mar 2010
Burgers Equation with Affine Noise: Stability and Dynamics
Mohammed, S (Southern Illinois)
Friday 08 January 2010, 15:30-16:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 12 Jan 2010
Central limit theorems for additive functionals of stable processes
Peszat, S (Polish Academy of Sciences)
Thursday 04 February 2010, 11:30-12:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 9 Feb 2010
Continuous time random walk and non-linear reaction-transport equations
Fedotov, S (Manchester)
Thursday 21 January 2010, 11:30-12:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 9 Feb 2010
Discretising Burgers' SPDE with Small Noise/Viscosity
Voss, J (Leeds)
Friday 02 July 2010, 14:10-15.00
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 6 Jul 2010
Domain identification for analytic Ornstein-Uhlenbeck operators
van Neerven, J (Delft University of Technology)
Thursday 14 January 2010, 16:30-17:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 18 Jan 2010
Dynamics of SPDE
Schmalfuß, B (Paderborn)
Tuesday 05 January 2010, 15:30-16:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 8 Jan 2010
Elliptic equations for measures and lower bounds for densities
Bogochev, V (Moscow)
Thursday 10 June 2010, 11:30-12:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Wed 16 Jun 2010
