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Stochastic Partial Differential Equations: May 16 – 20, 2016

Organized by Martin Hairer

Attendee ListTalk Schedule Videos

Stochastic partial differential equations allow to describe phenomena that vary in both space and time and are subject to random influences. They arise naturally in a variety of contexts, including the description of the large-scale behaviour of random systems in statistical mechanics, the modelling of forward interest rates, the description of climate models, the modelling of turbulence, the propagation of signals in optical fibers, etc. The mathematical analysis of SPDEs draws on tools from analysis, PDE theory, stochastic analysis, probability theory, ergodic theory, and more recently also various aspects of quantum field theory. In the last few years, there has been an explosion of activity in the area, leading to the development of several theories allowing to give consistent notions of “solution” to many SPDEs that were previously considered to be nonsensical.

The purpose of this workshop is to bring together several subcommunities working on different aspects of SPDEs. One particular emphasis is to explore the application of the newly developed tools for the analysis of very singular SPDEs to classical questions of ergodicity, estimation of Lyapunov exponents, intermittency, characterization of scaling limits for particle systems, etc.

 

Talk Schedule


Time Title Speaker Location
10:30am  Coffee Break N/A SCGP Cafe
 11:00am A drunk walk in a drunk world Ivan Corwin SCGP 102
 12:00am Lunch N/A SCGP Cafe
 2:00pm Large deviations for the 2D Navier-Stokes equation perturbed by rough noise Sandra Cerral SCGP 102
 3:30pm Tea Time N/A SCGP Lobby
 4:00pm  Burgers equation with random forcing Yuri Bakhtin SCGP 102


Time Title Speaker Location
 9:00am Unbounded rough drivers Ismael Bailleul SCGP 102
 10:00am  Coffee Break N/A SCGP Cafe
 10:30am  An Analytic BPHZ Theorem for Regularity Structure Ajay Chandra SCGP 102
11:30am Lunch N/A SCGP Cafe
 1:00pm Random loops Martin Hairer SCGP 102
 2:15pm Homogenization of stochastic models in porous media. Hakima Bessaih SCGP 102
 3:30pm  Tea Time N/A SCGP Lobby
 4:00pm On Distribution Free Skorokhod-Malliavin Calculus Boris Rozovsky SCGP 102


Time Title Speaker Location
 9:00am Malliavin Calculus for Regularity Structures: the case of gPAM Giuseppe Cannizzaro SCGP 102
 10:00am  Coffee Break N/A SCGP Cafe
10:45am  Hitting questions and multiple points for stochastic PDE in the critical case Carl Mueller SCGP 102
 11:45am Support Theorem for the (generalized) parabolic Anderson model Peter Friz SCGP 102
 12:45am  Lunch N/A SCGP Cafe
 2:15pm Homogenization of a parabolic PDE with singular random noise Etienne Pardoux SCGP 102
 3:30pm  Tea Time N/A SCGP Lobby
4:00pm Gaussian fields in stochastic homogenization James Nolen SCGP 102


Time Title Speaker Location
9:00am Davar Khoshnevisan SCGP 102
 10:00am  Coffee Break N/A SCGP Cafe
10:30am  Discretizations of rough stochastic PDEs Konstantin Matetski SCGP 102
11:30am Short Break N/A SCGP 102
 11:45am A martingale problem for the KPZ equation Nicolas Perkowski SCGP 102
 12:45am  Lunch N/A SCGP Cafe
 2:15pm Densities for solutions of stochastic PDEs Marco Romito SCGP 102
 3:30pm  Tea Time N/A SCGP Lobby
 4:0pm On the boundary of the support of super-Brownian motion Leonid Mytnik SCGP 102


Time Title Speaker Location
 10:15am  Coffee Break N/A SCGP Cafe
10:45am An Eyring–Kramers law for the stochastic Allen–Cahn equation in dimension two Hendrik Weber SCGP 102
11:45am  Some convergence results for KPZ and stochastic quantization equations Hao Shen SCGP 102
12:45am  Lunch N/A SCGP Cafe
 3:30pm  Tea Time N/A SCGP Lobby

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