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.