SPDE Conference Agenda
AGENDA
Conference on Stochastic Partial Differential Equations
March 3, 2003 - March 7, 2003
Organizers:
Weinan E - IAS/CMI/Princeton University
Yakov Sinai - Princeton University
Thomas Spencer - Institute for Advanced Study
This conference is being organized with The Clay Mathematics Institute.
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The Conference will be held in the Math Seminar Room in Simonyi Hall.
Messages for workshop guests may be left by calling (609) 734-8100 and will be placed on the bulletin board in the lobby of Simonyi Hall.
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MONDAY, March 3
09:00 - Opening Remarks (Tom Spencer)
09:30 - 10:30 Gerard Ben Arous (Courant), Anomalous diffusion and multiscale homogeneisation
10:30 - 11:00 BREAK (IAS Dining Hall)
11:00 - 12:00 Etienne Pardoux (Univ de Provence), Homogenization and SPDEs
12:00 - 12:30 Carl Mueller (Rochester), A Feynman-Kac approach to the wave equation with multiplicative noise
12:30 - 02:00 LUNCH (IAS Dining Hall)
02:00 - 03:00 Takis Souganidis (Texas at Austin), Fully nonlinear stochastic pde: theory and applications
03:00 - 03:30 Tea Break (Fuld Hall Common Room)
03:30 - 04:30 Jonathan Mattingly (IAS), 2D stochastic Navier Stokes equations
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TUESDAY, March 4
09:30 - 10:30 Andrew Majda (Courant), Novel applications and new theoretical issues for equilibrium statistical mechanics for geophysical flows
10:30 - 11:00 BREAK (IAS Dining Hall)
11:00 - 12:00 Rene Carmona (Princeton), Applications of the Malliavin calculus to the analysis of stochastic partial differential equations
12:00 - 12:30 Markos Katsoulakis (Massachusetts), Coarse-grained stochastic processes and Monte Carlo simulations in lattice systems
12:30 - 02:00 LUNCH (IAS Dining Hall)
02:00 - 03:00 >Anders Szepessy (KTH), Adaptive methods for stochastic differential equations
03:00 - 03:30 Tea Break (Fuld Hall Common Room)
03:30 - 04:30 Jean-Pierre Fouque (NC State), Averaging, time scales and entropy condition in finance
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WEDNESDAY, March 5
09:30 - 10:30 Horng-Tzer Yau (IAS), Diffusion of random Schradinger equation in a scaling limit
10:30 - 11:00 BREAK (IAS Dining Hall)
11:00 - 12:00 Joel Lebowitz (Rutgers), Density fluctuations and large deviations in infinite particle systems: some results, many questions
12:00 - 12:30 Bernard Derrida (Ecole Normale Superieure), Microscopic models of traveling waves
12:30 - 02:00 LUNCH (IAS Dining Hall)
02:00 - 03:00 S. R. S. Varadhan (Courant), Large deviations of random walks and diffusions in random environments
03:00 - 03:30 Tea Break (Fuld Hall Common Room)
03:30 - 04:30 Herbert Spohn (Technische Universitat Munchen),The scaling limit for the two-point function of the stationary noisy Burgers equation.
6:00 -Buffet Dinner (Dilworth Room, Dining Hall *Reservations and payment required by February 21, 2003)
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THURSDAY, March 6
09:30 - 10:30 Guiseppe Da Prato (Scuola Normale Superiore di Pisa), The Kolmogorov equation of the stochastic Navier—Stokes equations in $3D$/p>
10:30 - 11:00 BREAK (IAS Dining Hall)
11:00 - 12:00 Boris Rozovskii (Southern California), On turbulent stochastic Navier-Stokes equations
12:00 - 12:30 Albert Fannjiang (California, Davis), Invariance principle for inertial scale behavior of passive scalar field
12:30 - 02:00 LUNCH (IAS Dining Hall)
02:00 - 03:00 Yves Le Jan (Univ Paris SUD), Flows, coalescence, noise
03:00 - 03:30 Tea Break (Fuld Hall Common Room)