Amidst the strange vicissitudes of life,'Tis likely, most unlikely things should happen.*
Dynamics of Stochastic Systems
and their Approximation
Miniworkshop, 21–27 August 2011
Mathematisches Forschungsinstitut Oberwolfach
Topics
The aim of this workshop was to bring together specialists in the area of stochastic dynamical systems and stochastic numerical analysis to exchange their ideas about the state of the art of approximations of stochastic dynamics. Here approximations are considered in the analytical sense in terms of deriving reduced dynamical systems, which are less complex, as well as in the numerical sense via appropriate simulation methods. The main theme is concerned with the efficient treatment of stochastic dynamical systems via both approaches assuming that ideas and methods from one ansatz may prove beneficial for the other. A particular goal is to systematically identify open problems and challenges in this area.
Organizers
Evelyn Buckwar, Heriot-Watt University, Edinburgh
Barbara Gentz, University of Bielefeld
Erika Hausenblas, Montanuniversität Leoben
Webpage and pictures at the MFO
Presentations
Stochastic dynamics in the Sciences
Peter Imkeller, Humboldt-Universität zu Berlin
Nils Berglund, Université d'Orléans
Stochastic dynamical systems in neuroscience
Kevin Lin, University of Arizona, Tucson, AZ
Reliable and unreliable behavior in driven oscillator networks
Tony Lelièvre, CERMICS, Ecole des Ponts ParisTech
Stochastic dynamics and numerical methods in molecular dynamics
Numerics for stochastic dynamical systems
Tony Shardlow, University of Manchester
Long time approximation and modified equations for SDEs
Peter Kloeden, Goethe-Universität, Frankfurt am Main
Random attractors under discretization
Andreas Neuenkirch, TU Kaiserslautern
Pathwise approximation of stochastic differential equations
Erika Hausenblas, Montanuniversität Leoben
SPDES driven by Poisson Random Measures and their numerical Approximation
Reduced dynamics
Martin Riedler, Heriot-Watt University, Edinburgh
Approximation of stochastic hybrid systems
Richard Sowers, University of Illinois at Urbana-Champaign, IL
Stochastic partial differential equations
Dirk Blömker, Universität Augsburg
Amplitude equations: Natural slow-fast systems for SPDEs
Anne de Bouard, CMAP, Ecole Polytechnique, Palaiseau
Nonlinear dispersive equations, solitary waves and noise
Sandra Cerrai, University of Maryland, College Park, MD
Fast transport asymptotics for stochastic RDEs with boundary noise
Miscellaneous
Evelyn Buckwar, Heriot-Watt University, Edinburgh
Stochastic functional differential equations
Barbara Gentz, University of Bielefeld
Hunting French ducks in a noisy environment