Aims and scope
Stochastic evolution equations are widely used to model systems under the influence of random processes with applications in population genetics, turbulence modelling in fluid mechanics, in porous media theory, and in many other fields. Typically such real-life problems involve strong nonlinearities. In the last years there have been very promising developments for SDE's both in analysis and numerics. We mention new existence results for weak and strong solutions, the Kolmogorov approach, small noise limits and the theory of large deviations.
In particular, numerical concepts which turned out to be powerful in the deterministic case have been transferred to the stochastic world, among these are higher order methods and adaptive methods based on a-posteriori error estimation, stochastic Galerkin as well as multi-scale methods.
The aim of the workshop is to review these recent trends focusing on the constructive and computational aspects. The invited main speakers are leading experts in their fields and will present an overview of their recent research, directed also towards non-specialists and those entering the field.
The workshop is part of the conference program of the DFG-sponsored CRC 701 "Spectral Structures and Topological Methods in Mathematics" at Bielefeld University.