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


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.


Evelyn Buckwar, Heriot-Watt University, Edinburgh
Barbara Gentz, University of Bielefeld
Erika Hausenblas, Montanuniversität Leoben

Webpage and pictures at the MFO


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

Rachel Kuske, University of British Columbia, Vancouver, BC

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

Zdzislaw Brzezniak, University of York, Heslington, York


Evelyn Buckwar, Heriot-Watt University, Edinburgh
Stochastic functional differential equations

Barbara Gentz, University of Bielefeld
Hunting French ducks in a noisy environment