Stochastic Partial Differential Equations
| Created: | 2010-01-07 08:36 |
|---|---|
| Institution: | Isaac Newton Institute for Mathematical Sciences |
| Editors' group: | SMS Editors group for the Newton Institute |
| Description: | Stochastic Partial Differential Equations are used to model many physical systems subjected to the influence of internal, external or environmental noise. They also arise when considering deterministic models from random initial conditions, or as tractable approximations to complex deterministic systems. In many cases the presence of noise leads to new phenomena with many recent examples in the physical sciences, biology and financial modelling.
www.newton.ac.uk/programmes/SPD/ |
Media items
This collection contains 168 media items.
Media items
A backward particle interpretation of Feynman-Kac formulae with applications to filtering and smoothing problems
604 views
Del Moral, P (Bordeaux)
Tuesday 15 June 2010, 09:00-09:50
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Wed 16 Jun 2010
A change of variable formula with It\^o correction term
208 views
Swanson, J (Central Florida)
Monday 24 May 2010, 11:30-12:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Thu 27 May 2010
A class of stochastic partial differential equations driven by a fractional noise
437 views
Sanz-Sole, M (Barcelona)
Thursday 13 May 2010, 14:00-15:00
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Wed 19 May 2010
A large deviation principle for stochastic waves
430 views
Sanz Sole, M (Barcelona)
Wednesday 06 January 2010, 11:30-12:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 11 Jan 2010
A stochastic Burgers equation: Bringing together chaos expansion, embedding theorems, and Catalan numbers
561 views
Lototsky, S (Southern California)
Wednesday 06 January 2010, 14:00-15:00
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 11 Jan 2010
Accelerated numerical schemes for deterministic and stochastic partial differential equations
357 views
Gyongy, I (Edinburgh)
Monday 28 June 2010, 10.00-10.50
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 2 Jul 2010
Accelerated numerical schemes for stochastic partial differential equations
75 views
Gyongy, I (University of Edinburgh)
Monday 10 September 2012, 11:10-12:00
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Sat 15 Sep 2012
An entropic functional on families of random variables from theoretical biology
295 views
Zambotti, L (Paris VI)
Thursday 18 February 2010, 10:15-11:15
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 8 Mar 2010
An SPDE with the laws of Levy processes as its invariant measures
2,323 views
Xie, B (Shinshu)
Friday 18 June 2010, 14:00-15:00
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Thu 24 Jun 2010
Analysis of a model for amorphous surface growth
197 views
Romito, M (Firenze)
Wednesday 31 March 2010, 16:30-17:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 6 Apr 2010
Application of Stein's lemma and Malliavin calculus to the densities and fluctuation exponents of stochastic heat...
4,332 views
Viens, F (Purdue)
Wednesday 06 January 2010, 15:30-16:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 11 Jan 2010
Approximation of quasi-potentials and exit problems for multidimensional RDE's with noise
1,074 views
Cerrai, S (Maryland)
Tuesday 05 January 2010, 14:00-15:00
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 8 Jan 2010
Asymptotic results for a class of stochastic RDEs with fast transport term and noise acting on the boundary
279 views
Cerrai, S (Maryland)
Tuesday 29 June 2010, 09.20-10.10
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 5 Jul 2010
Attractors for SPDE driven by an FBM and nontrival multiplicative noise
43 views
Schmalfuß, B (Friedrich-Schiller-Universität Jena)
Wednesday 12 September 2012, 16:50-17:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 18 Sep 2012
Brascamp-Lieb inequality and Wiener integrals for centred Bessel processes
226 views
Funaki, T (Tokyo)
Tuesday 23 February 2010, 11:00-12:00
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 8 Mar 2010
Burgers Equation with Affine Noise: Stability and Dynamics
689 views
Mohammed, S (Southern Illinois)
Friday 08 January 2010, 15:30-16:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 12 Jan 2010
BV functions in a Gelfand triple and the stochastic reflection problem on a convex set
65 views
Zhu, X
Thursday 13 September 2012, 14:40-15:10
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Wed 19 Sep 2012
Central limit theorems for additive functionals of stable processes
219 views
Peszat, S (Polish Academy of Sciences)
Thursday 04 February 2010, 11:30-12:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 9 Feb 2010
Characterization of the support in Hölder norm of a wave equation in dimension three
41 views
Sanz-Solé, M (Universitat de Barcelona)
Thursday 13 September 2012, 16:50-17:30
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Wed 19 Sep 2012
Completeness and semiflows for stochastic differential equations with monotone drift
54 views
Scheutzow, M (Technische Universität Berlin)
Thursday 13 September 2012, 16:00-16:50
Collection: Stochastic Partial Differential Equations
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Wed 19 Sep 2012