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Stochastic Methods and Nonlinear PDEs

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Cardiff, 5-7 September 2012

The conference will focus on methods and ideas from stochastic control problems, stochastic games, statistical physics, etc. to investigate deterministic nonlinear PDEs. There will be different sessions.
In one of the sessions, we will consider different classes of nonlinear PDEs and their connection with stochastic control theory. Part of the section will be devoted to show numerical applications which use this connection. We will also highlight ways of solving nonlinear PDEs through suitably defined stochastic games, in particular the recent theory of tug-of-war. We will finally consider stochastic methods and nonlinear PDEs with particular emphasis on hyperbolic PDEs and conservation laws. More details will soon be available. Speakers:

Rainer Buckdahn (Université de Bretagne Occidentale, Brest, France)
Elisabetta Carlini (Sapienza Università di Roma, Italy)
Martin Hairer (University of Warwick, United Kingdom)
Kenneth H. Karlsen (University of Oslo, Norway)
Terry J. Lyons (University of Oxford, United Kingdom)
Mauro Mariani (Université Aix-Marseille III, France )
Mikko Parviainen (University of Jyväskylä, Finland)
Tim Phillips (Cardiff University, United Kingdom)
Julio D. Rossi (Universidad de Alicante, Spain & Universidad de Buenos Aires, Argentina)
Panagiotis E. Souganidis (University of Chicago, United States)
Jiang-Lun Wu (Swansea University, United Kingdom)

All persons who wish to participate are welcome to register here.
Registration closes on 15 August 2012. Deadline postponed: you can register up to 31 August 2012.

Organisers
Laura Caravenna (OxPDE, University of Oxford) - Gui-Qiang Chen (OxPDE, University of Oxford) - Federica Dragoni (Cardiff University)

Sponsored by

LMS Oxford Centre for Nonlinear PDE Cardiff School of Mathematics

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