Bringing together researchers from a range of disciplines studying stochastic numerics to discuss progress, trends and challenges, this workshop will explore:
- geometric integrators for SDEs including constraint dynamics and SDEs on manifolds
- numerical methods for SPDEs
- approximation of mean-field SDEs
- deep learning and stochastic numerics
- numerical methods for non-Markovian SDEs
- algebraic structures in stochastic differential equations
The workshop is in the memory of G N Milstein in celebration of his pioneering contributions to stochastic numerics.
Invited Speakers
• Dimitra Antonopoulou University of Athens
• Lubomir Banas Universitat Bielefeld
• Christian Bayer WIAS,
• Denis Belomestny Duisburg-Essen University
• Mireille Bossy INRIA
• Nawaf Bou-Rabee Rutgers
• Charles-Edouard Bréhier Université de Pau et des Pays de l’Adour
• Evelyn Buckwar Johannes Kepler University
• Dan Crisan Imperial College London
• Andreas Eberle Universitat Bonn
• James Foster University of Bath
• Máté Gerencsér TU Wien
• Emmanuel Gobet CMAP
• Monika Eisenmann Lund University
• Kristin Kirchner TU Delft
• Benedict Leimkuhler University of Edinburgh
• Maud Lemercier University of Oxford
• Chengcheng Ling Augsburg University
• Gabriel Lord Radboud University
• Pierre Monmarché Sorbonne
• Cornelis Oosterlee Utrecht University
• Michela Ottobre Heriot-Watt University
• Andreas Prohl Tuebingen University
• Goncalo dos Reis University of Edinburgh
• Denis Talay École Polytechnique
• Irene Tubikanec Johannes Kepler University
• Gilles Vilmart Université de Genève
• Yue Wu University of Strathclyde
Full details regarding the workshop can be found on this website. This workshop will take place at the University of Nottingham.
