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Program of Events
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Program
NSF/CBMS Regional Conference in the Mathematical Sciences (Supported by NSF)
August 9-13, 2010, Chicago, IL, USA
Principal Lecturer:
Peter E. Kloeden,
University of Frankfurt, Germany
All events will take place in Engineering One Building
Conference Center: Room 106
All lectures/talks: Room 104
Program and Abstracts (PDF)
Prof P. Kloeden's Lecture Notes (PDF)
| Monday, August 9 | Chairman: Jinqiao Duan |
| 9:00 - 9:15 | Registration (Lobby) |
| 9:15 - 9:30 |
Opening of the conference (Room 104)
Ali Cinar, Vice Provost for Research and Dean of the Graduate College, IIT
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| 9:30 - 10:30 | Prof. Kloeden, Lec 1 |
| 10:30 - 11:30 | Coffee Break |
| 11:30 - 12:30 | Prof. Kloeden, Lec 2 |
| 12:30 - 2:00 | Lunch |
| 2:00 - 3:00 |
Panagiotis Souganidis (University of Chicago, USA)
Fully nonlinear stochastic PDE |
| 3:00 - 4:00 |
Tutorial
Introduction to numerical simulations for Stochastic ODEs
Slides (PDF)
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| Tuesday, August 10 | Chairman: Fred J. Hickernell |
| 9:00 - 10:00 | Prof. Kloeden, Lec 3 |
| 10:00 - 10:30 | Coffee Break |
| 10:30 - 11:30 | Prof. Kloeden, Lec 4 |
| 11:30 - 12:30 |
Klaus Ritter (Darmstadt University, Germany)
Complexity Results for S(P)DEs
Slides (PDF)
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| 12:30 - 2:00 | Lunch |
| 2:00 - 3:00 |
Arnulf Jentzen (Bielefeld University, Germany)
On the global Lipschitz assumption in Computational Stochastics
Slides (PDF)
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| 3:00 - 4:00 |
Break down sessions
Topic: General discussion on current research topics, developments and importance of numerical solutions for stochastic processes
Group 1, Room 104, Moderator Klaus Ritter
Group 2, Room 124, Moderator Richard Sowers
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| Wednesday, August 11 | Chairman: Igor Cialenco |
| 9:00 - 10:00 | Prof. Kloeden, Lec 5 |
| 10:00 - 10:30 | Coffee Break |
| 10:30 - 11:30 | Prof. Kloeden, Lec 6 |
| 11:30 - 12:30 |
Anthony Roberts (Adelaide University, Australia)
Different coupling of finite elements discretises SPDEs
Slides (PDF); Movie (AVI),
Web-page
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| 12:30 - 2:00 | Lunch |
| 2:00 - 3:00 |
Salah Mohemmed (Southern Illinois University, USA)
Invariant Manifolds for Stochastic 2-D Navier Stokes Equations
Slides (PDF)
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| 3:00 - 4:00 |
Poster session, E1 Lobby
Chairman: Arnulf Jentzen
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| 5:00 | Banquet
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| Thursday, August 12 | Chairman: Greg Fasshauer |
| 9:00 - 10:00 | Prof. Kloeden, Lec 7 |
| 10:00 - 10:30 | Coffee Break |
| 10:30 - 11:30 | Prof. Kloeden, Lec 8 |
| 11:30 - 12:30 |
Richard Sowers (University of Illinois at Urbana-Champaign, USA)
Stochastic Moving Boundary Value Problems
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| 12:30 - 2:00 | Lunch |
| 2:00 - 3:00 |
Arnulf Jentzen (Bielefeld University, Germany)
Taylor Expansions and Numerical Approximations for
Stochastic Partial Differential Equations
Slides (PDF)
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| 3:00 - 4:00 |
Panel discussion
Moderator: Anthony Roberts
Panelists: Hassan Allouba, Salah Mohemmed, Klaus Ritter, Panagiotis Souganidis, Richard Sowers
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| Friday, August 13 | Chairman: Xiaofan Li |
| 9:00 - 10:00 | Prof. Kloeden, Lec 9 |
| 10:00 - 10:30 | Coffee Break |
| 10:30 - 11:30 | Prof. Kloeden, Lec 10 |
| 11:30 - 12:30 |
Hassan Allouba (Kent State University, USA)
The Brownian-time approach to fourth order PDEs, SPDEs, SIEs, and SFPDEs
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| 12:30 - 2:00 | Lunch |
| 2:00 - 3:00 |
Break down sessions
Topic: Future research directions in Numerical Approximation of Stochastic Processes
Group 1, Room 104, Moderator Peter Kloeden
Group 2, Room 124, Moderator Jinqiao Duan
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