19 T.W. Alexander Drive
P.O. Box 14006
Research Triangle Park, NC 27709-4006
Tel: 919.685.9350
Fax: 919.685.9360
info@samsi.info

2009-10 Program on Stochastic Dynamics

Opening Tutorials & Workshop

August 30 - September 2, 2009

General Information
Application
Schedule

View a List of Registered Participants

General Information

The Opening Workshop for the SAMSI program on Stochastic Dynamics will be held on Sunday-Wednesday, August 30 - September 2, 2009, at the Radisson RTP in Research Triangle Park, NC.

On Sunday, August 30, tutorials will be presented. From Monday to Wednesday, invited speakers will give presentations. There will be a poster session and reception on Monday, August 31. Following the workshop, on Thursday and Friday, the research working groups will have initial meetings at SAMSI.

Invited Presenters: Mark Alber (University of Notre Dame), Anna Amirdjanova (University of Michigan), David Anderson (University of Wisconsin), Peter Baxendale (University of Southern California), Gerard Ben Arous (New York University), David Cai (New York University), Sandra Cerrai (University of Maryland), Lee DeVille (University of Illinois), Tim Elston (University of North Carolina), Alejandro Garcia (San Jose State University), Cindy Greenwood (Arizona State University), Martin Hairer (New York University), Peter Imkeller (Humboldt University, Berlin), Markos Katsoulakis (University of Massachusetts at Amherst), Peter Kotelenez (Case Western University), Rachel Kuske (University of British Columbia), Kevin Lin (University of Arizona), Gabriel Lord (Heriot Watt University), Grant Lythe (University of Leeds), Katie Newhall (Rensselaer Polytechnic Institute), Houman Owhadi (California Institute of Technology), Grigorios Pavliotis (Imperial College, London), Lea Popovic (Concordia University), Mike Reed (Duke University), Gareth Roberts (University of Warwick), Christof Schuette (Free University, Berlin), Andrew Stuart (University of Warwick), Anja Sturm (University of Delaware), Eric Vanden Eijnden (New York University), Mike West (Duke University), Darren Wilkinson (Newcastle University).

Application

Registration is closed. Capacity has been reached.

Please make reservations at the Radisson as soon as possible. The SAMSI room block and rate ($109) is effective until August 14, 2009. After this date, there is no guarantee a room will be available. If you have a change in plans, individual room reservations must be cancelled 72 hours prior to arrival. Check-in is at 3:00 PM; check-out is 12:00 noon.

Schedule

Sunday, August 30, 2009
Radisson RTP

Overview Tutorials

8:00-8:55 a.m.	Registration and Continental Breakfast
8:55-9:00	Welcome
9:00-10:30	Tutorial Lecture Peter Baxendale, University of Southern California Spectral analysis of the Sequence of Firing Phases of a Stochastic Integrate and Fire Oscillator
10:30-11:00	Coffee Break
11:00-12:30	Tutorial Lecture Mark Alber, University of Notre Dame Stochastic Modeling and Applications to Biology and the Medical Sciences
12:30-1:45	Lunch
1:45-3:15	Tutorial Lecture Grant Lythe, University of Leeds Numerical Methods for Stochastic Dynamics
3:15-3:45	Coffee Break
3:45-5:15	Tutorial Lecture Andrew Stuart, Warwick University Limit Theorems for MCMC

Monday, August 31, 2009
Radisson RTP

8:00-8:45 a.m.

Registration and Continental Breakfast

8:45-9:00

Welcome

9:00-12:15

Theme 1: Qualitative Behavior of Stochastic Dynamical Systems and Stochastic Modeling

9:00-9:45	Barbara Gentz, University of Bielefeld Metastable Lifetimes in Coupled Random Dynamical Systems
9:45-10:30	Rachel Kuske, University of British Columbia Noise Driven Order in Biological Models
10:30-11:00	Break
11:00-11:30	Lee DeVille, University of Illinois Synchrony-breaking and Rare Events in Stochastic Neuronal Networks
11:30-12:15	Panel Discussion: Cindy Greenwood (Moderator), Arizona State University Peter Baxendale, University of Southern California Leonid Koralov, University of Maryland

12:15-1:30

Lunch

1:30-4:45

Theme 2: Stochastic Dynamics Across Many Scales

1:30-2:15	Peter Kotelenez, Case Western University From Microscopic to Mesoscopic and Macroscopic Equations
2:15-3:00	Sandra Cerrai, University of Maryland Fast Transport Asymptotics for SPDE's with Noise Acting on the Boundary
3:00-3:30	Break
3:30-4:00	Houman Owhadi, California Institute of Technology Non-intrusive and Structure Preserving Multiscale Integration of Stiff SDEs and Stochastic Hamiltonian Systems with Hidden Slow Dynamics via Flow Averaging
4:00-4:45	Panel Discussion: Markos Katsoulakis, (Moderator), University of Massachusetts Hakima Bessaih, University of Wyoming Anna Amirdjanova, University of Michigan

4:45-5:15

Five Minute Madness (6 talks)

5:15-5:45

Poster Advertisement Session (2 minute ads each)

6:30-8:30

Poster Session and Reception

SAMSI will provide poster presentation boards and tape. The board dimensions are 4 ft. wide by 3 ft. high. They are tri-fold with each side being 1 ft. wide and the center 2 ft. wide. Please make sure your poster fits the board. The boards can accommodate up to 16 pages of paper measuring 8.5 inches by 11 inches.

Tuesday, September 1, 2009
Radisson RTP

9:00-12:15

Theme 3: Challenges in Numerical Methods for Stochastic Systems

9:00-9:45	Eric Vanden-Eijnden, Courant Institute, New York University Some Issues in the Long-time Simulation of Complex Systems
9:45-10:30	Gabriel Lord, Heriot Watt University Numerics for SPDEs
10:30-11:00	Break
11:00-11:30	David Anderson, University of Wisconsin Error Analysis of Approximation Methods for Stochastically Modeled Chemical Reaction Systems
11:30-12:15	Panel Discussion: Thomas Kurtz (Moderator), University of Wisconsin Grant Lythe, University of Leeds Kevin Lin, University of Arizona

12:15-1:30

Lunch

1:30-3:30

Theme 4: Estimation and Data Assimilations in Stochastic Dynamics

1:30-2:15	Darren Wilkinson, Newcastle University Bayesian Inference for Markov Process Models, with Applications to Systems Biology
2:15-3:00	Andrew Stuart, Warwick University Approximation of Inverse Problems
3:00-3:30	Break
3:30-4:00	John Harlim, North Carolina State University Stochastic Parameterization Extended Kalman Filter for Turbulent Signal with Model Errors
4:00-4:45	Panel Discussion: Andrew Stuart (Moderator), Warwick University John Fricks, Pennsylvania State University Scott Schmidler, Duke University

4:45-5:30

5-minute madness

Wednesday, September 2, 2009
Radisson RTP

9:00-12:15

Theme 5: Dynamics of Biological Networks

9:00-9:45	Lea Popovic, Concordia University Stochastic Modeling of Cellular Reaction Networks
9:45-10:30	David Cai, New York University Mathematical Analysis of Neuronal Network Dynamics
10:30-11:00	Break
11:00-11:30	Katie Newhall, Rensselaer Polytechnic Institute Synchrony in Stochastic Pulse-coupled Neuronal Network Models
11:30-12:15	Panel Discussion: Mike Reed (Moderator), Duke University Danny Forger, University of Michigan Tim Elston, University of North Carolina

12:15-1:30

Lunch

1:30-2:30

Working Group Formation and Initial Meeting

2:30-3:30

Working Group Reports and Scheduling for Thursday and Friday

Thursday, September 3 and Friday, September 4:
Individual Working Group meetings at SAMSI.

Local Information (Hotels, etc.)

Please send questions to stodyn-opening@samsi.info

Stochastic Dynamics Program Page