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2009-10 Program on Stochastic Dynamics

Theory and Qualitative Behavior of Stochastic Dynamics Workshop

February 8-10, 2010 at SAMSI

General Information
Application
Schedule

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General Information

Stochastic modeling is becoming ubiquitous in science and engineering. This conference endeavors to bring together speakers addressing a number of advances in describing the qualitative dynamics of stochastic systems such as stochastic bifurcation, structure of invariant measures, metastability, averaging, and sub and super diffusive behavior. Although the presentations will emphasize theoretical aspects of the subject, there will be a bias toward results which shed light on relevant models of physical, biological or technological interest.

Organizers: Michael Cranston (University of California-Irvine), Yuri Bakhtin (Georgia Tech), Luc Rey-Bellet (University of Massachusetts), Jonathan Mattingly (Duke University)

Speakers: Yuri Bakhtin (Georgia Tech), Peter Baxendale (USC), Dima Dolgapyat (University of Maryland), Paul Dupuis (Brown University), Barbara Gentz (University of Bielefeld), Stanislav Molchanov (UNC-Charlotte), Alexei Novikov (Penn State University), David Nualart (University of Kansas), Grigorios Pavliotis (Imperial College London), Luc Ray-Bellet (University of Massachusetts), Michael Scheutzow (Berlin University), Richard Sowers (University of Illinois)

Speaker Abstracts

Application

Registration is closed. Capacity has been reached

Please make reservations at the Radisson RTP as soon as possible. The SAMSI room block and rate ($109) is effective until January 18, 2010. 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

Monday, February 8, 2010
SAMSI

8:15-8:45 a.m. Registration and Continental Breakfast
8:45-9:00 Welcome
9:00-9:45 Luc Rey-Bellet, University of Massachusetts
Billiards, Large Deviations, and Non-equilibrium Statistical Mechanics
9:45-10:30 Michael Scheutzow, Technische Universitaet Berlin
Attractors and Expansion for Random Dynamical Systems on a Euclidean Space
10:30-10:45 Break
10:45-11:30 Peter Baxendale, University of Southern California
Sustained Oscillations and Density Dependent Markov Chains
11:30-12:00 Discussion of Morning Talks
12:00-1:00 Lunch
1:00-1:45 Stanislov Molchanov, University of North Carolina, Charlotte
Stochastic Dynamics of Some Critical Ecosystems
1:45-2:30 Alexei Novikov, Penn State University
A Stochastic Particle System for the Burgers' Equation
2:30-3:30 Break / Informal Discussions
3:30-4:00 Avanti Athreya, SAMSI / Duke University
Metastability in a Nearly-Hamiltonian System
4:00-4:30 Discussion of Afternoon Talks
4:30-5:30 Short presentations /5 minute madness / open problem disussion
5:30-7:30 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, February 9, 2010
SAMSI

8:30-9:00 a.m. Registration and Continental Breakfast
9:00-9:45 David Nualart, University of Kansas
Feynman-Kac Formula for the Heat Equation Driven by Fractional Noise
9:45-10:30 Dmitry Dolgopyat, University of Maryland
Quenched Limit Theorem for 1D Random Walk in Random Environment
10:30-10:45 Break
10:45-11:30 Grigorios Pavliotis, Imperial College, London
Asymptotic Analysis for the Generalized Langevin Equation
11:30-12:00 Discussion of Morning Talks
12:00-1:00 Lunch
1:00-1:45 Richard Sowers, University of Illinois
A Stochastic Moving Boundary Value Problem
1:45-2:30 Amarjit Budhiraja, UNC-Chapel Hill
Some Large Deviation Problems for Infinite Dimensional Stochastic Dynamical Systems
2:30-3:30 Break /Informal Discussions
3:30-4:00 Scott McKinley, SAMSI / Duke University
Anomalous Diffusion of Distinguished Particles in Bead-spring Networks
4:00-4:30 Nawaf Bou-Rabee, New York University
Nonasymptotic Behavior of MALA
4:30-5:00 Discussion of Afternoon Talks

Wednesday, February 10, 2010
SAMSI

8:30-9:00 a.m. Registration and Continental Breakfast
9:00-9:45 Barbara Gentz, University of Bielefeld
Metastability for the Ginzburg-Landau Equation with Space--time White Noise
9:45-10:30 Yuri Bakhtin, Georgia Tech
Diffusion Models of Sequential Decision Making
10:30-10:45 Break
10:45-11:30 TBD
11:30-12:30 Discussion of Morning Talks
12:30-1:30 Lunch
1:30 Adjourn

Please send questions to stodyn-theory@samsi.info




 
 

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