11 December 2024: Martin Hutzenthaler (University of Duisburg Essen)
Strong convergence rates for stochastic Burgers equations
27 November 2024: James Foster (University of Bath)
Splitting methods and generative modelling for high order SDE simulation
13 November 2024: Katharina Schuh (TU Wien)
Convergence of kinetic Langevin samplers for non-convex potentials
30 October 2024: Giorgos Vasdekis (Newcastle University)
Skew-symmetric schemes for SDEs and where to find them
19 June 2024: Mike Giles (University of Oxford)
Strong convergence of path sensitivities
05 June 2024: Tony Lelièvre (Ecole des Ponts)
A spectral approach to the narrow escape problem in the disk
08 May 2024: Christoph Reisinger (University of Oxford)
Numerical approximation of Zakai SPDEs with fast volatility
20 March 2024: Nadhir Ben Rached (University of Leeds)
Importance Sampling for McKean-Vlasov Stochastic Differential Equation
6 March 2024: Diyora Salimova (University of Freiburg)
Deep neural network approximations for partial differential equations
21 February 2024: Ludovic Goudenège (Centrale Supélec)
Regularisation by noise for stochastic heat equations with nonlinear and distributional drifts
7 February 2024: Neil Chada (Heriot Watt University)
A Dynamic Variant of Iteratively Regularized Gauss–Newton Method
6 December 2023: Jianbo Cui (The Hong-Kong Polytechnic University)
Time Discretizations of Wasserstein-Hamiltonian Flows
22 November 2023: Helmut Harbrecht (University of Basel)
Domain uncertainty quantification - modelling and simulation
8 November 2023: Lubomir Banas (University of Bielefeld)
Robust a posteriori estimates and adaptivity for the stochastic Cahn-Hilliard equation
25 October 2023: Xin Tong (National University of Singapore)
Ensemble Kalman inversion for high dimensional problems
11 October 2023: Dimitra Antonopoulou (University of Chester)
Space-time Discontinuous Galerkin Methods for the epsilon-dependent Stochastic Allen-Cahn Equation with mild noise
21 June 2023: Nathan Glatt-Holtz (Tulane University)
On long time accuracy for stochastic partial differential equations under approximation
7 June 2023: Goncalo Dos Reis (University of Edinburg)
High order splitting methods for stochastic differential equations
24 May 2023: Elisabeth Ullmann (Technical University of Munich)
Particle dynamics for rare event estimation with PDE-based models
10 May 2023: Chaman Kumar (IIT Roorkee)
Well-posedness and tamed scheme for McKean-Vlasov SDEs
26 April 2023: Xu Wang (Chinese Academy of Sciences, Beijing)
Inverse random scattering problems for stochastic wave equations
22 March 2023: Antoine Tambue (Western Norway University of Applied Sciences)
Magnus-type integrator for the finite element discretization of semilinear parabolic non-autonomous SPDEs driven by multiplicative noise
8 March 2023: Christian Bayer (WIAS, Berlin)
Optimal stopping with signatures
8 February 2023: Caroline Bauzet (Aix-Marseille Université)
Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with a multiplicative stochastic force
25 January 2023: Savvas Melidonis (Heriot-Watt University)
SDE-based MCMC methods for low-photon imaging inverse problems
25 January 2023: Matei Hanu (University of Mannheim)
Subsampling in Ensemble Kalman Inversion
14 December 2022: Yubin Yan (University of Chester)
Galerkin finite element approximation of a stochastic semilinear fractional subdiffusion with fractionally integrated additive noise
30 November 2022: Rob Scheichl (University of Heidelberg)
Efficient Rare Event Estimation in High Dimensions
16 November 2022: Ben Leimkuhler (University of Edinburgh)
Constrained dynamics algorithms for molecular modelling and statistical computation
6 July 2022: Jad Doghman (Centrale Supélec)
Numerical approximation of the stochastic Navier-Stokes equations through artificial compressibility
22 June 2022: Anne Kvaerno (Norwegian University of Science and Technology)
Stochastic B–series and order conditions for exponential integrators
8 June 2022: Claudia Schillings (Freie Universitat Berlin)
A General Framework for Machine Learning based Optimization Under Uncertainty
25 May 2022: Michaela Szölgyenyi (University of Klagenfurt)
Stochastic differential equations with irregular coefficients: mind the gap!
11 May 2022: Yue Wu (University of Strathclyde)
The numerical approximations for the random periodic solution of S(P)DEs
27 April 2022: Andreas Petersson (University of Oslo)
Numerical approximation of the heat modulated infinite dimensional Heston model
30 March 2022: Gilles Vilmart (Université de Genève)
Superconvergent methods inspired by the Crank-Nicolson scheme in the context of diffusion PDEs
16 March 2022: Alain Durmus (ENS Paris-Saclay)
On the geometric convergence for MALA under verifiable conditions
02 March 2022: Kristin Kirchner (TU Delft)
When are linear predictions of random fields using wrong mean and covariance functions asymptotically optimal?
16 February 2022: Sebastian Reich (University of Potsdam)
The ensemble Kalman filter and its extension to nonlinear and multi-scale filtering problems
2 February 2022: Lukasz Szpruch (University of Edinburgh)
From the theory of (stochastic) control to deep learning and back
19 January 2022: Annie Millet (Université Paris 1 Panthéon Sorbonne)
Space-time discretization schemes for the 2D Navier Stokes equations with additive noise
15 December 2021: Toshihiro Yamada (Hitotsubashi University)
Deep learning and probabilistic methods for solving high-dimensional linear/nonlinear parabolic PDEs
1 December 2021: Aretha Teckentrup (University of Edinburgh)
Convergence, Robustness and Flexibility of Gaussian Process Regression
17 November 2021: Irene Tubikanec (Johannes Kepler University, Linz)
Splitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model
3 November 2021: Arturo Kohatsu-Higa (Ritsumeikan University)
Simulation of Reflected Brownian motion on two dimensional wedges
20 October 2021: Emmanuel Gobet (Ecole Polytechnique)
How to generate the path of Fractional Brownian motion with a ReLU-Neural Networks
6 October 2021: Tony Shardlow (University of Bath)
Contaminant dispersal, numerical simulation, and stochastic PDEs
22 September 2021: Raul Tempone (KAUST)
Combining Hierarchical Approximation with Importance Sampling: Approximation and Optimization techniques
7 July 2021: Gabriel Stoltz (Ecole des Ponts and Inria Paris)
Computation of transport coefficients in molecular dynamics: methods and numerical analysis
23 June 2021: Annika Lang (Chalmers University)
Connecting random fields on manifolds and stochastic partial differential equations in simulations
9 June 2021: Laura Scarabosio (Radboud University)
Shape uncertainty quantification for non-smooth quantities of interest
26 May 2021: Erika Hausenblas (Montanuniversitaet Leoben)
Stochastic Activator-Inhibitor models and its Numerical Modelling
31 March 2021: Monika Eisenmann (Lund University)
Sub-linear convergence of stochastic optimization methods in Hilbert space
17 March 2021: Konstantinos Dareiotis (University of Leeds)
Approximation of stochastic equations with irregular drifts
3 March 2021: Andrew Stuart (Caltech)
Inverse Problems Without Adjoints
17 February 2021: Svetlana Dubinkina (Vrije Universiteit Amsterdam)
Shadowing approach to data assimilation
3 February 2021: Denis Talay (Inria and Ecole Polytechnique)
Probability distributions of first hitting times of solutions to SDEs w.r.t. the Hurst parameter of the driving fractional Brownian noise: A sensitivity analysis
16 December 2020: Evelyn Buckwar (Johannes Kepler University, Linz)
A couple of ideas on splitting methods for SDEs
2 December 2020: Andreas Prohl (Tübingen)
Numerical methods for stochastic Navier-Stokes equations
18 November 2020: Sonja Cox (Amsterdam)
Efficient simulation of generalized Whittle-Matérn fields
4 November 2020: Marta Sanz-Solé (Barcelona)
Global existence for stochastic waves with super-linear coefficients
21 October 2020: Mireille Bossy (Inria)
SDEs with boundaries, modelling particle dynamics in turbulent flow
7 October 2020: Raphael Kruse (Halle-Wittenberg)
On the BDF2-Maruyama method for stochastic evolution equations
23 September 2020: Adrien Laurent (University of Geneva)
Order conditions for sampling the invariant measure of ergodic stochastic differential equations in R^d and on manifolds
9 October 2020: Chuchu Chen (Chinese Academy of Sciences)
Probabilistic superiority of stochastic symplectic methods via large deviations principle
8 July 2020: Georg Gottwald (University of Sydney)
Simulation of non-Lipschitz stochastic differential equations driven by α-stable noise: a method based on deterministic homogenisation
1 July 2020: Akash Sharma & Michael Tretyakov (University of Nottingham)
Computing ergodic limits of reflected diffusions and sampling from distributions with compact support
24 June 2020: Kody Law (University of Manchester)
Bayesian Static Parameter Estimation using Multilevel and multi-index Monte Carlo
17 June 2020: Ray Kawai (University of Tokyo)
Stochastic approximation in adaptive Monte Carlo variance reduction
10 June 2020: Marco Iglesias (University of Nottingham)
Ensemble Kalman Inversion: from subsurface environments to composite materials
3 June 2020: Gabriel Lord (Radboud University)
Numerics and SDE a model for the stochastically forced vorticity equation
27 May 2020: David Cohen (Umea University)
Drift-preserving schemes for stochastic Hamiltonian and Poisson systems
20 May 2020: Abdul Lateef Haji-Ali (Heriot Watt University)
Sub-sampling and other considerations for efficient risk estimation in large portfolios
6 May 2020: Conall Kelly (University College Cork)
A hybrid, adaptive numerical method for the Cox-Ingersoll-Ross model
29 April 2020: Charles-Edouard Bréhier (CNRS & Université Lyon 1)
Analysis of splitting schemes for the stochastic Allen-Cahn equation
22 April 2020: Xuerong Mao (Strathclyde)
The Truncated Euler-Maruyama Method for Stochastic Differential Delay Equations
15 April 2020: Kostas Zygalakis (University of Edinburgh)
Explicit stabilised Runge-Kutta methods and their application to Bayesian inverse problems