Workshops Period I.

June 12, 13, 14

I.7: Stochastic Computation

Room 125 (corridor 54-55)

Organizers:

Speakers

Semi-plenary speakers
Invited speakers

Preliminary program

This schedule is preliminary and could be updated.

Monday, June 12
14:00 ~ 14:30 Behavior of solutions to the 1D focusing stochastic $L^2$-critical and supercritical nonlinear Schrödinger equation
Annie Millet - University Paris 1, France
14:30 ~ 15:00 The robustness of the Euler scheme for scalar SDEs with non-Lipschitz diffusion coefficient
Andreas Neuenkirch - University of Mannheim, Germany
15:00 ~ 15:30 Explicit stabilized integrators for stiff systems: from deterministic to stochastic (partial) differential equations
Gilles Vilmart - University of Geneva, Switzerland
15:30 ~ 16:00 Generative modeling for time series via Schrödinger bridge
Huyên Pham - Université Paris Cité, FRANCE
16:30 ~ 17:00 Learning the random variables: Combining Monte Carlo simulations with machine learning
Philippe von Wurstemberger - Chinese University of Hong Kong, Shenzhen, China and ETH Zurich, Switzerland
17:00 ~ 17:30 Numerical analysis of Euler scheme for SDE driven by fractional Brownian motion
Ludovic Goudenège - CNRS, France
17:30 ~ 18:00 Stochastic partial differential equations arising in self-organized criticality
Benjamin Gess - Universität Bielefeld & MPI MIS Leipzig, Germany
18:00 ~ 18:30 Beyond strong rate $1/2$ for approximations of space-time white noise driven SPDEs
Mate Gerencser - TU Wien, Austria
Tuesday, June 13
14:00 ~ 14:30 On the existence of optimal shallow networks
Steffen Dereich - University Münster, Germany
14:30 ~ 15:00 Unbiased sampling using reversibility checks
Tony Lelievre - Ecole des Ponts ParisTech, France
15:00 ~ 15:30 Computing committor function and invariant distribution for randomly perturbed dynamical systems
Weiqing Ren - National University of Singapore, Singapore
15:30 ~ 16:00 Learning High-Dimensional McKean-Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence
Jiequn Han - Flatiron Institute, Simons Foundation, USA
16:30 ~ 17:30 Overcoming the curse of dimensionality in the numerical approximation of BSDEs
Martin Hutzenthaler - University of Duisburg Essen, Germany
17:30 ~ 18:00 On the strong approximation of SDEs with superlinear growing coefficients: convergence and stability of the exponential Euler scheme.
Mireille Bossy - INRIA, France
18:00 ~ 18:30 Sharp lower error bounds for strong approximation of SDEs with a drift coefficient of Sobolev regularity $s\in (1/2,1)$
Thomas Müller-Gronbach - University of Passau, Germany
Wednesday, June 14
14:00 ~ 15:00 Sampling Via Gradient Flows In The Space of Probability Measures
Andrew Stuart - Caltech, United States
15:00 ~ 15:30 Nonlinear SPDE models of particle systems: analysis and numerics
Ana Djurdjevac - FU Berlin, Germany
15:30 ~ 16:00 The aromatic bicomplex for the study of integrators that exactly preserve the invariant measure
Adrien Laurent - Universitetet i Bergen, Norway
16:30 ~ 17:00 On the numerical approximation of one-dimensional continuous Markov processes
Thomas Kruse - University of Wuppertal, Germany
17:00 ~ 17:30 Asymptotic preserving schemes for some multiscale stochastic systems
Charles-Edouard Bréhier - Université de Pau et des Pays de l'Adour, France
17:30 ~ 18:00 Mean estimation for Randomized Quasi Monte Carlo method
Emmanuel Gobet - Ecole polytechnique, France
18:00 ~ 18:30 Adaptive stochastic optimizers, neural nets and diffusion generative models
Sotirios Sabanis - University of Edinburgh, National Technical University of Athens and The Alan Turing Institute, UK
Posters

 

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