NSF/CBMS Regional Conference in the Mathematical Sciences--"Stochastic Partial Differential Equations and Their Applications"

Illinois Institute Of Technology, Chicago IL

Investigators

Abstract

There is a growing recognition of a role for the inclusion of stochastic terms in the modeling of complex systems. The addition of such terms has led to interesting new mathematical problems at the interface of probability and partial differential equations. In order to quantify uncertainty and estimate predictability of these systems, we need better understanding of stochastic partial differential equations. Thus, the investigation of stochastic partial differential equations has attracted a lot of attention recently, from both theoretical and applied communities. It is now the very time to have a sharply focused conference in this field. The Principal Lecturer for this conference is Professor Jerzy Zabczyk, Institute of Mathematics, Polish Academy of Sciences, Poland. Jerzy Zabczyk's research on stochastic partial differential equations places him at the forefront of this exciting area. He is the co-author of the research monographs ``Stochastic Equations in Infinite Dimensions" (1992) and ``Ergodicity in Infinite Dimensions" (1996). He is uniquely qualified to provide an overview of the major recent developments in the subject and point to research directions in the future. Scientific and engineering systems are often subject to random influence. Stochastic partial differential equations are appropriate models for many randomly influenced systems. This conference is to stimulate new research on stochastic partial differential equations and their applications in engineering, science and finance, by bringing together both established researchers and graduate students and postdoctoral fellows. The lecture notes will be published and will be accessible to a wide audience of professionals interested in the subject.