2016 Gene Golub SIAM Summer School at Drexel University

Drexel University, Philadelphia PA

Investigators

Abstract

The 2016 Gene Golub SIAM Summer School will be held from July 25 to August 5, 2016, at Drexel University, in Philadelphia, Pennsylvania, with the theme being Stochastic Differential Equations and Wave Propagation. Stochastic differential equations give a mathematical description of many natural phenomena from fluid dynamics to interaction of particles and growth of crystals. Several recent scientific breakthroughs (marked by the latest Fields Medal) brought renewed attention to the area. This summer school will be a two-week intensive experience in which approximately 50 graduate students will learn from leading experts in the field of stochastic partial differential equations. The activities for the students include lectures, theoretical tutorials in which they will work out exercises in stochastic differential equations, and hands-on computational tutorials in which they will learn to simulate wave-like behavior in the presence of randomness. The address of the conference website is http://www.math.drexel.edu/~song/Gene%20Golub%20Summer%20School/homepage1.html The lectures and tutorials of the summer school will have three areas of emphasis: randomly forced partial differential equations, invariant measures, and partial differential equations with random coefficients. Specific applications from fluid dynamics and materials science will be treated. Students will work with tools such as stochastic calculus, rough path theory, measures on infinite dimensional spaces, and stochastic homogenization, in addition to a variety of tools of modern scientific computing.