Conference: The 52nd John and Lida Barrett Memorial Lectures - Stochastic Analysis and its Application

University Of Tennessee Knoxville, Knoxville TN

Investigators

Abstract

This award supports attendance of junior and other researchers the 52nd anniversary of the John Barrett Memorial Lectures which will be held on May 16-18, 2024, at the University of Tennessee, Knoxville. This three-day workshop will be focused on stochastic analysis and its applications. Stochastic analysis, a subfield of probability, is a powerful mathematical tool for modeling phenomena under the impact of random perturbations. Stochastic differential equations in particular have been widely employed in stochastic modeling, in fields including networking, finance, engineering, and other disciplines. The workshop will bring prominent researchers in these active areas to Knoxville, as a service to both the university and to the southeastern region of the country. The topic of the Barrett Lectures has the additional advantage of broad appeal to members of other departments and at the nearby Oak Ridge National Laboratory, thereby fostering interdisciplinary collaborations, particularly with researchers in applied sciences. The workshop welcomes the inclusion and participation of junior scientists and members of under-represented groups. This award will present them with the opportunity to learn from leading experts working on stochastic modeling by enabling their attendance. Invited speakers and participants will bring expertise from a wide array of theoretical aspects of stochastic analysis, namely, the study of ordinary/partial differential equations in the presence of external stochastic forcing driven by Wiener processes and Levy jump processes, random walks in random media, and random polynomials. The scientific program of the Lecture also emphasizes on a selection of applied topics, including the theory of well-posedness, large deviations and ergodicity of dispersive equations, parabolic equations, Navier-Stokes equations as well as KPZ equations. Other applications in finance and engineering will include filtering and stochastic control. The conference website is https://www.math.utk.edu/barrett/. This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.