Workshop: "Recent Developments in Stochastic Duality"

Eurandom Metaforum, 4th floor, Eindhoven

Summary Duality is a key technique in Markov process theory, with applications in interacting particle systems, non-equilibrium statistical physics, and stochastic population dynamics. In recent years several new developments in the theory of duality have taken place, with applications in the above three areas. Examples include the Lie-algebraic approach to…

Workshop: Numerical Analysis of Stochastic Partial Differential Equations (NASPDE)

Eurandom Metaforum, 4th floor, Eindhoven

Summary The NASPDE workshop has been hosted approximately once a year since 2007. The aim of this three-day workshop is to gather leading researchers working on various aspects of numerical methods for stochastic PDEs and/or PDEs with uncertain input, as well as their applications in science and engineering. Topics to…