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Stochastic Analysis and Large Scale Interacting Systems

Organizer(s):
Name:	Affiliation:	Country:
Danielle Hilhorst	CNRS and University Paris-Sud Paris-Saclay	France
Sunder Sethuraman	University of Arizona	USA
Bin Xie	Shinshu University	Japan

Abstract:

The interaction between the theory of stochastic analysis and large scale interacting systems is an important and fruitful research field, not only because of its intrinsic mathematical challenges, but also by the wide range of its applications in physics, biology, mathematical finance, engineering and so on. In this session, we aim to bring together experts in the research area of stochastic analysis on interacting particle systems arising in physics and biology, as well as in phase transitions, and related research topics including stochastic partial differential equations, rough paths, random surfaces, quantum field theory, and stochastic homogenization. It will involve methods for their stochastic analysis and will also deal with numerical algorithms for explicit computations.

List of approved abstract
Name	Affiliation	Title
Charles-Edouard Brehier	CNRS, Universite Lyon 1 / Institut Camille Jordan	Efficient approximation of the invariant distribution for parabolic semilinear SPDEs
Gunduz Caginalp	University of Pittsburgh-Pittsburgh Campus	Stochastic Analysis of Volatility Maxima and Trading Price Extrema
Joe P Chen	Colgate University	Scaling limits of non-equilibrium density fluctuations in the exclusion process on a resistance space
Michael Damron	Georgia Institute of Technology	Majority vote model on the 3-regular tree and the median process
Yueyuan Gao	Hokkaido University	Numerical methods and simulations for first-order stochastic partial differential equations
Benjamin Gess	MPI MIS Leipzig and Bielefeld University	Large deviations for conservative, stochastic PDE and non-equilibrium fluctuations
Ludovic Goudenege	CNRS	Weak convergence rates of schemes for SPDE with numerical simulations
Christopher Henderson	University of Arizona	Directed polymers, a non-local reaction-diffusion equation, and Fisher-KPP
Yuzuru Inahama	Kyushu University	Stochastic Flows and Rough Differential Equations on Foliated Spaces
Michael Roeckner	Bielefeld University	The evolution to equilibrium of solutions to nonlinear Fokker--Planck equations
Sunder Sethuraman	University of Arizona	Hydrodynamic limit in a `Sinai`-type random environment
Chuntian Wang	The University of Alabama	Hydrodynamic limit and stochastic fluctuation for interacting particle systems with applications in agent-based residential burglary modeling
Zhenfu WANG	University of Pennsylvania	Interacting Particle Systems of the Barycenter Problem
Petra Wittbold	University of Duisburg-Essen	On a doubly nonlinear PDE with stochastic perturbation
Bin Xie	Shinshu University	Asymptotic behavior of the stochastic Cahn-Hilliard equation with the logarithmic free energy