2016 Gene Golub SIAM Summer School at Drexel University

2016年Gene Golub SIAM暑期学校将于2016年7月25日至8月5日在宾夕法尼亚州费城的德雷克塞尔大学举行，主题是随机微分方程和波传播。 随机微分方程给出了从流体动力学到粒子相互作用和晶体生长的许多自然现象的数学描述。最近的几项科学突破（以最新的菲尔兹奖为标志）重新引起了人们对该领域的关注。这个暑期学校将是一个为期两周的密集体验，其中约50名研究生将从随机偏微分方程领域的领先专家那里学习。 学生的活动包括讲座，理论教程，他们将在随机微分方程中进行练习，以及动手计算教程，他们将学习在随机性存在的情况下模拟波浪状行为。 会议网站的地址是http://www.math.drexel.edu/~song/Gene%20Golub%20Summer%20School/homepage1.htmlThe暑期学校的讲座和教程将有三个重点领域：随机强迫偏微分方程，不变测度和随机系数偏微分方程。 从流体动力学和材料科学的具体应用将被处理。 学生将使用工具，如随机微积分，粗糙路径理论，无限维空间的措施，随机均匀化，以及现代科学计算的各种工具。

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.htmlThe 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.