Stochastic partial differential equations: Statistics meets numerics

Motivated by random phenomena observed in applications such as the natural sciences, engineering, and mathematical finance, stochastic partial differential equations (SPDEs) have been studied intensively from an analytical and probabilistic perspective over the last decades. Given today’s interest of practitioners in SPDE models, statistical and numerical methods are required to make the models useful in applications. Although the statistical and numerical perspectives are potentially closely related, research activities for SPDEs have developed largely separated from each other so far. At this conference, we will bring together leading experts from both research directions to overcome the separation and to foster an intensive interaction between both fields.

Recorded seminars: