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Humboldt-Universität zu Berlin - Mathematisch-Naturwissenschaftliche Fakultät - Statistical Inference for Stochastic PDEs

Statistical Inference for Stochastic PDEs

18-20 September 2019

 

Venue

Humboldt Graduate School

Room 144

Luisenstraße 56

10115 Berlin

 

 

Registration

 

Because of restricted capacities registration is strictly required. On arrival, a mandatory registration fee of 40 Euros (covering catering, social event and dinner) will be collected. For registration please send an email to altmeyrx@math.hu-berlin.de.

 

Speakers

 

Randolf Altmeyer (Berlin) Annika Lang (Gothenburg)
Till Bretschneider (Warwick) Gabriel Lord (Nijmegen)
Carsten Chong (Lausanne) Richard Nickl (Cambridge)
Dan Crisan (London) Gregor Pasemann (Berlin)
Leo Dostal (Hamburg) Mathias Trabs (Hamburg)
Ruoting Gong (Chicago) Ciprian Tudor (Lille)
Pavel Kriz (Prague) Frederi Viens (Michigan State)

 

 

Schedule

 

Click here to download the slides (password protected).

 

Wednesday, September 18

13:30 Coffee and registration
14:00

Ciprian Tudor

Hurst index estimation for SPDE with fractional noise

14:50

Till Bretschneider

Applications of modelling in cell motility research

15:40 Coffee break
16:10

Ricardo Carrizo

The SPDE approach in Geostatistics: review and theoretical advances

16:25

Pavel Kriz

Minimum-Contrast Estimators in Evolution Equations with Fractional Noise – Energy and Spectral Versions

17:15-18:05

Mathias Trabs

Parameter estimation for SPDEs based on discrete observations in time and space

19:00- Possibility to join a small city walk

 

Thursday, September 19

9:00

Carsten Chong

Volatility estimation for parabolic stochastic PDEs: The case of multiplicative noise

9:50

Leo Dostal

Behavior of Nonlinear Water Waves in the Presence of Random Wind Forcing

10:40 Coffee break
11:10

Richard Nickl

Bayesian inverse problems and PDEs

12:00

Annika Lang

Efficient computation of quadratic functionals of SPDE solutions

12:50 Lunch break
14:00

Randolf Altmeyer

Nonparametric estimation for linear SPDEs from local measurements

14:50

Coffee break

15:15

Josef Janák

Parameter estimation for SPDEs of hyperbolic type

15:30

Dan Crisan

Uncertainty quantification and data assimilation for Stochastic Euler Equation

16:20- Social event / dinner

 

Friday, September 20

9:00

Gabriel Lord

Numerics, a model and statistics for the stochastically forced vorticity equation

9:50

Ruoting Gong

Bayesian estimations for diagonalizable bilinear SPDEs

10:40 Coffee break
11:10

Gregor Pasemann

Drift Estimation for Stochastic Reaction-Diffusion Systems

12:00

Frederi Viens

Can analysis on Wiener space bridge a gap from spatial statistics to stochastic PDEs?

12:50-13:00

Closing

 

Organizers

 

Randolf Altmeyer (Berlin)

Igor Cialenco (Chicago)

Markus Reiß (Berlin)

Wilhelm Stannat (Berlin)

 

Supported by 

 

      FOR2402