Friday 21st August 2009
Organisers: Zdzislaw Brzezniak (York), K.D.Elworthy (Warwick), Xue-Mei Hairer-Li (Warwick), Huaizhong Zhao (Loughborogh)
Supported by the London Mathematical Society
All talks in Room B3.02 Mathematics Institute, Zeeman Building
14:00 Evalina Shamarova (Porto) Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus
Abstract: We establish a connection between the strong solution to the spatiallyperiodic Navier-Stokes equations and a solution to a system of forward-backward stochastic differential equations (FBSDEs) on the group of volume-preserving diffeomorphisms of a flat torus. We construct representations of the strong solution to the Navier-Stokes equations in terms of diffusion processes.
15:00 Tea in the Mathematics Institute Common Room
15:30 Zdzislaw Brzezniak (York) Stochastic wave evolution in Riemannian homogeneous spaces
16:40 Horoshi Kunita Regularity and smooth densities of jump-diffusions determind by SDE
Abstract: We study the existenc of the smooth density of the law of a jump-diffusion determind by SDE. Then we consider the regularity of the law with respect to the parameter. Our disccusion is based on the Malliavin calculus on the Wiener-Poisson space.
17.45 Wine in the Common Room
19.00 approx Pub meal
We shall leave for lunch, at University House, from the Mathematics Institute Common Room at 12.20, and in the evening will go out to eat. All are welcome and there is some limited support for travel etc for graduate students especially. For more details or accommodation arrangements please contact David Elworthy and/or mrc at maths dot warwick dot ac dot uk.