Taught courses

Essential uses of probability in analysis (Prof. K. Burdzy, University of Washington)

The word "essential" in the title refers to the fact that this course will feature a presentation of certain probabilistic techniques that cannot be easily translated into purely analytic arguments. The lectures will cover a diverse range of topics, but will mostly be related to Brownian motion. Here are some of the topics, with the corresponding probabilistic techniques in parentheses:

1. Geometric properties of eigenfunctions (couplings).

2. The heat equation in domains with moving boundaries (Skorohod equation).

3. The Robin problem in fractal domains (singular Feynman-Kac formula and Ray-Knight theorem).

Branching diffusions (Dr. S. Harris, University of Bath)

Exercise classes

There will be some time in the afternoons for the participants to think about issues arising from the lecture courses. These sessions will be run by Warwick postgraduate students/postdocs.

Participant talks

Participants are encouraged, but by no means obliged, to present their own work in one of the afternoon sessions. Speakers may choose to give an informal introduction to an area of interest, or to present a more detailed account of their research (subject to timetabling constraints). If you would be interested in presenting some work, please indicate this when completing your registration form.

Social events

Whilst the final schedule of events has yet to be decided upon, we will make sure that there will be a few hours of the week spare for some non-mathematical entertainment (if you believe there is such a thing).

Timetable

The following schedule of events is provisional only.