Workshop on Stochastic Analysis 

and

Partial Differential Equations

Venue

Ecole Doctorale des Sciences et Technologie
Rafic Hariri University Campus
Beirut - Hadath P.O. Box 5

Date and Time

March 30 and 31, 2011 starting 8:30 AM.

Topics

The Laboratory of Mathematics at the Lebanese University, Hadath campus, invites the Mathematical Sciences community in Lebanon to a workshop on Stochastic processes, Stochastic Analysis and Partial Differential Equations. The workshop will run during the last two days of March, immediately before the start of the second annual meeting of the Lebanese Society for Mathematical Sciences (LSMS), which will take place at the Lebanese American University (LAU). Everyone is welcome to participate. Graduate students in the mathematical sciences are especially encouraged to attend.

Speakers

Professor Christian Klingenberg (Conservation Laws and Applications), University Universität Würzburg, Germany.

Professor Etienne Pardoux (Stochastic PDEs), Universite de Provence, Marseille, France.

Organizing Committee

Dr. Hassan Abbas	Lebanese University
Dr. Ayman Mourad (Chair)	Lebanese University
Dr. Raafat Talhouk	Lebanese University
Dr. Ibrahim Zalzali	Lebanese University
Dr. Ali Wehbe	Lebanese University

 

Registration

There is no registration fees for the workshop. Since places are limited you are kindly asked to reserve your seat by sending a registration e-mail to lsms@lsms.net

Program

Wednesday March 30:

8h30- 9h00: Opening of the workshop
9h00-10h45: Lecture 1 (Prof. Pardoux, Stochastic PDEs)
10h45-11h00: Coffee break
11h00-12h45: Lecture 2 (Prof. Klingenberg, Basic concepts for numerical methods of PDEs)

12h45-14h00: Lunch

14h00-15h45: Lecture 3 (Prof. Pardoux, Stochastic PDEs)
15h45-16h00: Coffee break
16h00-17h45: Lecture 4 (Prof. Klingenberg, Finite volume methods for linear systems, scalar non-linear equations and higher order methods)

Thursday March 31:

9h00-10h45: Lecture 5 (Prof. Pardoux, Stochastic PDEs)
10h45-11h00: Coffee break
11h00-12h45: Lecture 6 (Prof. Klingenberg, Approxiamte Riemann solvers, boundary conditions)

12h45-14h00: Lunch

14h00-15h45: Lecture 7 (Prof. Pardoux, Stochastic PDEs)
15h45-16h00: Coffee break
16h00-17h45: Lecture 8 (Prof. Klingenberg, Multidimensional conservation laws and introducion to MHD)