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Gene Golub SIAM Summer School

May 04, 2016

The seventh Gene Golub SIAM Summer School will take place at Drexel University, located in Philadelphia, Pennsylvania.

The summer school will introduce graduate students to the theoretical and computational tools necessary to study problems at the intersection of stochastic processes, probability and nonlinear waves. The three main areas to be covered are: randomly forced differential and partial differential equations (a.k.a. stochastic differential equations and stochastic partial differential equations); invariant measures for solutions of partial differential equations; and partial differential equations with random coefficients. An emphasis will be placed on methods and systems that arise from fluid mechanics and materials science.

Graduate students participating in the summer school will learn theoretical tools including: stochastic calculus and rough path theory; measures on infinite dimensional spaces; and stochastic homogenization. In addition to the theoretical component, a major emphasis will be placed on introducing and implementing complementary numerical methods, allowing for the direct investigation of these questions through simulation.

For more information and how to apply, please visit the Drexel 2016 G2S3 website.