Accession Number : ADA321696

Title :   Workshop/School on Stochastic Partial Differential Equations: Theory and Applications.

Descriptive Note : Final technical rept. 18 Dec 95-17 Dec 96,

Corporate Author : UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES CENTER FOR APPLIED MATHEMATICAL SCIENCES

Personal Author(s) : Rozovskii, Boris ; Carmona, Rene

PDF Url : ADA321696

Report Date : 31 JUL 1996

Pagination or Media Count : 41

Abstract : The workshop/school on Stochastic Partial Differential Equations: Theory and Applications was held January 3 through January 7, 1996 in Los Angeles. The event was organized and hosted by the University of Southern California. Funding was provided by ONR ($20,000), ARO ($5,000) and IMA ($5,000). There were 85 participants registered for the Workshop. A series of minicourses during the Workshop was given by world renowned experts in stochastic analysis and its applications including D. Dawson(Carleton University, Canada), G. Glimm (SUNY of Stony Brook), N. Krylov (University of Minnesota), and J. Lebowitz (Rutgers University). These courses served as a comprehensive review of the state of the art in SPDEs and their applications. An agreement was reached between the organizers of the conference and the American Mathematical Society that the latter will publish a Proceedings of the Workshop in the form of a monograph. It is expected that the volume will be published in 1997. The Workshop was a great success. It demonstrated clearly that SPDE's is one of the most dynamically developing areas of probability and statistics with a wide range of important applications. Many of them are of substantial importance for Navy applications (e.g. nonlinear filtering, prediction and smoothing, stochastic numerics, SPDE's of physical oceanography, etc.).

Descriptors :   *PARTIAL DIFFERENTIAL EQUATIONS, *APPLIED MATHEMATICS, *WORKSHOPS, STOCHASTIC PROCESSES, NAVY, PROBABILITY, CANADA, MATHEMATICAL FILTERS, NONLINEAR SYSTEMS, CALIFORNIA, UNIVERSITIES, RANGE(EXTREMES), LOS ANGELES(CALIFORNIA).

Subject Categories : Numerical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE