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Mathematical Issues in Stochastic Approaches for Multiscale Modeling

May 21, 2007 to May 25, 2007
Organized By: Roberto Camassa (UNC - Chapel Hill), Jinqiao Duan (Illinois Institute of Technology - Chicago), Peter E. Kloeden (U of Frankfurt, Germany), Jonathan Mattingly (Duke U), Richard McLaughlin (UNC - Chapel Hill)
 
Parent Programs:
Dynamical Systems
 
Participant List:
View a List of Registered Participants
 
Complex physical, biological, geophysical and environmental systems display variability over a broad range of spatial and
temporal scales. To make progress in understanding and modelling such systems, a combination of computational, analytical, and experimental techniques is required. There are issues that emerge prominently in each of these categories and in all these stochastic methods are playing a fundamental role.

Firstly, at present and for the conceivable future, not all scales of variability can be explicitly modeled: representations of the effects of the unresolved scales of variability on the resolved scales are needed -- the so-called parameterization problem. Recently, stochastic parameterization schemes have been proposed and used in, for example, geophysical and climate simulations. Some of these stochastic parameterization methods may be verified under certain conditions.

Secondly, critical insight can be gained by deriving and studying models that are simple enough to be amenable to analysis. Stochastic evolutionary equations are used to build reduced models to improve our understanding of non-equilibrium multiscale systems. Central topics for non-equilibrium systems investigations are, for example, time evolution of the statistics of dependent variables, such as passive tracers and their increments, slow-fast motion decomposition, coarse-graining and model reduction. Fast motion or microscopic processes may be represented by stochastic processes and this has brought in new insights for model reduction (such as slow manifold reduction) of multiscale systems.

Thirdly, engineering and natural systems are often subject to uncertainty or random influence, such as stochastic forcing, uncertain parameters, and random boundary conditions. Taking stochastic effects into account is of central importance
for developing mathematical models capable of interpreting experimental data. Stochastic partial or ordinary differential
equations are appropriate models for randomly influenced multiscale systems.

The last decade has seen important developments in both the areas of stochastic analysis and of dynamical systems. Random dynamical systems (e.g., basic background materials in Ludwig Arnold's 1998 book Random Dynamical Systems), as the combination of these two seemly remote mathematical areas, have attracted considerable attention in multiscale modeling community recently. Stochastic dynamical systems provide a unified framework and useful techniques for investigating multiscale systems under uncertainty.

The research in the above-mentioned areas has reached a point where it is important and timely to summarize the past
achievements, to synthesize various ideas, methods, and paradigms, and use these to stimulate new research by discussing directions and outlooks. Many challenging problems lie ahead, such as invariant manifold reduction under uncertainty, predictability of dynamical behavior, and systematic coarse-graining and model reduction, to name just a few. Solutions for these problems will greatly enhance our ability in understanding, quantifying, and managing uncertainty and predictability in engineering and science. Breakthroughs in solving these challenging problems are stimulated when we take concentrated and focused actions.

With this in mind, we propose to organize a workshop at MSRI on mathematical issues in stochastic approaches for multiscale modeling. The major difference with other workshops is that we focus on mathematical issues about stochastic methods for multiscale non-equilibrium systems.

The planned workshop will survey past achievements in stochastic approaches for multiscale modeling, and discuss future research directions. It is hoped that this workshop will provide a unique opportunity for interaction of established mathematicians and newcomers (Ph.D. students, post-docs, and junior researchers).

Major goals of this workshop are: (i) to stimulate new research on stochastic modeling of multiscale systems, and (ii) to
attract Ph.D. students, post-docs, and junior researchers into this exciting field. The engagement of newcomers into the field is an important feature of this workshop. Newcomers will have informal individual meetings with senior participants, discussing possible research topics. Round table meetings will be held, with senior participants outlining what areas they deem important and what opportunities exist for junior people to get involved in addressing open problems. This will offer newcomers a comprehensive view of the state of art of the field and pick up appropriate research projects. To facilitate the continued interaction among participants, informal electronic newsletters (via an E-mail list) will be edited by the organizers, discussing research and teaching of stochastic modeling of multiscale systems.




A block of rooms has been reserved at the Hotel Durant. Please mention the workshop name and reference the following code when making reservations via phone, fax or e-mail: KD0000. The cut-off date for reservations is April 20, 2007.

A block of rooms has been reserved at the Rose Garden Inn. Reservations may be made by calling 1-800-992-9005 OR directly on their website. Click on Corporate at the bottom of the screen and when prompted enter code MATH (this code is not case sensitive). By using this code a new calendar will appear and will show MSRI rate on all room types available. The following Group Code should be entered in the "Comment" field when booking through our Website. Group Code = CGMS39. Please note: The Original Queen room type does not have an in-room T1 connection, but we do have WIFI available in our main lobby area. The cut-off date for reservations is April 20, 2007.
 

Follow this link to read about the new U.S. visa requirements

 

Schedule

Monday May 21, 2007

08:30AM - 09:00AM  Morning Coffee and Registration
09:00AM - 09:15AM  Welcome
09:15AM - 10:00AM  Charles Doering Stirring up trouble: Multi-scale measures of mixing for steady scalar sources
10:00AM - 10:30AM  Morning Break
10:30AM - 11:15AM  Richard McLaughlin An overview of random phenomena and passive scalars
11:15AM - 12:00PM  Mark Alber Continuous limit of a discrete stochastic model for interaction of living cells
12:00PM - 02:15PM  Musical concert in the Auditorium
02:15PM - 03:00PM  Annie Millet Rate of convergence of space time approximations for stochastic evolution equations
03:00PM - 03:30PM  Afternoon Tea Break
03:30PM - 04:15PM  Marta Sanz-Solé Some problems for stochastic waves in dimension three
04:15PM - 05:00PM  Anna Amirdjanova Some perspectives on stochastic Heat, Burgers' and Navier-Stokes equations

Tuesday May 22, 2007

09:15AM - 10:00AM  Roberto Camassa Evolution of initial random fields by deterministic flows in passive scalar transport
10:00AM - 10:30AM  Morning Break
10:30AM - 11:15AM  Peter Kramer Coarse-Grained Descriptions of Biomolecular Systems
11:15AM - 12:00PM  Zhi Lin New exact results for PDF dynamics of the Majda model of turbulent transport
12:00PM - 01:30PM  LUNCH
01:30PM - 02:15PM  Peter Kloeden Synchronization of stochastic partial differential equations
02:15PM - 03:00PM  Grant Lythe Dynamics and statistics of kinks in the \phi^4 SPDE
03:00PM - 03:45PM  Juan Restrepo The Path Integral for Data Assimilation
03:45PM - 04:30PM  Jinqiao Duan Stochastic homogenization

Wednesday May 23, 2007

09:15AM - 10:00AM  Björn Birnir Turbulence of uniform flow
10:00AM - 10:30AM  Morning Break
10:30AM - 11:15AM  Andrew Stuart Computational Complexity of MCMC in High Dimensions
11:15AM - 12:00PM  Navaratnam Namachchivaya Stability and Bifurcations in multi-scale RDS
12:00PM - 02:00PM  LUNCH
02:00PM - 05:00PM  Breakout session
03:00PM - 04:00PM  Afternoon Tea Break

Thursday May 24, 2007

09:15AM - 10:00AM  Kening Lu Lyapunov Exponents for Random Dynamical Systems in a Banach Space
10:00AM - 09:30AM  Morning Break
10:30AM - 11:15AM  Huaizhong Zhao Pathwise stationary solutions of SPDEs and weak solutions of BDSDEs
11:15AM - 12:00PM  Hakima Bessaih Some results for a stochastic shell model
12:00PM - 02:00PM  LUNCH
02:00PM - 05:00PM  Poster session
02:00PM - 05:00PM  Sarah Williams A multiscale hybrid method for compressible fluids, with fluctuations
03:00PM - 04:00PM  Afternoon Tea Break

Friday May 25, 2007

09:00AM - 09:45AM  Alexandre Chorin Monte Carlo without chains with applications
10:00AM - 10:30AM  Morning Break
10:30AM - 11:15AM  Dror Givon TBD
02:00PM - 05:00PM  Free discussion session

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