The course provides an introduction to the theory of multiscale methods, and the techniques of averaging and homogenization in particular. The theory will be exemplified by application to ordinary and stochastic differential equations, Markov chains and partial differential equations. The course will comprise 10 introductory lectures on averaging and homogenization by G.A. Pavliotis (Imperial, on partial differential equations) and by A.M. Stuart (Warwick, on stochastic processes). There will also be several guest lectures by experts in multiscale phenomena. These will cover applications and theory. The course is aimed primarily at graduate students from mathematics and statistics, but will also be of interest to students working in closely allied areas of engineering and physics. Furthermore, postdoctoral and young researchers are also encouraged to attend. The introductory lectures by Pavliotis and Stuart will be based on the lecture notes: http://www.warwick.ac.uk/~masdr/mult.html

Guest Lecturers

Alexandre Chorin (Berkeley). Optimal Prediction and Dimension Reduction Tom Hou (CalTech). Fluid Mechanics. Eric Vanden Eijnden (Courant). Multiscale Integrators. For queries, please contact the course organizers.

• Andrew Stuart's Web-Pages
• Greg Pavliotis's Web-Pages

Participants will be responsible for their own expenses, there is no registration fee. Scroll to the bottom of the page for the link to the registration page. On the registration page, please select the link named "No Funding Needed" and then complete the registration.

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: WV0000. The cut-off date for reservations is March 1, 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 = CG48. 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 March 9, 2007.