New developments and challenges in Stochastic Partial Differential Equations

This is the first workshop of the Bernoulli Center Program "New developments and challenges in Stochastic Partial Differential Equations”. Stochastic partial differential equations (SPDEs) model a wide range of systems that involve space--time varying randomness. Due to their far reaching scope, SPDEs appear naturally in numerous scientific domains, including physics, biology, and finance. Since its initial development and thanks to recent impressive advances, the field has become mature with many different specialities and sub-fields, and bridging the gap between these sub-fields is often demanding. The role of the workshop and the research program is to bring researchers together to facilitate communications and exchange of fundamental ideas.

Format. The workshop includes the following five mini-courses:

• Jacob Bedrossian (University of California) - Stochastic Navier-Stokes
• Giuseppe Cannizzaro  (University of Warwick) -  Large-scale behavior of stationary (super-)critical stochastic PDEs
• Pawel Duch (EPFL) -  Flow approach to singular SPDEs
• Alexei Mailybaev (IMPA) -  Intrinsic stochasticity
• Lorenzo Zambotti (Sorbonne Université) - Introduction to regularity structures

• Tadahisa Funaki (BIMSA)
• Lucio Galeati (EPFL)
• Nimit Rana (University of York)
• Tommaso Rosati (University of Warwick)
• Francesco Russo (ENSTA Paristech)
• Marc Veraar (TU-Delft)