CIRM: New trends of stochastic nonlinear systems: well-posedeness, dynamics and numerics

Description

Stochastic analysis is a very dynamic field which has undergone numerous developments over the last decades: stochastic differential equations (SDE), stochastic partial differential equations (EDPS), Malliavin calculus…

In order to study new singular complex models, which in particular arise from regularization/de regularization by noise related problems, particle systems, quantum mechanics or machine learning, new ideas have appeared yielding numerous results concerning the well-posedness, dynamics and approximation of singular ED(P)S in numerous scientific or engineering fields. Among these ideas we can mention: the application of convex integration techniques for stochastic equations, the sewing lemma to highlight fine regularization properties of the underlying noise, quantum field theory to help understand quantum dynamics, or the association of classical techniques with tools such as rough paths theory to solve problems which could not be addressed independently.

The overall aim of the workshop is to bring together experts from different disciplines related to singular stochastic systems to facilitate the exchange of ideas. The goal is to identify and motivate novel research directions on the well-posedness, dynamical behavior and numerical simulation of singular stochastic (partial) differential equations.

Period	20 Oct 2025 → 24 Oct 2025
Event type	Conference
Location	Marseille, FranceShow on map
Degree of Recognition	International