Friday July 29/10:00
Current Trends in Stochastic Partial Differential Equations
Stochastic partial differential equations play a central role in a number of engineering fields. This minisymposium will focus on certain cutting edge issues of stochastic analysis, nonlinear estimation theory and stochastic control theory and their applications in the estimation and control of turbulence and shallow ocean acoustics.
One of the main goals of this minisymposium is to identify and crystallize opportunities for mathematical research in harmony with the new goals of the Navy and the government such as shallow ocean surveillance. It will also provide a view of current trends in the study of partial differential equations arising in engineering sciences using analytic and probabilistic techniques.
Organizer: Sivaguru S. Sritharan
University of Colorado, and Naval Command, Control and Ocean Surveillance Center
- 10:00: Stochastic Control and Nonlinear Filtering of Navier-Stokes Equations.
Sivaguru S. Sritharan, Organizer
- 10:30: Non-Parametric Regression Estimates for a Dirichlet Problem with Discrete Data.
Stephen L. Hobbs, Naval Command, Control and Ocean Surveillance Center
- 11:00: Wiener Chaos Expansion as a Numerical Algorithm for Nonlinear Filtering Theory.
B. L. Rozovskii, University of Southern California
- 11:30: Lp-Estimates for Stochastic Partial Differential Equations.
N.V. Krylov, University of Minnesota, Minneapolis