Distinct and Common Challenges in Numerical Methods for Deterministic and Stochastic PDEs

Description

This workshop aims to bring together two research communities that have so far developed largely in parallel: the field of numerical methods for stochastic partial differential equations (SPDEs), which has grown rapidly over the last two decades, and the long-established area of computational approaches for deterministic PDEs, which have reached a high level of sophistication and are widely applied in engineering and the life sciences. By comparing the state of the art and major open challenges in both settings, the workshop will highlight key similarities and differences, stimulate exchange between experts, and identify opportunities for collaboration. The program will cover both general principles that apply across a wide range of models, as well as advanced techniques tailored to specific applications.