Programme

Chair for morning: Nick Higham.

9:50 -10:00 Opening remarks

10:00-10:40

Konstantinos Zygalakis (University of Oxford).
On the existence and applications of modified equations for stochastic differential equations

10:45-11:25

Yuji Nakatsukasa (University of California, Davis)).
Dqds with aggressive early deflation

Coffee/Tea

11:50-12:30

Bart Vandereycken (ETH).
A Riemannian optimization approach for computing low-rank solutions of Lyapunov equations

Lunch

Chair for afternoon: Mark Ainsworth.

13:30-14:10

Ben Adcock (Simon Fraser University).
Stable reconstructions in Hilbert spaces and the resolution of the Gibbs phenomenon

14:15-14:55

Arnulf Jentzen (Princeton University).
Strong convergence of an explicit numerical method for SDEs with non-globally Lipschitz continuous coefficients

15:00-15:40

Richard Norton (University of Oxford).
Convergence Analysis of Planewave Expansion Methods for Schroedinger Operators with Discontinuous Periodic Potentials

Coffee/Tea and end of workshop

16:30

Prize ceremony. Prizes to be presented by Professor Christopher Baker (The University of Manchester and the University of Chester).