FoCM 2017

Stochastic Computation Workshop

Barcelona, July 10th-12th, 2017

This workshop is part of the triennial FoCM conference series, organized by the Society for Foundations of Computational Mathematics. The next edition will be held in Barcelona, July 10th-19th, 2017.

The Stochastic Computation Workshop covers a range of subjects on the interface between numerical analysis and stochastic processes. The topics under consideration include

  • the construction and the analysis of algorithms for SPDEs and PDEs with random coefficients,
  • approximation methods for SDEs and BSDEs driven by Brownian motions or more general processes like Levy processes or fractional Brownian motions,
  • rare event simulation and analysis,
  • stochastic methods in data sciences, statistical learning, and
  • recent developments in Markov Chain Monte Carlo methods (MCMC).


  • Arnulf Jentzen, ETH Zurich, Switzerland
  • Tony Lelière, Ecole Nationale des Ponts et Chaussées, France
  • Semi-plenary speakers

  • Arnaud Debussche, ENS Rennes, France
  • Paul Dupuis, Brown University, USA
  • Speakers

  • Francis Bach, ENS Paris, France
  • Maria Cameron, University of Maryland, USA
  • Andreas Eberle, University of Bonn, Germany
  • Gersende Fort, Université Paris-Saclay, France
  • Aurélien Garivier, Université Paul-Sabatier, France
  • Christel Geiss, University of Jyväskylä, Finland
  • Stefan Geiss, University of Jyväskylä, Finland
  • Arnaud Guyader, Université Pierre et Marie CURIE, France
  • Benjamin Jourdain, Ecole Nationale des Ponts et Chaussées, France
  • Mihaly Kovacs, Chalmers University of Technology, Sweden
  • Ryan Kurniawan, ETH Zurich, Switzerland
  • Felix Lindner, University of Kaiserslautern, Germany
  • Thomas Mueller-Gronbach, Passau University, Germany
  • Ben Recht, University of California, Berkeley, USA
  • Klaus Ritter, TU Kaiserslautern, Germany
  • Sotirios Sabanis, University of Edinburgh, UK
  • Diyora Salimova, ETH Zurich, Switzerland
  • Pierre-André Zitt, LAMA, Université de Marne-la-Vallée, France
  • Information

    Schedule and talk abstracts: TBA

    Related plenary talks: Martin Hairer, Andrew Stuart

    Related workshops of FoCM'17: Foundations of Numerical PDEs, Information-Based Complexity

    Previous workshop: FoCM'14

    Contact us

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    Updated: March 5, 2017.