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).

Organizers

  • 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

  • Ryan Kurniawan, ETH Zurich, Switzerland

  • Felix Lindner, University of Kaiserslautern, Germany

  • Sara Mazzonetto, Université Lille 1, France

  • 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

    • Poster presentations

  • Bahareh Akhtari, Institute for Advanced studies in Basic Sciences, Iran

  • Yasmina Djabali, University of Bejaia, Algeria

  • Sedda Hakmi, University of Bejaia, Algeria

  • Hyung-Chun Lee, Ajou University, South Korea

  • Ethan Levien, University of Utah, USA

  • Marija Milosevic, University of Nis, Serbia

  • Gamze Ozel Kadilar, Hacettepe University, Turkey

  • Przemyslaw Zielinski, KU Leuven, Belgium

  • Nabil Zougab, University of Bejaia, Algeria

    • Information

    Schedule and talk abstracts: Schedule of the Stochastic Computation Workshop

    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

    Email: or



    Updated: July 3, 2017.