SPID 2014 - Symposium on Structure Preserving Integrators for Differential and Stochastic Differential Equations

Organizers: Elena Celledoni, Department of Mathematical Sciences, Norwegian University of Science and Technology, Trondheim, Norway, Roman Kozlov, Department of Business and Management Science, Norwegian School of Economics, Bergen, Norway and Takayasu Matsuo, Department of Mathematical Informatics, Graduate School of Information Science and Technology, The University of Tokyo
E-mail: elena.celledoni-AT-math.ntnu.no; Roman.Kozlov-AT-nhh.no; matsuo-AT-mist.i.u-tokyo.ac.jp
Geometric numerical integration is a systematic approach for the discretization of differential equations aimed at preserving geometric and analytic properties of the continuous equations. Another name widely used for this approach is that of structure-preserving algorithms.
This workshop should be seen in the context of an emerging trend where new branches of mathematics enter applications.
For example the area of discrete integrable systems has only been loosely connected to numerical analysis of ordinary differential equations up to recently. Similarly structure preservation in the context of stochastic differential equations is still largely unexplored. One connection of the two fields is through the theory of discrete symmetries, another through algebraic combinatorics and B-series.
The intention is to explore the possibility of development of new mathematical tools to meet the upcoming challenges of science and engineering.
We would like to bring together experts in these fileds for discussing recent developments and future directions of research.