Welcome to the workshop "Milstein's method: 50 years on"
Join us at the School of Mathematics,
University of Nottingham for an exciting event filled with
insightful talks and networking opportunities.
Monday 30th June to Thursday 3rd July 2025.
About
The workshop brings together researchers from a range of disciplines studying stochastic numerics to discuss the latest progress, new trends and challenges. The main topics are:
- geometric integrators for SDEs including constraint dynamics and SDEs on manifolds
- numerical methods for SPDEs
- approximation of mean-field SDEs
- deep learning and stochastic numerics
- numerical methods for non-Markovian SDEs
- algebraic structures in stochastic differential equations
The workshop will also be in the memory of Professor G.N. Milstein to celebrate his pioneering contributions to stochastic numerics.
Funding
Funded and Sponsored by ICMS, Applied Probability Trust and University of
Nottingham
Registration
Registration is mandatory to attend this conference. To register, please use the link click here.
(Invited speakers do not need to register)
Registration Package: £120, Student Registration Package: £80
The Registration Package includes admission to all talks, lunches and refreshments (Monday - Thursday),
poster reception, but does not include other meals or accommodation or the workshop dinner .
We are inviting registered participants to present posters.
The best PhD and ECR posters will be awarded Applied Probability Trust prizes.
Deadline for the registration is extended to mid June 2025 except an option to book a place for the workshop dinner which has been closed..
Scam aleart:
Please remember: we do not use third parties to do administration for this event: messages will come directly from UoN staff
If you have any doubt about an email you receive please contact us
via PM-Milstein2025@exmail.nottingham.ac.uk.
Invited Speakers
- Dimitra Antonopoulou (University of Athens, Greece)
- Lubomir Banas (Universitat Bielefeld, Germany)
- Christian Bayer (WIAS, Germany)
- Denis Belomestny (Duisburg-Essen University, Germany)
- Mireille Bossy (INRIA, France)
- Nawaf Bou-Rabee (Rutgers, USA)
- Charles-Edouard Bréhier (Université de Pau et des Pays de l'Adour, France)
- Dan Crisan (Imperial College London, UK)
- Andreas Eberle (Universitat Bonn, Germany)
- James Foster (University of Bath, UK)
- Máté Gerencsér (TU Wien, Austria)
- Emmanuel Gobet (CMAP, France)
- Monika Eisenmann (Lund University, Sweden)
- Kristin Kirchner (TU Delft, Netherlands and KTH Royal Institute of Technology, Sweden)
- Benedict Leimkuhler (University of Edinburgh, UK)
- Maud Lemercier (University of Oxford, UK)
- Chengcheng Ling (Augsburg University, Germany)
- Gabriel Lord (Radboud University, Netherlands)
- Pierre Monmarché (Sorbonne, France)
- Cornelis Oosterlee (Utrecht University, Netherlands)
- Michela Ottobre (Heriot Watt, UK)
- Andreas Prohl (Tuebingen University, Germany)
- Goncalo dos Reis (University of Edinburgh, UK)
- Denis Talay (École Polytechnique, France)
- Irene Tubikanec (Johannes Kepler University, Austria)
- Gilles Vilmart (Université de Genève, Switzerland)
- Yue Wu (University of Strathclyde, UK)
- Larisa Yaroslavtseva (University of Graz, Austria)
Scam aleart:
Please remember: we do not use third parties to do administration for this event: messages will come directly from UoN staff
If you have any doubt about an email you receive please contact us
via PM-Milstein2025@exmail.nottingham.ac.uk.
For any external company: you are not permitted to send any emails to the speakers of this event related to this event in anyway.
If you do so, you will be breaking the law and will be reported to the law enforcement authorities.
Scientific committee
Organising committee (University of Nottingham)
- Karthik Bharath
- Michael Causon
- Yajie Guo
- William Salkeld
- Jiale Tao
- Michael Tretyakov
- Lun Wei
Administrative support: Faiza Azam.
Grigori N. Milstein (1937-2023)
Professor G.N. Milstein received his undergraduate degree in mathematics from the Ural State University (UrGU; Sverdlovsk, USSR), which is now Ural Federal University (Ekaterinburg, Russia). He completed his PhD studies at the same University. Professor Milstein has been an assistant professor, associate professor and, after defending his DSc thesis, professor at the Faculty of Mathematics and Mechanics UrGU (then URFU). He also worked as Senior Researcher at the Weierstrass Institute for Applied Analysis and Stochastics (Berlin, Germany) and was a Visiting Professor at University of Leicester (Leicester, UK) and University of Manchester (Manchester, UK).
Milstein was a world-leading expert in Stochastic Numerics, Estimation, Control, Stability, Financial Mathematics.
Milstein has a number of pioneering works on Stochastic Numerics.
He published four research monographs and also contributed to the second edition of
R. Khasminskii Stochastic Stability of Differential Equations, Springer, 2012.
See his Web-page at here
Travel Information
Information on how to get to the conference venue, accommodation options, and more can be found here
ETA & VISAS
From April 2025, all visitors to the UK who do not need a visa for short stays and who do not already have a UK immigration status must obtain an ETA. Guidance can be found here.
If have a visa to enter the UK already, you do not need to apply for ETA. If you need support for visa application, please email PM-Milstein2025@nottingham.ac.uk p>