Stochastic Partial Differential Equations and Their Applications

NSF-CBMS Regional Research Conference in the Mathematical Sciences:

May 19-23, 2003




 Department of Applied Mathematics
Illinois Institute of Technology
Chicago, IL 60616

Principal Lecturer:  Jerzy Zabczyk

Organizer: Jinqiao Duan

Conference Theme:

Partial differential equations are one of the most effective and useful tools in  mathematical modeling. Although   deterministic partial differential equations  originated around 1740s  with the works of J.R. d'Alembert, D. Bernoulli and L. Euler,  stochastic partial differential equations started to appear only recently in the mid-1960s.  Systematic research  on stochastic partial differential equations has been going  on only since about 1980s.

Scientific and engineering systems are often subject to uncertainty or random  influence.Taking stochastic effects into account is of central importance for the  development of mathematical models of complex phenomena under uncertainty.  Macroscopic models in the form of  partial differential equations for these systems contain such randomness as stochastic forcing, uncertain parameters, random sources or inputs, and random initial and boundary conditions. Stochastic partial  differential equations are appropriate models for randomly influenced  infinite dimensional systems.

It has become evident that randomness may have a delicate impact on the dynamical evolution of natural and engineering systems, such as stochastic bifurcation, stochastic resonance and noise-induced pattern formation.

There is a growing recognition of a role for the inclusion of  stochastic terms in the modeling of complex systems. The addition  of such terms has led to interesting new mathematical problems  at the interface of probability  and partial differential equations.  For example, there has been increasing interest  in mathematical modeling of the climate system, condensed matter physics, materials sciences,  mechanical and electrical engineering, and finance, to name just a few, via  stochastic  partial differential equations. Problems arising in the context of modeling  have  inspired interesting research  topics about, for example, the interaction between noise,  nonlinearity and multiple scales, and about efficient numerical methods for simulating random phenomena.

Another source of inspiration for investigating stochastic partial differential equations has been an intrinsic development of stochastic analysis.

Conference Venue:

All conference lectures will be held in E1 Building (which houses the Department of Applied Mathematics),  on the main campus of the  Illinois Institute of Technology (IIT), Chicago. Please see the IIT campus map here.

In addition to the main lectures by  Professor  Jerzy Zabczyk, there will be a few other presentations by participants.


There is no registration fee, but of course, you must apply early. An on-line registration and request for support form is provided for your convenience.

Tentative Program:

May 19-23







Coffee and Registration 

Coffee and Registration 





Greetings and Welcome 









Coffee and Discussion 

























Coffee and Discussion 

Coffee and Discussion 

Coffee and Discussion 

Coffee and Discussion 















Lecture Notes:

SIAM or AMS will  publish a monograph based on the principal lectures.

Financial Support:

The conference, funded by the National Science Foundation, could provide support for local expenses, and limited domestic travel, for approximately 25 participants. Requests for support will be considered as long as funds remain available; young mathematicians, and all scientists from underrepresented groups are particularly encouraged to apply.


A block of rooms has been reserved at local hotels in Chicago, as well as IIT's Guest Suites on campus (in Gunsaulus Hall), where we expect that most participants will stay. Requests for these rooms must be made with registration directly to the organizers and will be assigned on a first come first served basis. Requests for rooms after April 15 or after the reserved rooms are fully assigned, whichever occurs first, must be made directly to the hotel and shall be on availability basis. Participants wishing to use other accommodations can find a list of area hotels on the web page of the Chicago Visitor's Bureau.

Travel and Maps:

Chicago is served by O'Hare International Airport, Midway Domestic Airport, Amtrak and Greyhound/Swallows Bus Lines.

IIT’s main campus  is located four  miles north of the University of Chicago and 20 miles south of Northwestern University.  The E1 Building (which houses the Applied Math Department) is at the intersection of State and 32nd streets.

Maps are available for IIT’s Location,  IIT’s Main Campus (where the E1 building is located),  and the city of Chicago.

Coming from the Midway Airport  (in the west):


                        By train: Please see the map for trains at It is $1.50 per ride.


                        By car: Take on Cicero Avenue north and get to I-55 north.

                                    Take I-55 north (sort of east) towards Chicago; get off at 292B to I-90 South towards Indiana.


                                     On I-90, drive about 0.5 mile and get off  at Exit 54 (I think) towards 31st street.


                                    Turn left/east on 31st street and drive 0.25 mile  and you are on IIT. Turn right (south) to State

                                     street.  You are on campus!



Coming from the O'Hare International Airport (in the North):


                        By train: Please see the map for trains at  It is $1.50 per ride.


At the airport take the Blue Line train towards Chicago City; Get off the Blue Line train at Clark Street Station

and change to Green Line train towards 63rd Street (South); get off the Green Line train at the "35-Bronzville-IIT" Station.

You are now on IIT campus.



                         By car:    From the O'Hare Airport, take I-190 east and then I-90 south.     On I-90 drive about 20 mile and get off at Exit 54

                                      towards 31st street.


                                     Turn left/east on 31st street and drive 0.25 mile and you are on IIT. Turn right (south) to State

                                    street.  You are on campus!



Coming from the North:


If you come from I-90/I-94 (Dan Ryan Expressway), take Exit 54 towards 31st Street.You would turn left to 31st Street to IIT campus. But in Spring 2002, 31st Street is closed for construction. So after you get off at Exit 54, drive a little more towards 33rd Street. Turn left to  33rd Street

and you immediately cross a bridge over I-90/I-94. You are now on IIT   campus (and you will see  IIT's two oldest red  buildings).


Continue to drive 100 yards on 33rd Street and turn left to State Street. Drive 100 yards on 33rd Street and turn right to 32nd Street and enter

the Metered Visitor Parking Lot.


If you come from Lakeshore Drive (Route 41), take exit at 31st Street/IIT.  Then  turn right  to 31st Street  and drive  for about 1 mile. You will pass Martin Luther King Drive,  Indiana Street, Michigan Street and then State Street.  You are now at IIT.


 Turn left to State Street, and then turn left on 32nd Street  to enter the Metered Visitor Parking Lot.



Coming from South:


                         Take Lakeshore Drive  North (or Route 41 North) and then take exit at 31st Street/IIT and then   turn left and drive on 31st Street

                          for about 1 mile. You will pass Martin Luther King Drive,  Indiana Street, Michigan Street and then State Street.

                        You are now at IIT.  Turn left to State Street, and then turn left on 32nd Street   to enter the Metered Visitor Parking Lot.


Local Transportation:

Local mass transportation is available via CTA trains and CTA/ Pace Buses

Place/ Person to find first:

The Applied Mathematics Department office is in Building E1, Room 208. Tel: 312-567-8980.

J. Duan's office is also in the E1 Building, Room 115. Tel: 312-567-5335.


A Metered Visitor Parking Lot is located at 32nd Street and State Street, on the east side of State

Street, directly across the street from  the  E1 Building.  If you have trouble finding a Visitor Parking space, just park in

any  of the IIT parking lots and we will come out to help re-park your car.  We can also help you with some coins!


Food on Campus:


            The Commons (directly across the street from the E1 Building) : 7-11 Convenience Store

            Hermann Union Building (HUB) , next building to E1:  the Cafeteria for breakfast and lunch

                                                                                    and the  Bog for beer, sandwiches and snacks

            The South Dining Hall: Visitors are welcome here too!



In the month of May, the average temperature in Chicago is 59 F, with an average high of 70 , and an average low of 48. Average precipitation at this time of year is 3.2 inches, snowfall is 0.1 inch. As conference time draws near, you might wish to check  with, enter area code 60616, for an actual forecast.


Please address all inquiries to the conference e-mail address below.

Conference organizer: Dr. Jinqiao Duan

Conference e-mail: Mrs. V.P.B. Walsh

Internet facilities will be available for participants.
Conference web-page:


This research conference is mainly financially supported by the National Science Foundation through a grant DMS-0225738. The Department of Applied Mathematics at IIT has generously agreed to host this conference.