Ce programme thématique vise à promouvoir l’étude et l’emploi de modèles stochastiques et de techniques d’inférence statistique susceptibles d’améliorer notre compréhension de l’interaction entre les facteurs de risque et leurs effets potentiellement désastreux sur les systèmes dynamiques. Les modèles de dépendance, la théorie des valeurs extrêmes et l’analyse des séries chronologiques constituent les fondements méthodologiques de la gestion quantitative des risques. De nombreux enjeux actuels seront abordés, dont l’élaboration de modèles pour les événements extrêmes et la dépendance entre de nombreuses variables, l’agrégation des risques et la validation de modèles à l’aide d’avis d’experts, l’évaluation et le contrôle des risques systémiques, ainsi que la propagation du risque en épidémiologie, en finance, dans les réseaux énergétiques, les systèmes informatiques, etc.

Les ateliers sont conçus pour favoriser l’interaction entre probabilistes, statisticiens, économètres, régulateurs et modélisateurs des risques en finance, en assurance, en hydrologie et en sciences de la santé, du climat et de l’environnement. Ils rassembleront des chercheurs et des praticiens de ces divers domaines et fourniront une excellente occasion de faire le point sur les progrès accomplis, d’identifier de nouveaux défis et d’initier de fructueuses collaborations.

Les ateliers seront précédés d’une école d’été d’une semaine basée sur le best-seller « Quantitative Risk Management: Concepts, Techniques and Tools » de McNeil, Frey et Embrechts (Princeton University Press, 2015) qui offrira aux jeunes chercheurs et aux professionnels une introduction pratique à ce domaine en pleine expansion.

]]>This thematic program seeks to promote the study and use of stochastic models and statistical inference techniques that are relevant for an enhanced understanding of the interplay between risk factors and their potentially catastrophic effects on dynamic systems. Dependence models, extreme-value theory and time series analysis form the methodological backbone of quantitative risk management. Many important current issues will be considered, including the development of models for extreme events and large collections of variables, risk aggregation and model validation through expert use, the assessment and control of systemic risk, and risk propagation in epidemiology, finance, power networks, computer systems, etc.

The workshops are designed to foster interactions among probabilists, statisticians, econometricians, regulators, and risk modelers in finance, insurance, hydrology, as well as in the health, climate, and environmental sciences. They will bring together researchers and practitioners from these various areas and will present an excellent opportunity to take stock of recent developments, identify new challenges and initiate fruitful collaborations.

A week-long school based on the bestseller “Quantitative Risk Management: Concepts, Techniques and Tools” by McNeil, Frey and Embrechts (Princeton University Press, 2015) will precede the workshops and provide young investigators and professionals alike with a hands-on introduction to this rapidly growing field.

]]>Our goal is to raise awareness among children, youth, and the public at large, about the importance and essential nature of mathematics in everyday life and in all the sciences.

]]>*Registration and application for participant support now open*

Summer School: August 6-27, 2013

-Mini-Course on Valuing and Trading Correlation Structures in Commodities

-Mini-Course on Financialization of the Commodity Markets and Mean Field Games

-Mini-Course on Stochastic Models of Electricity Markets

Workshop on Electricity, Energy and Commodities Risk Management: August 14-16, 2013

Workshop on Stochastic Games, Equilibrium, and Applications to Energy & Commodities Markets: August 27-29, 2013

]]>The main topics to be addressed in this program are: cell biology, population dynamics, quantitative modeling for drug development, systems biology, and evolutionary biology.

A **summer school** will be dedicated to recent progresses in multiscale modeling, with applications in the life sciences.

http://mathbio2013.sciencesconf.org/

Schedule (Please click on the links for further information):

- Conference: “Biological invasions and evolutionary biology, stochastic and deterministic models”, March 11-15, 2013,
- Conference: “Cell biology”, March 25-29, 2013,
- Conference: “Systems Biology Approach to Infectious Processes”, May 13-15, 2013,
- Summer school: “Multiscale modeling in the life sciences”, May 27-31, 2013,
- Conference in honour of Michael Mackey’s 70th birthday, June 3-6, 2013,

Organizing committee: M. Adimy (INRIA), J. Bérard (UCBL), S. Bernard (CNRS, UCBL), H. Berry (INRIA), V. Calvez (CNRS, ENS de Lyon), F. Crauste (CNRS, UCBL), O. Gandrillon (CNRS, UCBL), E. Grenier (ENS de Lyon), Th. Lepoutre (INRIA), L. Pujo-Menjouet (UCBL), G. Raoul (CNRS, CEFE), B. Ribba (INRIA), V. Volpert (CNRS, UCBL), B. You (CHU Lyon).

This program is funded by the “laboratoire d’excellence” MILYON, an initiative from the French ministry of research.

]]>The purpose of this programme is to bring together scientists from very different perspectives in models of the dynamics of the fluid components of the Earth system. This interest may be directly into the modelling, also numerical, or at a more abstract modelling level in terms of understanding the climate system as a complex dynamical system. This programme aims to prove that there is a close connection between “core” questions and problems of pure and applied mathematics and “core” questions of geophysical fluid dynamics relevant for the investigation of the climate system and of its component, and that these are closely linked to defining rigorously what is a good model for a complex system. The aim of the programme is to provide a common ground for fostering mutually stimulating and inspiring exchanges and for creating opportunities for future research. This programme is part of the international initiative “Mathematics for Planet Earth 2013” supported by mathematical societies and institutes around the world (http://mpe.dimacs.rutgers.edu).

The programme features three main macro-themes of interest where the progress has been impressive on the mathematical side and in terms of the investigation – theoretical, model-assisted, and observational – of the planet Earth: *a) Dynamical Systems and Statistical Mechanics; b) Extreme Events; c) Partial Differential Equations*. Work at these interfaces has, realistically, the potential to provide huge breakthroughs in the next years. These themes have mutual connections at mathematical level, which definitely need to be strengthened, with the possibility of obtaining new general results of great significance. Moreover, each theme has a huge potential for future breakthroughs at the boundary between mathematics and natural science. Finally, a crucial thread linking all of these themes is that related to the approaches and methodologies of modelling and analysing model outputs. In complex, multiscale system an ubiquitous issue is the choice of the specific details to model, of how to model them and parametrize the unresolved scales, how to implement efficiently a model, how to validate the model with sparse and uncertain data, how to control the model error, how to define robust observable, how to convincingly perform upscaling and downscaling procedures, and how to deal with coarse-graining.

The programmes at the Isaac Newton Institute benefit from a careful combination of structured, non-structured, and improvised events fostering scientific exchange. As for the first category, the following initiatives are being actively prepared:

- One introductory satellite workshop taking place in Exeter during the week before the start of the programme;
- Two workshops taking place at the Institute during the programme, the first one dedicated to themes more directly relevant for the first two streams of activity, and the second one dedicated to the third stream;
- Tutorial lectures, given by scientists active at the interface between the macro-themes;
- Other events will include seminars, round tables, discussions with non-academic stakeholders, plus, of course, a range of social events;
- Editorial activities, e.g. collection of selected contributions into an edited book or special issue of a journal.

The programme shall foster the development of advanced mathematical descriptions of the coupling of the bulk dynamics of complex fluids and active media with the dynamics of free surfaces, interfaces and contact lines. Thereby the programme will initiate new collaborations between applied mathematicians and the different communities of physicists or engineers involved in biological physics, soft condensed matter science, chemical/mechanical engineering, nano- and microfluidics, and related fields. The programme combines research seminars, embedded workshops and a summer school with a number of short instructional courses. The latter will particularly allow younger researchers to better integrate concepts of mathematical modelling and non-equilibrium, nonlinear, and soft matter science into the presently active research fields.

]]>A fascinating feature of polynomial optimisation is that it can be approached from several different directions. In addition to traditional techniques drawn from operational research, computer science and numerical analysis, new techniques have recently emerged based on concepts taken from algebraic geometry, commutative algebra and moment theory. In this regard, polynomial optimisation provides a valuable opportunity for researchers from previously unrelated disciplines to work together.

The plan for this four-week programme is as follows. During the first week (15th-19th July 2013), there will be a “summer school” and a “workshop”. The “summer school” will consist of a series of tutorials from internationally respected invited speakers, and the workshop will consist of a series of contributed talks and possibly a poster session. These events will be open not only to official programme participants, but also to other interested academics, PhD students and post-doctoral researchers (space permitting).

The following three weeks will be open only to invited persons. Each of the three weeks will focus on a specific sub-topic:

1. Algebraic Approaches (22nd-26th July 2013). This will concern the development of new theory and algorithms based on techniques from relevant areas of pure mathematics, such as real algebraic geometry, commutative and noncommutative algebra, moment theory and the theory of sums-of-squares representations.

2. Convex Relaxations and Approximations (29th July-2nd August). This will be devoted to the study of convex relaxations (and hierarchies of relaxations) of certain important specially-structured problem classes, along with associated approximation algorithms (and inapproximability results).

3. Algorithms and Software (5th-9th August). This will be devoted to the development of new algorithms and their implementation as software. This may include, for example, algorithms for computing lower and upper bounds, algorithms for generating strong valid inequalities, and algorithms for solving instances to proven optimality.

**Please Note:** The list of Invited Participants only includes people who plan to attend during the last three weeks of the programme. The list of participants in the summer school and workshop held during the first week will be posted at a separately.

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The four-week programme will:

- take stock of progress in the last twenty years, following on from the original Newton meeting; to assess where we are today and provide a synthesis;
- take a systematic look at the use of models to inform public health decisions, and to analyse where and why models fail in their predictions;
- set the agenda for future research and in particular determine the main challenges, both in understanding & public health needs and in methodology;
- foster collaboration and a new generation of young talented researchers with the aim of starting to address some of the challenges identified above, through a programme of concrete research activities.