Stochastic and Statistical Methods in Multi-Scale Systems

Organized by Prof. Andrew Majda

December 6-19, 2009, Fudan University, Shanghai, China



Multi-scale systems are ubiquitous in science and engineering. One prominent example is the climate system which  has a wide range of time scales for important physical processes. On hourly scales there are boundary layer and small scale convective processes; on daily scales there are organized synoptic scale weather events; on monthly scales there is low frequency variability of the extra-tropics and intraseasonal variability of the tropics; on annual scales there is the El Nino/Southern Oscillation and midlatitude planetary tele-connections; finally, on decadal scales there are important oscillations of the coupled mid-latitude atmosphere/ocean system.

The presence of multiple temporal and/or spatial scales in a system imposes challenges and provides opportunities. The associated small scales usually renders the system as a singular perturbation of some regular problem and hence poses analytical and computational difficulties. On the other hand, the separation of temporal and or spatial scales may enable us to derive effective simplified models and design efficient algorithms.

The purpose of this workshop is to gather a few world leading experts to lecture on recent developments on statistical and stochastic methods in multi-scale systems. Both existing results and challenges will be surveyed. It should be accessible to well-prepared advanced graduate students.

The workshop is organised by Professor Andrew Majda of New York University.

Working language: English

Invited Speakers:

Zhaojun Bai

David Cai

Eric Vanden-Eijnden

Martin Hairer

Illia Horenko

Takis Souganidis

Sam Stechmann

Xiaoming Wang


Scientific Committee:

Andrew Majda

Ta-tsien Li

Jiaxing Hong

Xiaoming Wang

Jin Cheng


Local Organizing Committee:

Jin Cheng

Xiaoming Wang

Yangfeng Su

Weiguo Gao

Wenbin Chen


Co-organized by:

School of Mathematical Sciences, Fudan University, Shanghai, China

Shanghai Key Lab of Comtemporary Applied Math , Shanghai, China

Nonlinear Mathematical Modeling and Methods Laboratory, Ministry of Education, China


Sponsored by:

111 project

National Science Foundation of China

Fudan University, Shanghai, China


Scientific program: Click here.


Venue: Room 1801, East GuangHua Main Building,

School of Mathematical Sciences, Fudan Univerisity, No. 220 Handan Road, Shanghai, China

Registration: There is no registration fee.

Accomodation: FuXuan Hotel ( inside the School of Journalism ). For detailed position, please refer to the attached map of Fudan Univ.



Please send title and abstract to Ms. CHEN before Nov 30 th, 2009.


If you have any question, please contact with Ms. CHEN.


Ms. Wei CHEN

Center of Scientific Computing and Engineering

Fudan University, Shanghai 200433, China

Tel: 86-21-55665514, Fax: 86-21-55665278


(Students who want to attend the meeting should send email to for registeration.)




Useful Information: