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STOCHASTICA Directions Workshop, April 2026

STOCHASTICA Directions Workshop


UCC, Ireland, April 27-29, 2026

Over April 27-29, University College Cork (UCC) will host the "STOCHASTICA Directions Workshop" as part of the EU-funded COST Action STOCHASTICA, which runs over 2025-2029. A central aim of STOCHASTICA is to embed the use of the well-developed mathematical theory of Stochastic Differential Equations (SDEs) in both public sector and industry research. 

This workshop will be the first in-person gathering of Action members, bringing together researchers who are experts in their individual areas in academia, industry, and the semi-state sector. It will be an opportunity to discuss potential research directions of mutual interest and benefit and to propose new problems in light of the first months of activity in the Action.

There will be a mix of plenary scientific talks by invited speakers, poster presentations, and discussion sessions centred on the Action Working Groups.

This will be a hybrid event: online participants can join the talks. Working group discussions and the poster session will be in-person only.

 

Confirmed Speakers

Dan Crisan (Imperial College London, UK)

Steffen Dereich (Universität Münster, Germany)

Giulia Di Nunno (University of Oslo, Norway)

Susanne Ditlevsen (University of Copenhagen, Denmark)

Valerie Livina (National Physical Laboratory, UK)

Glenn Marion (Biomathematics and Statistics Scotland, UK)

Joaquin Miguez (Universidad Carlos III de Madrid, Spain)

Pawel Morkisz (Aigorithmics, Poland)

Miguel Munoz Zuniga (IFP Energies nouvelles, France)

Katie O'Brien (Health Protection Surveillance Centre, Ireland)

Cornelis Oosterlee (Utrecht University, The Netherlands)

Francesco Piazza (Università di Firenze, Italy

Valentin Resseguier (INRAE, France)

Sander Rieken (Alliander, The Netherlands)

Yue Ying (Nansen Environmental and Remote Sensing Center, Norway)

Schedule

All times are Irish Summer Time (GMT+1).

Click on the title of any talk to view the book of abstracts.

Monday April 27, 2026

Time Speaker/Event Title Hybrid Participation
09:30-10:30 Registration and tea/coffee    
10:30-11:00

Welcome from the President of UCC: Professor John O'Halloran

Working group introductions 

  Y
11:00-11:40 Glenn Marion

Opportunities and barriers in application of stochastic differential equations to agriculture and ecology

Y
11:40-12:20 Susanne Ditlevsen

Estimation of tipping points in complex systems

Y
12:20-13:50 Lunch    
13:50-14:30 Katie O'Brien

Infectious disease modelling: Move beyond deterministic models?

Y
14:30-15:10 Steffen Dereich

Convergence analysis for the Adam algorithm

Y
15:10-15:40 Tea/Coffee    
15:40-16:20 Paweł Morkisz

Noise, Precision, and Stochastic Differential Equations: From Numerical Analysis to Modern AI Systems

Y
16:20-17:00 Wrap-up discussion   Y
17:00-18:00 Wine reception and poster session    

Tuesday April 28, 2026

Time Speaker/Event Title Hybrid Participation
09:10-09:50 Miguel Munoz Zuniga

Quantification and reduction of uncertainty in complex ‘black-box’ numerical models analysis using Gaussian processes

Y
09:50-10:30 Sander Rieken 

Stochastics for Energy Distribution Systems

Y
10:30-11:00 Tea/Coffee    
11:00-11:40 Yue Ying

Advancing multiscale and non-Gaussian data assimilation methodology for geophysical models

Y
11:40-12:20 Francesco Piazza

Noise in Biology: Hidden States, Fate Decisions, Sensing Limits, and Self-Organized Order

Y
12:20-13:50 Lunch    
13:50-14:30 Valerie Livina

Tipping point analysis of real-world complex systems

Y
14:30-15:10 Cornelis Oosterlee

The deep multi-FBSDE method: a robust deep learning method for coupled FBSDEs

Y
15:10-15:40 Tea/Coffee    
15:40-16:20 Giulia di Nunno

BSDEs and Operator Deep BSDEs for dynamic risk evaluation

Y
16:20-17:00 Wrap-up discussion   Y
17:30

Bus departs Western Gateway Building car park for workshop dinner at Blackrock Castle

   

Wednesday, April 29, 2026

Time Speaker/Event Title Hybrid participation
09:10-09:50 Joaquin Miguez

Bayesian filters for continuous-discrete dynamic models

Y
09:50-11:00 Working groups meet    
11:00-11:40 Dan Crisan

Stochastic Partial Differential Equations in Fluid Dynamics

Y
11:40-12:20 Valentin Resseguier

Stochastic fluid dynamics & skew-symmetric multiplicative noise

Y
12:20-13:50 Lunch    
13:50-14:30

Outcome of stakeholder consultation

  Y
14:30

Workshop closes

   
15:00 Arboretum tour of UCC campus    

 

Bursaries and Financial Support

STOCHASTICA support:

Those attending the workshop who do not have their own travel funding may request to be supported by the Action directly for their travel, accommodation, and subsistence. This support is subject to available budget. 

IBEC-IMS PhD Bursaries:

The Irish Business and Employers Confederation (IBEC) and the Irish Mathematical Society (IMS) have made several bursaries available to support the participation of PhD students. Awardees will be required to present a poster on their research at the workshop.

How to apply:

If you wish to be considered for either of these supports please indicate so on the registration form, and note the earlier registration deadlines below. PhD students may apply for both.

We encourage participants with their own travel funding to use this where possible to maximise the number of Action members who can be supported to attend.

Applications for financial support are now closed.

Registration for in-person attendance is now closed. A Teams link will be sent to Action members before the event for online participation. 

Practicalities

The workshop takes place over April 27 - April 29, in the Aula Maxima, Main Quadrangle, University College Cork, Ireland. 

Downloadable map of the UCC campus. The workshop venue is in grid square F5. The School of Mathematical Sciences is located in the Western Gateway Building in grid square C6.

Travel and hotel information (PDF, 1.9MB)

Summary sheet on COST Travel Reimbursement Rules (links to PDF hosted on external site)

Registration dates:

Registration type Deadline
Including request for support from STOCHASTICA funding [CLOSED] February 20, 2026
Including application for IBEC-IMS PhD Bursary [CLOSED] February 20, 2026
All other in-person registrations [CLOSED] March 13, 2026

 

Registration

All Action members are welcome to join online using Teams. A link will be circulated via e-COST just before the event. All in-person participants must be Action members and in receipt of an e-COST invitation.

Registration for in-person attendance closes at 5pm (Ireland time) on Friday March 13, 2026. Please fill out the linked form before then. Those applying for travel support should note the earlier registration deadlines above.

Scam alert

Please remember: we do not use third parties to do administration for this event: messages will come directly from Action members.

If you have any doubt about an email you receive please contact us via ghm.stochastica@ucc.ie 

For any external company: you are not permitted to send any emails to the speakers of this event related to this event in any way. If you do so, you will be breaking the law and will be reported to the law enforcement authorities.

 

Organisers

Scientific Committee:

  • Gabriel Lord (Radboud University)
  • John Appleby (DCU)
  • Sonja Cox (University of Amsterdam)
  • Mireille Bossy (INRIA, Sophia-Antipolis)
  • Cónall Kelly (UCC)

Local Organising Committee:

  • Cónall Kelly
  • Tom Carroll
  • Ed Gunning
  • Daniel Fraser

Funded by

This event is based upon work from COST Action Stochastica CA24104, supported by COST (European Cooperation in Science and Technology).

COST (European Cooperation in Science and Technology) is a funding agency for research and innovation networks. Our Actions help connect research initiatives across Europe and enable scientists to grow their ideas by sharing them with  their peers. This boosts their research, career and innovation.

Support for IBEC-IMS PhD Bursaries kindly provided by the Irish Business and Employers Confederation (IBEC) and the Irish Mathematical Society (IMS).

STOCHASTICA

CA24104 - Stochastic Differential Equations: Computation, Inference, Applications

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