Professor of Mathematics

Imperial College London

Department of Mathematics

180 Queen's Gate

London SW7 2AZ, UK

d.crisan@imperial.ac.uk

0207 594 8489

1. Two-dimensional pseudo-gravity model: particles motion in a non-potential singular force field, 9 November 2017, Mathematical Institute, University of Oxford

2. Data Assimilation using Ensemble Based Methods, IMA Conference on Inverse Problems, 19 - 21 September 2017 CMS, University of Cambridge (Keynote lecture).

3. Stochastic Modelling of Transport Noise, SIAM Conference on Mathematical and Computational Issues in the Geosciences, Erlangen, September 11-14, 2017.

4. Large time asymptotics for diffusion semigroups gradient bounds, Workshop on Asymptotics for Stochastic Dynamical Systems, Swansea, 29-31 August 2017.

5. Cubature Methods for McKean-Vlasov SDEs with Smooth Scalar Interaction, International Workshop on BSDEs and SPDEs, Edinburgh, 3-7 July 2017.

6. Data Assimilation for Stochastic Transport Models, 12TH INTERNATIONAL ENKF WORKSHOP, Bergen, 12-14 June, 2017.

7. Integration: Past, Present and Future, Essex - Greenwich – London, Applied \& Numerical Mathematics Workshop, Greenwich, 9 June 2107.

8. Solution Properties of a 3D Stochastic Euler Fluid Equation, Nonlinear PDEs, Stochastic Control and Filtering, Conference in honour of the 75th birthday of NICOLAI KRYLOV, ICMS, Edinburgh, 29 May - 2 June 2017.

9. Two-dimensional pseudo-gravity model: particles motion in a non-potential singular force field, PDE & Probability Methods for Interactions, Inria (Sophia Antipolis), 30-31 March 2017.

10. Smoothing properties of McKean-Vlasov SDEs, Paris Bachelier Seminar, Institut Henri Poincare, 17 February 2017.

11. Particle representations for SPDEs with boundary conditions, 1 February 2017, BERLINER KOLLOQUIUM, WAHRSCHEINLICHKEITSTHEORIE, Berlin, 1 February 2017.

12. Principled Data Assimilation: A Dream or Reality, MPE Wednesday, Reading, 18 January 2017.

13. Particle representations for SPDEs with boundary conditions, Numerics for SPDE and their Applications, Special Semester on Computational Methods in Science and Engineering, The Johann Radon Institute for Computational and Applied Mathematics, Linz, December 12-16, 2016.

14. Exponential Decay of Gradient Bounds for Diffusion Semigroups, School of Stochastic Dynamical Systems and Ergodicity, Loughborough, 5-9 December 2016. Towards a stable Particle Filter in High-Dimension. Take Two, Mathematical and Algorithmic Aspects of Data, Assimilation in the Geosciences, 1640 Oberwolfach Workshop, 2-8 October 2016.

15. High order discretizations for the solution of the nonlinear filtering problem, Imperial ETH Workshop on Mathematical Finance, Zurich, 26-28 September 2016.

16. Integration: Past, Present and Future, MIGSAA 2nd Annual Colloquium , Edinburgh, 23 September 2016.

17. Variational principles for stochastic parameterisations in geophysical fluid dynamics, Nonlinearity in Climate and the Geosciences, A Special Session Honouring Peter Lax, The 11th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Orlando 1 - 5 July 2016.

18. Particle representations for SPDEs with boundary conditions, SPDEs/SDEs and Stochastic Systems with Control/Optimization and Applications, The 11th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Orlando 1 - 5 July 2016.

19. Particle filters in High Dimension, Data assimilation and nonlinear filtering, The 11th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Orlando 1 - 5 July 2016.

20. Nested particle filters for online parameter estimation, ATI Workshop "MCMC and Diffusion Techniques", London, 9-10 June 2016.

21. Particle filters in High Dimension, Analysis, Geometry and Stochastics for Planet Earth, University of Bath, 26 February 2016.

22. Particle representations for SPDEs with boundary conditions, Stochastic Analysis, Rough Paths, Geometry, London, 7-9 January 2016.

23. Integration: Past, Present and Future, LMS Graduate Student Meeting BMA House, Tavistock Square, WC1H 9JP, 13 November 2015.

24. Gradient bounds for the solution of the ﬁltering equation, Stochastic calculus, Monte-Carlo methods and Mathematical Finance CONFERENCE IN HONOR OF PROFESSOR VLAD BALLY Le Mans, Institut du Risque et de l’Assurance 6 - 9 October 2015.

25. Towards a stable Particle Filter in High-Dimension, Minisymposium on Nonlinear Dynamical Aspect Data Assimilation XXXV Dynamics Days Europe 2015, Exeter, 6-10 September 2015.

26. Nested particle ﬁlters for online parameter estimation, SMC2015: Sequential Monte Carlo workshop ENSAE, Paris, 26-28 August 2015.

27. Particle ﬁlters in High Dimension, 38th Conference on Stochastic Processes and their Applications University of Oxford 13th - 17th July 2015.

28. Inverse problems for stochastic transport equations, Equadiff 2015 Universite Claude Bernard Lyon, 7 July 2015.

29. Sharp gradient bounds for the solutions of a class of linear SPDEs, Numerical probabilistic methods for non-linear PDEs. Imperial College London, 30 June 2015.

30. Particle filters in High Dimension, Reading-Warwick Data Assimilation meeting, Data Assimilation Research Centre, 22 June 2015.

31. Particle approximations for partially observed 2D Navier-Stokes equations, Workshop Classic and Stochastic Geometric Mechanics Lausanne, CIB-EPFL, 8-11 June 2015.

32. Robust Filtering, 45th Annual John H. Barrett Memorial Lectures Stochastic Filtering, Computations and Their Applications University of Tennessee, Knoxville May 13-16, 2015 (plenary talk).

33. Limit Theorems in Stochastic Filtering, Probability Seminar Queen Mary University of London, 22 April 2015.

34. Limit Theorems in Stochastic Filtering, Limit Theorems in Probability A conference in honour of Nick Bingham’s 70th birthday, Imperial Probability Centre, 23 - 26 March 2015.

35. A second order time discretization of the solution of the non-linear filtering problem, North British Probability Seminar, Edinburgh, 13 February 2015.

36. Kusuoka-Stroock bounds for the solution of the ﬁltering problem, Mathematical Finance and Stochastic Analysis Seminar York University, 10 February 2015.

37. Asset pricing through competing traders valuations, 12nd CFM-Imperial Workshop on Quantitative Finance, London 20 October 2014.

38. High order discretizations for the ﬁltering problem, Workshop on “Partial Information and Filtering” Thematic Semester on “Information in Finance and Insurance” Institut Henri Poincare, Paris, 6 October 2014.

39. Asset pricing through competing traders valuations, NUS-U of Tokyo Workshop on Quantitative Finance Tokyo 25-26 September 2014.

40. Kusuoka-Stroock bounds for the solution of the filtering problem, UK-Japan Stochastic Analysis School JSPS Core-to-Core programme Warwick, 1-5 September 2014.

41. High order approximations for the ﬁltering problem, The 10th AIMS Conference on Dynamical Systems Differential Equations and Applications Madrid, Spain 7-11 July 2014.

42. Runge-Kutta schemes for backward stochastic differential equations, Stochastic Numerics and Random Dynamical systems Festschirft in honour of Peter Kloeden’s 65th Birthday Mannheim 25-27 June 2014.

43. Runge-Kutta schemes for backward stochastic differential equations, The 7th International Symposium on Backward SDEs Shandong University 22-27 June 2014.

44. Stochastic ﬁltering - a brief historical account, Advanced Monte Carlo Methods for Complex Inference Problems Isaac Newton Institute for Mathematical Sciences 22 Apr-16 May 2014.

45. Classical and modern results in the theory and applications of stochastic ﬁltering, 50th anniversary of the Journal of Applied Probability, Shefﬁeld, 9 April 2014.

46. Kusuoka-Stroock bounds for the solution of the stochastic ﬁltering problem with applications to particle ﬁlters, From Spectral Gaps to Particle Filters, Reading, 17-18 September 2013.

47. Data Assimilation and Stochastic Filtering, Reading, 11 September 2013.

48. A brief introduction to stochastic ﬁltering, Thalesian Society Dockmaster’s House Canary Wharf, London, 4 September 2013

49. Kusuoka-Stroock gradient bounds for solutions of a class of stochastic PDEs, Anniversary Conference, Faculty of Science 150 years, Bucharest, August 29 - September 1, 2013.

50. Generalized Particle Filters, Data Assimilation Research Centre, Reading, 5 June 2013.

51. Conditional distributions, exchangeable particle systems and stochastic partial differential equation, 14th Linnaeus University Workshop in Stochastic Analysis and Applications, 22-24 May 2013.

52. BSDEs and smoothness of solutions for degenerate semilinear PDEs, Imperial-ETH Workshop on Mathematical Finance Imperial College London 6-7 March 2013

53. Generalized Particle Filters, Probability and Statistics seminar Department of Mathematics University of Bristol, 22 February 2013.

54. A mathematician’s view on Asimov’s psychohistory, Imperial College London, 23 January 2013 (inaugural talk).

55. Particle versus Gaussian Approximations: What is the difference?, Workshop on Mathematical and Algorithmic Aspects of Atmosphere-Ocean Data Assimilation Oberwolfach 2-8 December, 2012.

56. Cubature Filters, Workshop Sequential Mote Carlo Methods and Efﬁcient Simulation in Finance Ecole Polytechnique & INRIA Bordeaux Paris, 10-12 October 2012.

57. Solving semilinear partial differential equations using the cubature method, Beijing-London Workshop on Stochastic Analysis King’s College London 5 October 2012.

58. Solving semilinear partial differential equations using the cubature method, The 8th World Congress in Probability and Statistics Istanbul 9-14 July, 2012

59. Gradient bounds for solutions of Semi-Linear Partial Differential Equations, Probabilistic Methods for Partial Differential Equations 6th European Congress of Mathematics Krakow, July 2-7, 2012.

60. Particle Approximations for the Solution of The Filtering Problem, International Conference on Controlled Deterministic and Stochastic Systems Iasi, 2-7 July 2012