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SUMMARY:Bernoulli Lecture - Efficient stochastic numerical methods for mod
 elling and learning
DTSTART:20190613T171500
DTEND:20190613T181500
DTSTAMP:20260407T095237Z
UID:7e0cd5184e6e3e38bb6d66ad77de4e9631588b3a87accc6133d68a27
CATEGORIES:Conferences - Seminars
DESCRIPTION:Benedikt Leimkuhler (University of Edinburgh)\n \nStochastic 
 differential equations are fundamental tools of modern mathematical modell
 ing\; they describe everything from the performance of financial instrumen
 ts to atomic motion to the complex motion of fish schools or bird flocks. 
 In recent years they have also been used increasingly as tools for the par
 ameterization of artificial models such as neural networks in their applic
 ation to analysis of data sets. Given their great relevance\, it is obviou
 sly of crucial importance to design numerical methods having high efficien
 cy (i.e. accuracy and stability) for solving stochastic systems. I will de
 scribe a number of examples of stochastic differential equations arising i
 n applications\, while also presenting a few principles for the constructi
 on of high quality numerical methods for their computational treatment. Pa
 rt of the Semester : Multi-scale Mathematical Modelling and Coarse-grain C
 omputational Chemistry\n 
LOCATION:GA 3 21 https://plan.epfl.ch/?room=GA321
STATUS:CONFIRMED
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