On numerical approximations of some SPDEs part.2
Event details
| Date | 29.05.2012 |
| Hour | 10:15 › 12:00 |
| Speaker | Annie Millet |
| Location | |
| Category | Conferences - Seminars |
This series of lectures will present several aspects of discretization methods for stochastic PDEs, such as implicit and explicit schemes, strong and weak speed of convergence, acceleration methods. It will mainly focus on quasilinear and non-linear parabolic SPDEs, for which several techniques will be presented. If time allows, some results about other types of equations will be adressed as well.
Practical information
- General public
- Free
Organizer
- CIB
Contact
- Isabelle Derivaz-Rabii