David Cohen: Geometric numerical integration of (stochastic) differential equations
Översikt
Evenemanget har passerat
- Datum:Startar 31 oktober 2024, 14:15Slutar 31 oktober 2024, 15:15
- Plats:MV:L14, Chalmers tvärgata 3
- Språk:Engelska
Välkommen till David Cohens installationsföreläsning.
Abstrakt finns enbart på engelska: The field of geometric numerical integration (GNI) of ordinary differential equations (ODEs) has a long history. In the recent years, GNI has made notable advances in the numerical analysis of stochastic (partial) differential equations (S(P)DEs). In this talk, I will outline the core philosophy of GNI and illustrate its application through a variety of examples, spanning from ODEs to SPDEs.
