Computational and Applied Mathematics seminar

Abstract: In this talk we consider stochastic (partial) differential equations whose solutions remain in some (half-)bounded domain. This includes, for example, models for heat flow whose solutions remain positive. In general, classical numerical schemes do not have the property of remaining in such domain. In this half-way seminar, I present some novel ideas for developing and analysing boundary-preserving numerical schemes for stochastic (partial) differential equations. The presentation is based on joint works with Charles-Edouard Bréhier, David Cohen, and Lluís Quer-Sardanyons.

This is Johan Ulander's half-way seminar, which is part of the seminar series "Computational and applied mathematics" (CAM).