Inaugural lecture
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Inauguration lecture for Full Professor in Computational Mathematics

David Cohen: Geometric numerical integration of (stochastic) differential equations

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Overview

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  • Date:

    Starts 31 October 2024, 14:15Ends 31 October 2024, 15:15

  • Location:

    MV:L14, Chalmers tvärgata 3

  • Language:

    English

Welcome to the inauguration lecture by David Cohen.

Abstract: 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.

David Cohen
  • Full Professor, Applied Mathematics and Statistics, Mathematical Sciences
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