researchseminars.org

Johan Ulander (Chalmers University of Technology)
2023-08-30 11:15 - 12:00 UTC | https://master.researchseminars.org/talk/cam/1/
Title: Boundary-preserving numerical schemes for stochastic (partial) differential equations (https://master.researchseminars.org/talk/cam/1/)
by Johan Ulander (Chalmers University of Technology) as part of CAM seminar

Lecture held in MV:L14.

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.
