MAC Seminar

Speaker: Sonja Cox, UvATitle: numerical approximation of stochastic partial differential equations
  • When Apr 12, 2016 from 01:00 PM to 02:00 PM (Europe/Amsterdam / UTC200)
  • Where L120
  • Web Visit external website
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Speaker: Sonja Cox, UvA
Title: numerical approximation of stochastic partial differential equations

Abstract: In my talk I will give an overview of numerical analysis for stochastic partial differential equations. In particular, I will explain the different types of convergence one may consider, the rates of convergence one may expect, and explain under what conditions convergence has been proven. In particular, I will explain a little about my own work on weak convergence for semi-linear SPDEs.