MAC Seminar

Speaker: Sonja Cox, UvATitle: numerical approximation of stochastic partial differential equations

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.