MAC Seminar
Speaker: Sonja Cox, UvATitle: numerical approximation of stochastic partial differential equations
- https://www.cwi.nl/events/2016/mac-seminars-2016/mac-seminar
- MAC Seminar
- 2016-04-12T13:00:00+02:00
- 2016-04-12T14:00:00+02:00
- Speaker: Sonja Cox, UvATitle: numerical approximation of stochastic partial differential equations
- When 12-04-2016 from 13:00 to 14:00 (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.