Seitenbereiche:



Zusatzinformationen:

FUN-Veranstaltungen

FoFö-Stammtisch, 23. November 2017, 14 Uhr siehe Info-Veranstaltungen

Kontakt

Abteilung Forschungsunterstützung (FUN):
forschen@jku.at


Positionsanzeige:

Inhalt:

Forschungseinheiten

Hauptvortrag / Eingeladener Vortrag auf einer Tagung

Numerical Methods for Systems of Stochastic Equations and Linear Stability Analysis

Details

Zusammenfassung: Stochastic Di fferential Equations (SDEs) have become a standard modelling tool in many areas of science, e.g., from fi nance to neuroscience. Many numerical methods have been developed in the last decades and analysed for their strong or weak convergence behaviour. In this talk we will provide an overview on recent progress in the analysis of stability properties of numerical methods for SDEs. In particular we are interested in analysing systems of stochastic equations, where these may also arise as space discretisations of stochastic partial diff erential equations. We are interested in developing classes of test equations that allow us to obtian insight into the stability behaviour of the methods and in developing approaches to analyse the resulting systems of equations. The talk is based on joint work with C. Kelly and Th. Sickenberger.

Tagungstitel: Numerical Analysis of Multiscale Problems & Stochastic Modelling
Vortragsdatum: 13.12.2011
Eingeladen von: Markus Melenk
Web: http://www.ricam.oeaw.ac.at/specsem/specsem2011/workshop4/ (RICAM - Special Semester on Multiscale Simulation & Analysis in Energy and the Environment)
Land: Österreich
Ort: Linz, JKU

Beteiligte

ReferentInnen: Univ.-Prof. Dr. Evelyn Buckwar

Forschungseinheiten der JKU:

Wissenschaftszweige: 1103 Analysis | 1113 Mathematische Statistik | 1114 Numerische Mathematik | 1118 Wahrscheinlichkeitstheorie | 1121 Operations Research | 1145 Zeitreihenanalyse | 1165 Stochastik | 5943 Risikoforschung

Zurück Zurück