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

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Abteilung Forschungsunterstützung (FUN):
forschen@jku.at


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Forschungseinheiten

Hauptvortrag / Eingeladener Vortrag auf einer Tagung

Stability issues for numerical methods for SDEs

Details

Zusammenfassung: Stochastic Differential Equations (SDEs) have become a standard modelling tool in many areas of science, e.g., from finance 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 for systems of equations. We are interested in developing classes of test equations that allow insight into the stability behaviour of the methods and in developing approaches to analyse the resulting systems of equations.

Tagungstitel: EPSRC Symposium Workshop: NASPDE12 (Numerical Analysis of Stochastic PDEs)
Vortragsdatum: 12.06.2012
Eingeladen von: Andrew Cliffe (Nottingham), Ivan Graham (Bath), Robert Scheichl (Bath), Andrew Stuart (Warwick)
Web: http://www2.warwick.ac.uk/fac/sci/maths/research/events/2011-2012/symposium1112/naspde/ (NASPDE12)
Land: Vereinigtes Königreich
Ort: University of Warwick

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

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