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SUMMARY:Johan Ulander (Chalmers University of Technology)
DTSTART:20230830T111500Z
DTEND:20230830T120000Z
DTSTAMP:20260404T151817Z
UID:cam/1
DESCRIPTION:Title: <a href="https://stable.researchseminars.org/talk/cam/1
 /">Boundary-preserving numerical schemes for stochastic (partial) differen
 tial equations</a>\nby Johan Ulander (Chalmers University of Technology) a
 s part of CAM seminar\n\nLecture held in MV:L14.\n\nAbstract\nIn this talk
  we consider stochastic (partial) differential equations whose solutions r
 emain in some (half-)bounded domain. This includes\, for example\, models 
 for heat flow whose solutions remain positive. In general\, classical nume
 rical schemes do not have the property of remaining in such domain. In thi
 s half-way seminar\, I present some novel ideas for developing and analysi
 ng boundary-preserving numerical schemes for stochastic (partial) differen
 tial equations. The presentation is based on joint works with Charles-Edou
 ard Bréhier\, David Cohen\, and Lluís Quer-Sardanyons.\n
LOCATION:https://stable.researchseminars.org/talk/cam/1/
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