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SUMMARY:Akash Sharma (Chalmers University of Technology and University of 
 Gothenburg)
DTSTART:20230913T111500Z
DTEND:20230913T120000Z
DTSTAMP:20260404T150745Z
UID:cam/4
DESCRIPTION:Title: <a href="https://stable.researchseminars.org/talk/cam/4
 /">Random walks for approximating  boundary value problems</a>\nby Akash S
 harma (Chalmers University of Technology and University of Gothenburg) as 
 part of CAM seminar\n\nLecture held in MV:L14.\n\nAbstract\nWe will presen
 t numerical method to simulate reflected stochastic differential equations
 . We generalize this algorithm to approximately solve linear Robin boundar
 y value problems via their probabilistic representations. In next part of 
 the talk\, we will present numerical schemes to simulate confined Langevin
  dynamics which results in approximate solution of specular boundary value
  problems. We obtain rate of convergence of these algorithms and verify th
 em with numerical experiments. This is a joint work with Prof. Benedict Le
 imkuhler (University of Edinburgh) and Prof. Michael V. Tretyakov (Univers
 ity of Nottingham).\n
LOCATION:https://stable.researchseminars.org/talk/cam/4/
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