seminario: “Geometric numerical integration of stochastic differential problems“
Geometric numerical integration of stochastic differential problems
Università degli Studi dell’Aquila
sala riunioni, ore 16:00
The talk will highlight some preliminary principles of stochastic geometric numerical integration, as arisen in the literature of the last few years. In particular, the attention is focused on stochastic differential equations satisfying some characteristic invariance laws. The behaviour of stochastic multistep methods in the preservation of mean-square contractivity will be analyzed. The analysis will also be conveyed to the discretization of stochastic Hamiltonian problems and the numerical preservation of the behaviour of the expected Hamiltonian. The theoretical analysis will also be supported by selected numerical tests.
Chiudendo questo banner, scorrendo questa pagina, cliccando su un link o proseguendo la navigazione in altra maniera, acconsenti all’uso dei cookie. OK
Privacy & Cookies Policy
Necessary cookies are absolutely essential for the website to function properly. This category only includes cookies that ensures basic functionalities and security features of the website. These cookies do not store any personal information.
Any cookies that may not be particularly necessary for the website to function and is used specifically to collect user personal data via analytics, ads, other embedded contents are termed as non-necessary cookies. It is mandatory to procure user consent prior to running these cookies on your website.