Numerical Analysis Seminars: Long time approximation of stochastic differential equations
19 October 2000 00:00 in CM105
"I will review a convergence theory of numerical approximations of stochastic differential equations. The theory concerns the approximation of long time(ergodic) properties of the underlying model. A motivating example is used throughout the talk, so called Dissipative Particle Dynamics, which is used inindustry to study phase formations in polymer mixtures. The convergence theory has been applied more generally to parabolic PDEs and impulsed ODEs. "
Contact David.Bourne@durham.ac.uk for more information