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Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Numerical Analysis Seminars: Computing Stochastic Travelling Waves

Presented by Gabriel Lord, Heriot-Watt University

7 February 2014 14:00 in CM105

This talk will introduce stochastic differential equations from scratch. Starting with Brownian motion I will introduce stochastic differential
equations (SDEs) and a new numerical method to integrate the Stratonovich form. From there I will introduce stochastic partial erential equations (SPDEs) and how to compute travelling waves for SPDEs. Finally I plan to discuss a technique that freezes the wave and stops it from moving.

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