Numerical Analysis Seminars: Computing Stochastic Travelling Waves
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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