Search for tag: "stochastic numerics"

One World SNIPS - Marco Iglesias

One World Virtual Seminar Series - Stochastic Numerics and Inverse ProblemsMarco Iglesias (University of Nottingham) Title: Ensemble Kalman Inversion: from subsurface environments to composite…

From  Liam Holligan on June 10th, 2020 0 likes 63 plays 0  

One World SNIPS - Conall Kelly

Speaker: Conall Kelly, University College Cork A hybrid, adaptive numerical method for the Cox-Ingersoll-Ross model

From  Liam Holligan on May 8th, 2020 0 likes 63 plays 0  

One World SNIPS Charles-Edouard Bréhier

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Week 3, April 2020. Charles-Edouard Bréhier (Claude Bernard Lyon), Analysis of splitting schemes for the stochastic…

From  Liam Holligan on May 1st, 2020 0 likes 89 plays 0  

One World SNIPS Xuerong Mao

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Week 2, April 2020. Xuerong Mao (Strathclyde), The Truncated Euler-Maruyama Method for Stochastic Differential Delay…

From  Dawn Wasley on April 23rd, 2020 0 likes 120 plays 0  

One World SNIPS Zygalakis

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Week 1, April 2020 Kostas Zygalakis (Edinburgh), Explicit stabilised Runge-Kutta methods and their application to…

From  Dawn Wasley on April 16th, 2020 0 likes 182 plays 0