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Project B3: Numerical approximation of stochastic partial differential equations and stochastic games



Summary:

In this project we consider the numerical approximation of stochastic partial differential equations (SPDEs) and stochastic differential games. For both problems we will address the following aspect of numerical approximation: construction of robust, reliable, structure preserving numerical schemes, analysis of convergence and stability of these numerical schemes and their practical implementation. In addition, we will perform numerical simulations to examine the performance of the developed numerical algorithms and to provide insight into the qualitative and quantitative behavior of the considered systems.


Recent Preprints:

18016 Tsiry Avisoa Randriansolo, Erika Hausenblas PDF

Time-Discretization of Stochastic 2-D Navier-Stokes Equations with Penalty-Projection Method

Project: B3

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Time-Discretization of Stochastic 2-D Navier-Stokes Equations with Penalty-Projection Method


Authors: Tsiry Avisoa Randriansolo, Erika Hausenblas Projects: B3
Submission Date: 11.05.2018 Submitter:
Download: PDF Link: 18016

18015 Erika Hausenblas, Paul Razafimandimby, Hakim Bessaih, Tsiry Avisoa Randriansolo PDF

Numerical Approximation of Stochastic Evolution Equations: Convergence in Scale of Hilbert Space

Project: B3

X

Numerical Approximation of Stochastic Evolution Equations: Convergence in Scale of Hilbert Space


Authors: Erika Hausenblas, Paul Razafimandimby, Hakim Bessaih, Tsiry Avisoa Randriansolo Projects: B3
Submission Date: 11.05.2018 Submitter:
Download: PDF Link: 18015



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