Explicit domain preserving integrators for a class of SDEs (David Cohen)
15.09.2026 14:00 – 15:00
We propose and study explicit time integrators for SDEs having solutions in a hypercube. We provide strong and weak rates of convergence for these domain preserving integrators. We illustrate these results numerically.
The talk is based on a joint work with Charles-Edouard Bréhier (Université de Pau et des Pays de l’Adour)
Lieu
Conseil Général 7-9, Room 1-05, Séminaire d'analyse numérique
Organisé par
Section de mathématiquesIntervenant-e-s
David Cohen, Chalmers University of Technology and University of Gothenburgentrée libre
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