One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems

This is the webpage for the One World Stochastic Numerics and Inverse Problems Seminar Series

The seminars occur weekly on a Wednesday (1pm British Summer Time (BST), 2pm Central European Summer Time (CEST))

To sign up for this seminar series, please complete this form.


Next Seminar

The next seminar is planned for 27 May 2020 - 1pm (BST)

David Cohen (Umeå University)

Drift-preserving schemes for stochastic Hamiltonian and Poisson systems

We propose and analyze drift-preserving schemes for Hamiltonian and Poisson systems driven by additive noise. In particular the longtime behavior of the numerical solutions along the expected value of the total energy of such problems is investigated.
The presentation is based on joint works with Chuchu Chen (Chinese Academy of Sciences, Beijing), Raffaele D'Ambrosio (University of L'Aquila), Annika Lang (Chalmers University of Technology) and Gilles Vilmart (University of Geneva).


Future Seminars

03 June: Evelyn Buckwar (Johannes Kepler University)

10 June: Marco Iglesias (University of Nottingham)

17 June: Ray Kawai (UnIversity of Tokyo)

24 June: Kody Law University of Manchester)

01 July: Michael Tretyakov (University of Nottingham)

08 July:Georg Gottwald (The University of Sydney)

Titles will be advertised when available.


Recordings from this seminar series are available here.


Previous Seminars

Speaker: Kostas Zygalakis (Edinburgh)

Title: Explicit stabilised Runge-Kutta methods and their application to Bayesian inverse problems

A recording of this seminar is avialable here.


Speaker: Xuerong Mao (Strathclyde)

Title: The Truncated Euler-Maruyama Method for Stochastic Differential Delay Equations

A recording of this seminar is avialable here.


Speaker: Charles-Edouard Bréhier (Claude Bernard Lyon)

Title: Analysis of splitting schemes for the stochastic Allen-Cahn equation

A recording of this seminar is available here.


Speaker: Conall Kelly University College Cork

Title: A hybrid, adaptive numerical method for the Cox-Ingersoll-Ross model


20 May: Abdul Lateef Haji-Ali(Heriot Watt University)

Title: Sub-sampling and other considerations for efficient risk estimation in large portfolios


This is a One World Seminar.


Zoom is the online platform being used to deliver this seminar series. Any questions relating to the seminar, please contact

This seminar series is supported as part of the ICMS/INI Online Mathematical Sciences Seminars.