One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems

Organisers:

• Charles-Edouard Bréhier (CNRS & Université Lyon 1)
  
• Evelyn Buckwar (Linz University)
  
• Erika Hausenblas (Loeben University)
  
• Ray Kawai (Tokyo University)
  
• Gabriel Lord (Radboud University)
  
• Mikhail Tretyakov (Nottingham University)
  
• Kostas Zygalakis (Edinburgh University)
  

This is a One World Seminar

The seminars occur bi-weekly on a Wednesdays (1pm - GMT)

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

Recordings from this seminar series are available here.

Future Seminars

3 February 2021,  13:00 - 14:00 (GMT)
17 February 2021, 13:00 - 14:00 (GMT)
3 March 2021, 16:00 - 17:00 (GMT)* Please note later time
17 March 2021, 13:00 - 14:00 (GMT)
31 March 2021, 13:00 - 14:00 (GMT)

Previous Seminars

Evelyn Buckwar (Johannes Kepler University) - A couple of ideas on splitting methods for SDEs

Andreas Prohl (Tübingen) - Numerical methods for stochastic Navier-Stokes equations

Mireille Bossy (INRIA) - SDEs with boundaries, modelling particle dynamics in turbulent flow

Raphael Kruse (Halle-Wittenberg) - On the BDF2-Maruyama method for stochastic evolution equations

Adrien Laurent (University of Geneva) - Order conditions for sampling the invariant measure of ergodic stochastic differential equations in R^d and on manifolds

Chuchu Chen (Chinese Academy of Sciences) - Probabilistic superiority of stochastic symplectic methods via large deviations principle

• This seminar was NOT recorded
  

Kostas Zygalakis (Edinburgh) - Explicit stabilised Runge-Kutta methods and their application to Bayesian inverse problems

Xuerong Mao (Strathclyde) - The Truncated Euler-Maruyama Method for Stochastic Differential Delay Equations

Charles-Edouard Bréhier (Claude Bernard Lyon) - Analysis of splitting schemes for the stochastic Allen-Cahn equation

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

Abdul Lateef Haji-Ali(Heriot Watt University) - Sub-sampling and other considerations for efficient risk estimation in large portfolios

David Cohen (Umeå University) - Drift-preserving schemes for stochastic Hamiltonian and Poisson systems

Gabriel Lord (Radboud University) - Numerics and SDE a model for the stochastically forced vorticity equation

Marco Iglesias (University of Nottingham) - Ensemble Kalman Inversion: from subsurface environments to composite materials

Ray Kawai (University of Tokyo) - Stochastic approximation in adaptive Monte Carlo variance reduction

• This seminar was NOT recorded
  

Kody Law (University of Manchester) - Bayesian Static Parameter Estimation using Multilevel and multi-index Monte Carlo

Akash Sharma & Michael Tretyakov (University of Nottingham) - Computing ergodic limits of reflected diffusions and sampling from distributions with compact support

Georg Gottwald (The University of Sydney) - Simulation of non-Lipschitz stochastic differential equations driven by α-stable noise: a method based on deterministic homogenisation

Marta Sanz-Sole (Barcelona) - Global existence for stochastic waves with super-linear coefficients

Sonja Cox (University of Amsterdam) - Efficient simulation of generalized Whittle-Mat'ern fields


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

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