Research Seminar in Mathematics - Efficient discretisations of stochastic Hamiltonian and Poisson systems
10 december 2021 13:15 Zoom
Please contact Andrii Dmytryshyn if you have any questions regarding this seminar series.
Speaker
David Cohen, Chalmers University of Technology.
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Meeting ID: 627 2190 7555
Passcode: 365261
Abstract
We start by recalling classical results on time discretisations
of (deterministic) Hamiltonian and Poisson systems. We will then randomly
perturbed such systems, present and analyse various time integrators for an
efficient simulations of stochastic Hamiltonian and Poisson systems.
The presentation is based on joint works with C-E. Bréhier, C. Chen, R. D'Ambrosio,
K. Debrabant, T. Jahnke, A. Lang, A. Rößler and G. Vilmart.
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