Schedule
MINDS SEMINAR
MINDS Seminar Series | Josef Dick (UNSW Sydney) - Quasi-Monte Carlo methods for PDEs with random coefficients
MINDS SEMINAR
period : 2024-12-04 ~ 2024-12-04
time : 15:30:00 ~ 16:30:00
개최 장소 : Math Bldg 404 & Online streaming (Zoom)
Topic : Quasi-Monte Carlo methods for PDEs with random coefficients
개요
| Date | 2024-12-04 ~ 2024-12-04 | Time | 15:30:00 ~ 16:30:00 |
| Speaker | Josef Dick | Affiliation | UNSW Sydney |
| Place | Math Bldg 404 & Online streaming (Zoom) | Streaming link | ID : 688 896 1076 / PW : 54321 |
| Topic | Quasi-Monte Carlo methods for PDEs with random coefficients | ||
| Contents | Mathematical models often contain uncertainty in parameters and measurements. In this talk we focus on partial differential equations where some parameters are modelled by random variables. The main example comes for the diffusion equation where the diffusion parameters is modelled as a random field which randomly fluctuates around a given mean. To sample the random fluctuations we use quasi-Monte Carlo methods. We provide an elementary introduction to PDEs using the diffusion equation with random coefficients and discuss some of the newer methods towards the end. | ||
MinDS
·
2024-10-29 08:27 ·
Views 497