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Stochastic Analysis, Stochastic Partial Differential Equations and Applications to Fluid Dynamics and Particle Systems

seminar: On the speed of convergence of discretization schemes for evolution equations

speaker: Annie Millet (SAMOS, Université Paris 1)

abstract: Under monotonicity and coercivity assumptions on the coefficients, we study the speed of convergence for explicit and implicit discretization schemes of some evolution equations. We provide examples where these general conditions are satisfied.


timetable:
Fri 7 Apr, 9:50 - 10:30, Aula Dini
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