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

seminar: The numerical approximation of the reflected stochastic heat equation

speaker: Erika Hausenblas (University of Salzburg)

abstract: The reflected stochastic heat equation, introduced by Nualart and Pardoux, describes the fluctuation around the hydrodynamical limit of a $\nabla \phi$ interface model on a hard wall. We will introduce the equation and its approximation by penalty methods, where the equation is forced to be positive by a penalty operator. Secondly, we will treat the space and time discretization of the penalized equation.

timetable:
Thu 6 Apr, 17:20 - 18:00, Aula Dini
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