BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Stefano Di Giovacchino (University of L'Aquila) DTSTART:20240408T111500Z DTEND:20240408T120000Z DTSTAMP:20260417T003742Z UID:cam/22 DESCRIPTION:Title: Sto chastic backward error analysis: application to Hamiltonian systems and op timization algorithms\nby Stefano Di Giovacchino (University of L'Aqui la) as part of CAM seminar\n\nLecture held in MV:L14.\n\nAbstract\nBackwar d error analysis is a powerful tool in order to capture the long-term beha viour of numerical integrators. In this talk\, we address our attention on providing a backward error analysis (both in the strong and weak sense) f or classes of numerical methods. From one hand\, the attention will be dev oted to symplectic methods and Poisson integrators for stochastic Hamilton ian and Poisson systems. Here\, we present strategies for deriving stochas tic modified equations for the aforementioned integrators and we study the m for obtaining long-term estimates on the Hamiltonian errors along the nu merical dynamics.\nFrom the other hand\, the weak backward error approach will be developed towards stochastic optimization algorithms\, with the ai m of gaining insights of their behaviour.\nThis talk is based on joint res earches with Raffaele D'Ambrosio (University of L'Aquila)\, Desmond J. Hig ham and Konstantios C. Zygalakis (University of Edinburgh).\n LOCATION:https://researchseminars.org/talk/cam/22/ END:VEVENT END:VCALENDAR