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SUMMARY:Akash Sharma (Chalmers University of Technology and University of 
 Gothenburg)
DTSTART:20230913T111500Z
DTEND:20230913T120000Z
DTSTAMP:20260417T003326Z
UID:cam/4
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/cam/4/">Rand
 om walks for approximating  boundary value problems</a>\nby Akash Sharma (
 Chalmers University of Technology and University of Gothenburg) as part of
  CAM seminar\n\nLecture held in MV:L14.\n\nAbstract\nWe will present numer
 ical method to simulate reflected stochastic differential equations. We ge
 neralize this algorithm to approximately solve linear Robin boundary value
  problems via their probabilistic representations. In next part of the tal
 k\, we will present numerical schemes to simulate confined Langevin dynami
 cs which results in approximate solution of specular boundary value proble
 ms. We obtain rate of convergence of these algorithms and verify them with
  numerical experiments. This is a joint work with Prof. Benedict Leimkuhle
 r (University of Edinburgh) and Prof. Michael V. Tretyakov (University of 
 Nottingham).\n
LOCATION:https://researchseminars.org/talk/cam/4/
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