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SUMMARY:Johan Ulander (Chalmers & GU)
DTSTART:20250505T111500Z
DTEND:20250505T120000Z
DTSTAMP:20260417T003359Z
UID:cam/64
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/cam/64/">Bou
 ndary-Preserving Weak Approximations of some semilinear Stochastic Partial
  Differential Equations</a>\nby Johan Ulander (Chalmers & GU) as part of C
 AM seminar\n\nLecture held in MV:L14.\n\nAbstract\nWe propose a boundary-p
 reserving numerical scheme for the weak approximations of some scalar-valu
 ed stochastic partial differential equations (SPDEs) that only takes value
 s in a bounded domain. We only impose regularity assumptions on the drift 
 and diffusion coefficients locally on the domain. In particular\, the drif
 t and diffusion coefficients may be non-globally Lipschitz continuous and 
 superlinearly growing outside the domain. The scheme consists of a finite 
 difference discretisation in space and a Lie--Trotter splitting followed b
 y exact simulation and exact integration in time. The scheme converges in 
 the weak sense to the mild solution with rate 1/2 in space and 1/4 in time
  for globally Lipschitz continuous test functions. Numerical experiments c
 onfirm that the theoretical results are sharp and we compare the proposed 
 scheme to existing schemes for SPDEs.\n
LOCATION:https://researchseminars.org/talk/cam/64/
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