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SUMMARY:Håkon Andreas Hoel (University of Oslo)
DTSTART:20251208T121500Z
DTEND:20251208T130000Z
DTSTAMP:20260417T004101Z
UID:cam/78
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/cam/78/">Mul
 ti-index Monte Carlo method for semilinear stochastic partial differential
  equations</a>\nby Håkon Andreas Hoel (University of Oslo) as part of CAM
  seminar\n\nLecture held in MV:L14.\n\nAbstract\nWe present an exponential
 -integrator based multi-index Monte Carlo method (MIMC) for weak approxima
 tions of semilinear stochastic partial differential equations (SPDE). We e
 xplore recent theoretical results on multi-index-coupled solutions of SPDE
 s\, showing that such couplings are stable and satisfy multiplicative erro
 r estimates\, and describe how this theory can be utilized to produce a tr
 actable Monte Carlo method for weak approximations. Numerical examples ill
 ustrating the performance of MIMC will also be included.\n
LOCATION:https://researchseminars.org/talk/cam/78/
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