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Workshop

Randomized numerical schemes

  • Yue Wu (TU Berlin)
E1 05 (Leibniz-Saal)

Abstract

This research is targeted to develop suitable randomized numerical schemes for a variety of differential equations, say, ODEs and S(P)DEs, with the order of convergence improved while conditions imposed to coefficient functions relaxed.

Katja Heid

Max Planck Institute for Mathematics in the Sciences Contact via Mail

Peter Friz

Technische Universität Berlin

Benjamin Gess

Max-Planck-Institut für Mathematik in den Naturwissenschaften