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PRODID:-//Centre for Mathematical Sciences - ECPv5.4.0.2//NONSGML v1.0//EN
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METHOD:PUBLISH
X-WR-CALNAME:Centre for Mathematical Sciences
X-ORIGINAL-URL:https://math-sciences.org
X-WR-CALDESC:Events for Centre for Mathematical Sciences
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TZID:UTC
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TZOFFSETFROM:+0000
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DTSTART:20150101T000000
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BEGIN:VEVENT
DTSTART;TZID=UTC:20150204T140000
DTEND;TZID=UTC:20150204T150000
DTSTAMP:20210423T103016
CREATED:20151212T221535Z
LAST-MODIFIED:20151212T221923Z
UID:476-1423058400-1423062000@math-sciences.org
SUMMARY:Konstantinos Zygalakis
DESCRIPTION:On long time approximation of ergodic stochastic differential equations\nIn this talk we will discuss a variety of different problems related to the long time behaviour of solutions of stochastic differential equations (SDEs). This is an important question with relevance in many field of applied mathematics and statistics. Once the limiting behaviour of the SDE has been established\, one needs to design appropriate numerical algorithms that are able to capture it correctly.\nThis is a very delicate problem and to address this we will present a general framework based on recent developments in backward error analysis for SDEs . Using the underlying methodology we will then analyze stochastic algorithms arising in molecular dynamics as well as machine learning.
URL:https://math-sciences.org/event/konstantinos-zygalakis/
CATEGORIES:Applied Mathematics,Seminars
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