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PRODID:icalendar-ruby
CALSCALE:GREGORIAN
X-WR-CALNAME:Exploring Adaptive Methods for Solving Stochastic Differential
  Equations with Hugo de la Cruz
X-WR-TIMEZONE:Eastern Time (US & Canada)
BEGIN:VEVENT
DTSTAMP:20260808T101521Z
UID:tag:localist.com\,2008:EventInstance_48101643791762
DTSTART:20241122T160000Z
DTEND:20241122T170000Z
DESCRIPTION:Speaker. Hugo de la Cruz\, FGV-School of Applied Mathematics\, 
 Brazil\n\n \n\nTitle. Exploring Adaptive Methods for Solving Stochastic Di
 fferential Equations\n\n \n\nAbstract. Stochastic Differential Equations (
 SDEs) have become essential tools for modeling phenomena in diverse fields
  where noise plays a crucial role. In this talk\, we will discuss how adap
 tive time-step integrators can be designed to reliably simulate the trajec
 tories of the solutions to these equations. To make the presentation as se
 lf-contained as possible\, we will first briefly introduce the theory of S
 DEs and their applications. Additionally\, we will review important aspect
 s of approximation methods for solving these equations\, as well as some o
 f the main challenges and pitfalls that often arise in the numerical simul
 ation of stochastic systems. After this introductory part\, we will presen
 t recent results concerning the construction and qualitative behavior of n
 ew adaptive exponential-type methods for SDEs. Simulation studies\, includ
 ing a comparative analysis with other integrators commonly used in applica
 tions\, will be presented to confirm the practical advantages of the propo
 sed adaptive methods.
LOCATION:
SUMMARY:Exploring Adaptive Methods for Solving Stochastic Differential Equa
 tions with Hugo de la Cruz
URL;VALUE=URI:https://calendar.fiu.edu/event/exploring-adaptive-methods-for
 -solving-stochastic-differential-equations-with-hugo-de-la-cruz
CATEGORIES:Academic Calendar
CATEGORIES:Lectures & Conferences
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