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DTSTART:19810329T020000
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BEGIN:VEVENT
UID:news1103@dmi.unibas.ch
DTSTAMP;TZID=Europe/Zurich:20210623T193501
DTSTART;TZID=Europe/Zurich:20201120T110000
SUMMARY:Seminar in Numerical Analysis: Gabriel Lord (Radboud University Nij
 megen)
DESCRIPTION:We examine how time step adaptivity can be used to control pot
 ential instability arising from non-Lipschitz terms for stochastic p
 artial differential equations (SPDEs). I will give a brief introduction t
 o SPDEs and illustrate the stability issue with the standard uniform step 
 Euler method to motivate the adaptive method. I will present a strong 
 convergence result and outline the steps of the proof. To illustrate the
  method we examine the stochastic Allen-Cahn\, Swift-Hohenberg\,  Kura
 moto-Sivashinsky equations and finally will discuss a potential use of the
  adaptivity for the deterministic system. This is joint work with Stuart C
 ampbell.
X-ALT-DESC:<p>We examine how time step adaptivity can be used to control&nb
 sp\;potential&nbsp\;instability arising from&nbsp\;non-Lipschitz&nbsp\;ter
 ms&nbsp\;for&nbsp\;stochastic&nbsp\;partial differential&nbsp\;equations (
 SPDEs). I will give a brief introduction to SPDEs and illustrate the stabi
 lity issue with the standard uniform step Euler method&nbsp\;to&nbsp\;moti
 vate the adaptive method. I&nbsp\;will present a&nbsp\;strong convergence&
 nbsp\;result and outline the&nbsp\;steps of the proof. To illustrate the&n
 bsp\;method&nbsp\;we&nbsp\;examine the stochastic Allen-Cahn\, Swift-Hohen
 berg\,&nbsp\; Kuramoto-Sivashinsky equations and finally will discuss a po
 tential use of the adaptivity for the deterministic system. This is joint 
 work with Stuart Campbell.</p>
DTEND;TZID=Europe/Zurich:20201120T120000
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