[STAT/AP] Sonja Cox: Weak convergence rates for the stochastic Burgers' equation

02 december 2024 15:45 t/m 16:45 - Locatie: Hall M | Zet in mijn agenda

When considering discretizations  (i.e., numerical approximations) of a stochastic (partial) differential equation, one can examine both the weak and the strong (L^p) error - typically, the weak error is of a smaller order of magnitude than the strong error. I will explain this distinction and discuss some tools that are used to analyze the weak error. I will then briefly discuss recent work with Charles-Edouard Brehier and Annie Millet regarding a weak error analysis of the stochastic Burgers' equation.