Oberseminar (Angewandte und Numerische Mathematik) (Sommersemester 2010)
- Dozent*in: Prof. Dr. Christian Wieners
- Veranstaltungen: Seminar (1768)
- Semesterwochenstunden: 2
- 9.7 Lijin Wang (Chinese Academy of Sciences): On Numerical Solution of Stochastic Differential Equations
In this talk some basic issues of numerical solution of SDEs will be introduced, with special attention given to the construction of the structure-preserving algorithm, the stochastic symplectic methods for stochastic Hamiltonian systems, as well as application of numerical methods for SDEs in stochastic control problems.
Termine | ||
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Seminar: | Freitag 16:00-17:30 | 1C-04 |
Lehrende | ||
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Seminarleitung | Prof. Dr. Christian Wieners | |
Sprechstunde: Dienstag 09:30 - 10:30 Uhr | ||
Zimmer 3.041 Kollegiengebäude Mathematik (20.30) | ||
Email: christian.wieners@kit.edu |