Numerical Approximation of Parabolic Problems with Stochastic Data

Tuesday, April 15, 2014 - 10:00 to 11:00
Thackeray 427
Speaker Information
Noel Walkington
Carnegie Mellon

Abstract or Additional Information

In this seminar I will focus on the issues and techniques that arise in the analysis of algorithms for solving parabolic equations driven by random right hand sides. This will be an introduction to the topic accessible to students and faculty familiar with numerical pde.

Research Area