2013年度

Math-Fi seminar on 17 Feb.

2014.02.10 Mon up
  • Date : 17 Feb. (Mon)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Annie Millet  (Université Paris I)
  • Title: On the Richardson acceleration of finite elements schemes for parabolic SPDEs
  • Abstract: We consider some finite elements approximations $u^h$ of the solution  u to a semilinear parabolic SPDE whose coefficients satisfy the classical stochastic parabolicity condition, and h>0 is a scaling factor.
We obtain an  approximation of $u^h-u$ which is polynomial in h.  
This yields   the corresponding Richardson acceleration method for such finite element approximations of $u$ by $u^h$  given any prescribed speed.
 This joint work with  I. Gyöngy extends previous results proved by I. Gyöngy and N. Krylov (2010).

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