Séminaire des doctorants

A link between the central limit theorem and numerical schemes for the transport equation

par Lucas Coeuret (IMT)

Europe/Paris
Description

The talk will first focus on the diffusion effect that can be observed when applying some finite difference schemes to the transport equation. We will show that this phenomenon is intimately linked with random walks on the lattice Z and the well-known central limit theorem.  In a second part, we will present some results that will formalize the observations we made.