Dec 15 – 17, 2025
Université Evry-Paris-Saclay
Europe/Paris timezone

Charles-Edouard Bréhier : Some structure-preserving schemes for SPDEs

Dec 17, 2025, 9:00 AM
45m
IBGBI building - Room A2 (Université Evry-Paris-Saclay)

IBGBI building - Room A2

Université Evry-Paris-Saclay

23 Bvd de France, 91037 Evry

Description

I will present several topics on numerical methods for SPDEs, where standard schemes do not preserve important qualitative features of the solution. Precisely, I will show the construction and analysis of positivity, regularity and asymptotic preserving schemes for some SPDEs.

Presentation materials

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