25–28 avr. 2017
IHP
Fuseau horaire Europe/Paris

Many successful approaches for the efficient simulation of equilibrium systems cannot be adapted as such to nonequilibrium dynamics. This is the case for instance for standard variance reduction techniques such as importance sampling or stratification.

This 3 day workshop is therefore focused on developments of original numerical methods specifically dedicated to the simulation of nonequilibrium systems, as well as their certification in terms of error estimates - for instance, quantification of statistical uncertainties and bias as a function of a timestep or number of realizations.

This workshop is funded by the ERC grant MsMath, and also benefits from the scientifc environment of the ANR project COSMOS.