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  1. Courses
  2. 2018 SIAM Conference on Unc...
  3. Dynamics with Inherent Nois...

Dynamics with Inherent Noise: Stochastic Modelling and Simulation - Part I of II

UQ18 - MS103-1: Reduced Order Models for Uncertainty Quantification of Time-dependent Problems

Presentation: Panos Stinis, Pacific Northwest National Laboratory, USA, 23 min 3 sec

UQ18 - MS103-1: Reduced Order Models for Uncertainty Quantification of Time-dependent Problems

Document: UQ18 - MS103-1: Reduced Order Models for Uncertainty Quantification of Time-dependent Problems

UQ18 - MS103-3: A Half-Order Numerical Scheme for Nonlinear SDEs with One-Sided Lipschitz Drift and Hölder Continuous Diffusion Coefficients

Presentation: Yuchen Dong, Worcester Polytechnic Institute, USA, 21 min 20 sec

UQ18 - MS103-3: A Half-Order Numerical Scheme for Nonlinear SDEs with One-Sided Lipschitz Drift and Hölder Continuous Diffusion Coefficients

Document: UQ18 - MS103-3: A Half-Order Numerical Scheme for Nonlinear SDEs with One-Sided Lipschitz Drift and Hölder Continuous Diffusion Coefficients
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