Lecture

Explicit Stabilised Methods: Stochastic Differential Equations

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Description

This lecture discusses explicit stabilized methods for stiff Ito stochastic differential equations, introducing a new family of integrators with extended stability domains. The methods are analyzed for convergence, mean square, and asymptotic stability properties, with applications to nonlinear SDEs and parabolic SPDEs. The lecture also covers weak convergence, modified equations, backward error analysis, and invariant preserving integrators. Various numerical experiments confirm the theoretical findings and demonstrate the versatility of the methodology.

Official source

Ontological neighbourhood

Chemistry

Organic chemistry: Organometallic chemistry

Mathematics

Analysis: Numerical analysis

Related concepts (32)

Periodic table

The periodic table, also known as the periodic table of the elements, arranges the chemical elements into rows ("periods") and columns ("groups"). It is an organizing icon of chemistry and is widely used in physics and other sciences. It is a depiction of the periodic law, which says that when the elements are arranged in order of their atomic numbers an approximate recurrence of their properties is evident. The table is divided into four roughly rectangular areas called blocks.

Metal

A metal (from Ancient Greek μέταλλον métallon 'mine, quarry, metal') is a material that, when freshly prepared, polished, or fractured, shows a lustrous appearance, and conducts electricity and heat relatively well. Metals are typically ductile (can be drawn into wires) and malleable (they can be hammered into thin sheets). These properties are the result of the metallic bond between the atoms or molecules of the metal. A metal may be a chemical element such as iron; an alloy such as stainless steel; or a molecular compound such as polymeric sulfur nitride.

Valence electron

In chemistry and physics, a valence electron is an electron in the outer shell associated with an atom, and that can participate in the formation of a chemical bond if the outer shell is not closed. In a single covalent bond, a shared pair forms with both atoms in the bond each contributing one valence electron. The presence of valence electrons can determine the element's chemical properties, such as its valence—whether it may bond with other elements and, if so, how readily and with how many.

Heavy metals

Heavy metals are generally defined as metals with relatively high densities, atomic weights, or atomic numbers. The criteria used, and whether metalloids are included, vary depending on the author and context. In metallurgy, for example, a heavy metal may be defined on the basis of density, whereas in physics the distinguishing criterion might be atomic number, while a chemist would likely be more concerned with chemical behaviour. More specific definitions have been published, none of which have been widely accepted.

Platinum group

The platinum-group metals (abbreviated as the PGMs; alternatively, the platinoids, platinides, platidises, platinum group, platinum metals, platinum family or platinum-group elements (PGEs)) are six noble, precious metallic elements clustered together in the periodic table. These elements are all transition metals in the d-block (groups 8, 9, and 10, periods 5 and 6). The six platinum-group metals are ruthenium, rhodium, palladium, osmium, iridium, and platinum.

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