Stability and strong convergence in multiscale methods for spatial stochastic kinetics
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Description: |
Engblom, S (Uppsala Universitet)
Monday 20th June 2016 - 14:00 to 14:45 |
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Created: | 2016-06-28 14:00 |
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Collection: | Stochastic Dynamical Systems in Biology: Numerical Methods and Applications |
Publisher: | Isaac Newton Institute |
Copyright: | Engblom, S |
Language: | eng (English) |
Abstract: | Co-authors: Pavol Bauer (Uppsala university), Augustin Chevallier (ENS Cachan), Stefan Widgren (National Veterinary Institute)
Recent progress in spatial stochastic modeling within the reaction-transport framework will be reviewed. I will first look at the issues with guaranteeing well-posedness of the involved mathematical and numerical models. Armed with this and the Lax-principle, I will then present an analysis of split-step methods and multiscale approximations, all performed in a pathwise, or "strong" sense. These analytical techniques hint at how effective (i.e. parallel) numerical implementations can be designed. Some fairly large-scale simulations will serve as illustrations of the inherent flexibility of the modeling framework. While much of the initial motivation for this work came from problems in cell biology, I will also highlight examples from epidemics and neuroscience. Related Links http://user.it.uu.se/~stefane - Speakers web-page http://dx.doi.org/10.1137/141000841 - Referenced paper http://dx.doi.org/10.4236/am.2014.519300 - Referenced paper http://arxiv.org/abs/1502.02908 - Referenced accepted paper (preprint) |
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