Title: Numerical Methods for Stochastic Partial Differential Equations
Speakr: Stuart McDonald, School of Economics
Place: 78-621/622 General Purpose South
Time: 11am 19th of May

Abstract: This seminar will examine the use of a numerical technique called
the Method of Lines (MOL) for simulating stochastic partial differential
equations (SPDEs). The MOL provides a technique for transforming SPDEs into
a system of stochastic ordinary differential equations, which can then be
solved using any finite difference or finite element technique. The talk
will focus on applications in population biology, mathematical finance and
free flight air traffic control.