Past Stochastic Numerics Seminar

17 November 2011
16:15
Mike Giles
Abstract
In these two talks we will look at a recent paper by David Anderson and Des Higham: http://arxiv.org/pdf/1107.2181 This paper takes the Multilevel Monte Carlo method which I developed in 2006 for Brownian SDEs, and comes up with an elegant way of applying it to stochastic biochemical reaction networks.
  • Stochastic Numerics Seminar
10 November 2011
16:15
Mike Giles
Abstract
In these two talks we will look at a recent paper by David Anderson and Des Higham: http://arxiv.org/pdf/1107.2181 This paper takes the Multilevel Monte Carlo method which I developed in 2006 for Brownian SDEs, and comes up with an elegant way of applying it to stochastic biochemical reaction networks. In this meeting
  • Stochastic Numerics Seminar