Seminar series
Date
Mon, 31 Oct 2016
Time
14:15 -
15:15
Location
L3
Speaker
MARTIN REDMANN
Organisation
WIAS Berlin
SPDEs with Lévy noise can be used to model chemical, physical or biological phenomena which contain uncertainties. When discretising these SPDEs in order to solve them numerically the problem might be of large order. The goal is to save computational time by replacing large scale systems by systems of low order capturing the main information of the full model. In this talk, we therefore discuss balancing related MOR techniques. We summarise already existing results and discuss recent achievements.