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ROBUST ANGULAR SYNCHRONIZATION VIA DIRECTED GRAPH NEURAL NETWORKS
He, Y Reinert, G Wipf, D Cucuringu, M 12th International Conference on Learning Representations Iclr 2024 (01 Jan 2024)
A set of guidelines for expected professional behaviour at the Mathematical Institute.
The Mathematics of Shock Reflection-Diffraction and von Neumann’s Conjectures Chen, G Feldman, M (01 Jan 2018)
Thu, 23 Jan 2025

14:00 - 15:00
Lecture Room 3

Multi-Index Monte Carlo Method for Semilinear Stochastic Partial Differential Equations

Abdul Lateef Haji-Ali
(Heriot Watt)
Abstract

We present an exponential-integrator-based multi-index Monte Carlo (MIMC) method for the weak approximation of mild solutions to semilinear stochastic partial differential equations (SPDEs). Theoretical results on multi-index coupled solutions of the SPDE are provided, demonstrating their stability and the satisfaction of multiplicative error estimates. Leveraging this theory, we develop a tractable MIMC algorithm. Numerical experiments illustrate that MIMC outperforms alternative approaches, such as multilevel Monte Carlo, particularly in low-regularity settings.

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Benton, J De Bortoli, V Doucet, A Deligiannidis, G 12th International Conference on Learning Representations Iclr 2024 (01 Jan 2024)
A first-passage model of intravitreal drug delivery and residence time—influence of ocular geometry, individual variability, and injection location
Lamirande, P Gaffney, E Gertz, M Maini, P Crawshaw, J Caruso, A Investigative Ophthalmology and Visual Science volume 65 issue 12 (16 Oct 2024)
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