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UID:5941@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20221004T110000
DTEND;TZID=Europe/Paris:20221004T120000
DTSTAMP:20241120T200702Z
URL:https://www.i2m.univ-amu.fr/evenements/convergence-of-a-finite-volume-
 scheme-for-a-heat-equation-with-a-multiplicative-lipschitz-noise/
SUMMARY:Kerstin Schmitz (Essen University): Convergence of a finite-volume 
 scheme for a heat equation with a multiplicative Lipschitz noise
DESCRIPTION:Kerstin Schmitz: We study an approximation by a finite-volume s
 cheme in space and a semi-implicit discretization in time for a stochastic
  heat equation driven by a Lipschitz continuous multiplicative noise. Here
  the nonlinearity in the stochastic integral leads to a lack of compactnes
 s. More precisely\, the weak convergence of our finite-volume approximatio
 ns that we obtain by a priori estimates is not enough to identify the weak
  limit in the nonlinear term in the stochastic integral. Therefore we use 
 the stochastic compactness method based on Skorokhod’s representation th
 eorem to get the convergence of our finite-volume approximations to a mart
 ingale solution. By a pathwise uniqueness argument we then get stochastica
 lly strong convergence to the unique variational solution of our parabolic
  problem.\nJoint work with Caroline Bauzet\, Flore Nabet and Aleksandra Zi
 mmermann.
ATTACH;FMTTYPE=image/jpeg:https://www.i2m.univ-amu.fr/wp-content/uploads/2
 022/09/Kerstin_Schmitz.png
CATEGORIES:Séminaire,Analyse Appliquée
LOCATION:I2M Chateau-Gombert - CMI\, Salle de Séminaire R164 (1er étage)\
 , 39 Rue Joliot Curie\, 13013 Marseille\, France\, Campus Château-Gombert
 \, 
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=39 Rue Joliot Curie\, 13013
  Marseille\, France\, Campus Château-Gombert\, ;X-APPLE-RADIUS=100;X-TITL
 E=I2M Chateau-Gombert - CMI\, Salle de Séminaire R164 (1er étage):geo:0,
 0
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