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UID:8129@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20150320T140000
DTEND;TZID=Europe/Paris:20150320T150000
DTSTAMP:20241120T210038Z
URL:https://www.i2m.univ-amu.fr/evenements/sylvain-maire-lsis-univ-sud-tou
 lon-var/
SUMMARY: (...): Sylvain Maire (LSIS Univ. Sud Toulon Var)
DESCRIPTION:: Title: Improved Monte Carlo simulations of diffusions in stra
 tified media\n\nAbstract: We deal with the simulation of diffusions in a m
 edia where the diffusion is constant or piecewise constant with different 
 kinds of boundary conditions. The simulation before reaching the boundary 
 of the domain or the interface between subdomains is ensured thanks to the
  Walk on Spheres method. The main simulation problems is to compute weak a
 pproximations which appears when a boundary is reached.\nWe introduce fini
 te differences techniques to deal with this problem for Neumann\\\, Robin 
 and transmission conditions. These techniques lead to a local bias of orde
 r three when hitting a boundary and in general to a global bias of order t
 wo. We focus on equations related to inverse problems in electrical impeda
 nce tomography for which we introduce in addition a variance reduction met
 hod. This method uses the computation of the solution on a simple referenc
 e domain as a control variate and correlated trajectories.
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DTSTART:20141026T020000
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