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UID:3577@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20150320T140000
DTEND;TZID=Europe/Paris:20150320T150000
DTSTAMP:20150305T130000Z
URL:https://www.i2m.univ-amu.fr/events/sylvain-maire-lsis-univ-sud-toulon-
var/
SUMMARY:Sylvain Maire (LSIS Univ. Sud Toulon Var) -
DESCRIPTION:Title: Improved Monte Carlo simulations of diffusions in strati
fied media\n\nAbstract: We deal with the simulation of diffusions in a med
ia where the diffusion is constant or piecewise constant with different ki
nds of boundary conditions. The simulation before reaching the boundary of
the domain or the interface between subdomains is ensured thanks to the W
alk on Spheres method. The main simulation problems is to compute weak app
roximations which appears when a boundary is reached.\nWe introduce finite
differences techniques to deal with this problem for Neumann\\\, Robin an
d transmission conditions. These techniques lead to a local bias of order
three when hitting a boundary and in general to a global bias of order two
. We focus on equations related to inverse problems in electrical impedanc
e tomography for which we introduce in addition a variance reduction metho
d. This method uses the computation of the solution on a simple reference
domain as a control variate and correlated trajectories.
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DTSTART:20141026T020000
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