統計数理研究所

One-Day Course on Monte Carlo Methods (MCMs) for Partial Differential Equations(PDEs)
( hosted by Research and Development Center for Data Assimilation )

Date
19 (Tue) February 2013
Admission Free, No Booking Necessary
Place
Seminar room 2,
The Institute of Statistical Mathematics, Tachikawa, Tokyo, Japan
Speaker
Prof. Michael Mascagni
(Department of Computer Science, Florida State University, USA)
Program

10:00-11:00
History of Probability Theory, MCMs, and Digital Computing

11:10-12:10
Elementary MCMs: Numerical Integration and Summation

13:30-14:30
Review of PDEs

14:40-15:40
Diffusion and Parabolic and Elliptic PDEs

15:50-16:50
Examples of Numerical MCMs in PDEs

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