Browsing 2020 by MSC "60"
Now showing items 1-2 of 2
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Space-Time Euler Discretization Schemes for the Stochastic 2D Navier-Stokes Equations
[OWP-2020-12] (Mathematisches Forschungsinstitut Oberwolfach, 2020-05-06)We prove that the implicit time Euler scheme coupled with finite elements space discretization for the 2D Navier-Stokes equations on the torus subject to a random perturbation converges in L2(Ω), and describe the ... -
Theoretical Analysis and Simulation Methods for Hawkes Processes and their Diffusion Approximation
[OWP-2020-09] (Mathematisches Forschungsinstitut Oberwolfach, 2020-03-30)Oscillatory systems of interacting Hawkes processes with Erlang memory kernels were introduced in Ditlevsen and Löcherbach (2017). They are piecewise deterministic Markov processes (PDMP) and can be approximated by a ...