Now showing items 1-2 of 2

• #### 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 $L^2(\Omega)$, 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 ...