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Solution of SPDEs with applications in porous media

Thursday 1st July 2010 - 09:20 to 10:10
INI Seminar Room 1
We consider the numerical approximation of a general second order semi-linear parabolic stochastic partial differential equation (SPDE) driven by space-time noise. We introduce time-stepping schemes that use a linear functional of the noise and analyse a finite element discretization in space. We present convergence results and illustrate the work with examples motivated from realistic porous media flow.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons