| Description: | [DMS Seminar] Dr Ananta Kumar Majee (TIFR Centre for Applicable Mathematics) -- Convergence Analysis of an Operator Splitting Scheme for Stochastic Balance Laws Driven by Levy Noise |
| Date: | Wednesday, Aug 26, 2015 |
| Time: | 3 p.m. - 4 p.m. |
| Venue: | G09, Lecture Hall Complex |
| Details: | In this talk, we consider operator splitting schemes for conservation laws driven by multiplicative Levy noise. Using Young measure theory and Kruzkov's entropy formulation, we show that approximate solutions generated by proposed schemes converges to the unique entropy solution of the underlying problem. We will discuss few numerical experiments to illustrate the efficiency of the proposed schemes. |
| Calendar: | Seminar Calendar (entered by saugata.bandyopadhyay) |