Research-Asymptotic preserving schemes for some stochastic multiscale systems

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Asymptotic preserving schemes for some stochastic multiscale systems

Speaker: Charles-Edouard Bréhier（Université de Pau et des Pays de l’Adour）
Time: Jul 3, 2023, 16:00-17:00
Location: Zoom ID: 86952512357，Password:：123456

Abstract

Constructing effective numerical schemes for multiscale systems arising from multiple fields of science and engineering may be challenging. I will focus on a class of stochastic systems with evolution on two-time scales, and illustrate how to construct schemes which are compatible with the averaging or homogenization limits. Such schemes are called asymptotic preserving. I will also show some uniform accuracy results for some models. Numerical experiments will illustrate how the stochastic dependence needs to be treated carefully.

Biography

Charles-Edouard Bréhier is a Professor at Université de Pau et des Pays de l’Adour (France) since 2022. He works on stochastic numerics, with a focus on numerical methods for stochastic partial differential equations and the analysis and algorithms for multiscale stochastic systems. He has also worked on Monte Carlo methods for the simulation of rare events. He has collaborations with physicists and is involved in the supervision of Ph.D. and Postdoc students. He has been an associate editor of BIT Numerical Mathematics since 2021. He has written more than 40 articles and preprints.