BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Mathematics - ECPv4.9.3.1//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:Mathematics
X-ORIGINAL-URL:https://math.ua.edu
X-WR-CALDESC:Events for Mathematics
BEGIN:VEVENT
DTSTART;TZID=America/Chicago:20190423T110000
DTEND;TZID=America/Chicago:20190423T120000
DTSTAMP:20190618T190726
CREATED:20190108T204713Z
LAST-MODIFIED:20190418T133405Z
UID:3691-1556017200-1556020800@math.ua.edu
SUMMARY:Colloquium - Xiaofan Li\, Illinois Institute of Technology
DESCRIPTION:Title: Numerical simulations of macroscopic quantities for stochastic differential equations with alpha-stable processes \nAbstract: The mean first exit time\, escape probability and transitional probability density are utilized to quantify dynamical behaviors of stochastic differential equations with non-Gaussian\, $\alpha$-stable type L\’evy motions. Taking advantage of the Toeplitz matrix structure of the time-space discretization\, a fast and accurate numerical algorithm is proposed to simulate the nonlocal Fokker-Planck equations on either a bounded or infinite domain. Under a specified condition\, the scheme is shown to satisfy a discrete maximum principle and to be convergent. \n
URL:https://math.ua.edu/event/colloquium-xiaofan-li-illinois-institute-of-technology/
LOCATION:346 Gordon Palmer Hall
CATEGORIES:Colloquium,Math Department
ORGANIZER;CN="Shan%20Zhao":MAILTO:szhao@ua.edu
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