MS19B - Numerical methods for stochastic differential equations

Organized by: Evelyn Buckwar, David Cohen

Rikard Anton
Full discretisation of semi-linear stochastic wave equations driven by multiplicative noise

Annika Lang
How can SPDE simulations become more efficient?

Kristian Debrabant
Deterministic approximations of PDEs via SDE approximations, the Feynman-Kac formula, and interpolation

Anne Kvaerno
Quadratic invariant preserving methods for SDEs and redundant order conditions