mercredi 01 fév 2017
Workshop on Multiscale methods for stochastic dynamics
1Stochastic parameterizations of deterministic dynamical systems: Theory,...
2Ergodic Stochastic Differential Equations and Sampling: A numerical analysis...
3Weak convergence for semi-linear SPDEs.
4On stochastic numerical methods for the approximative pricing of financial...
5Mean-square stability analysis of SPDE approximations.
6Adaptive timestepping for S(P)DEs to control growth.
7Noise-induced transitions and mean field limits for multiscale diffusions.
8Accelerated dynamics and transition state theory.
9Long-time homogenization of the wave equation.
1Stochastic parameterizations of deterministic dynamical systems: Theory,...43:26
2Ergodic Stochastic Differential Equations and Sampling: A numerical analysis...44:28
3Weak convergence for semi-linear SPDEs.43:09
4On stochastic numerical methods for the approximative pricing of financial...41:17
5Mean-square stability analysis of SPDE approximations.38:52
6Adaptive timestepping for S(P)DEs to control growth.44:43
7Noise-induced transitions and mean field limits for multiscale diffusions.44:20
8Accelerated dynamics and transition state theory.45:59
9Long-time homogenization of the wave equation.42:13
I will present multiscale in time algorithms which are used in molecular simulation in order to bridge the gap between the atomistic timescale and the macroscopic timescale. More precisely, I will describe the parallel replica algorithm and its mathematical analysis using the notion of quasi stationary distribution. I will also explain how this notion can be used to justify the construction of jump processes starting from the overdamped Langevin dynamics, using transition state theory and Eyring-Kramers formulas for the rates.