Event Detail

Event Type: 
Department Colloquium
Thursday, May 12, 2005 - 08:00
Covell 221

Speaker Info

Texas A&M University

In the past few decades, scientists studying the partial differential equations used in describing the dynamics of the atmosphere and oceans in weather and climate models have become increasingly interested in using stochastic differential equations (SDEs) in an attempt to include effects and interactions which take place on scales which their discretizations might otherwise not be able to resolve. I will discuss certain issues which come up when attempting to integrate SDEs numerically. In addition, in many cases geophysicists have existing numerical models which they have developed to approximate the solution to certain nonstochastic differential equations, and which they would like to modify only by the inclusion of stochastic terms. I will discuss some examples in which this has been attempted.