# Jerusalem Mathematics Colloquium

Thursday, 1st May 2008, 4:00 pm

Mathematics Building, Lecture Hall 2

##

Yossi Shamai

(HU)

"Spatial correlations and variance reduction in Brownian simulations"

** Abstract: **Brownian simulation methods have become very
popular in the context of complex fluids since the 1990's. We start
with a motivational background to polymeric fluid models and
introduce the notions of Hilbert space-valued Brownian motions and
spatial correlation operators. We then give a general formulation
for Brownian simulation methods which differ in different choices of
noise correlation.

We present a variance minimization problem in Brownian
simulations with respect to an optimal choice of noise correlations.

Light refreshments will be served in the faculty lounge at
3:30.

List of talks, 2007-08

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