Jerusalem Mathematics Colloquium

Thursday, 1st May 2008, 4:00 pm
Mathematics Building, Lecture Hall 2

Yossi Shamai

"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.

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