PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Manfred Denker.

Title:Simulation Techniques for Generalized Langevin Equations
Seminar:Seminar on Probability and its Application
Speaker:John Fricks, Statistics Department
Abstract:
In this talk, an overview of simulation techniques for the generalized Langevin equations (GLE) will be presented. First, the basics of the equations will be covered, then an introduction to simulation of stationary, Gaussian processes will be given. Finally, new work to simulate fractional GLE using wavelet methods will be discussed. This is joint work with Gustavo Didier of Tulane University.

Room Reservation Information

Room Number:MB106
Date:12 / 02 / 2011
Time:02:20pm - 03:20pm