PIMS Voyageur Colloquium: Dr. Stefan Wild

  • Date: 05/25/2012
  • Time: 11:00
Lecturer(s):
Dr. Stefan Wild
Location: 

University of Calgary

Topic: 

Optimal Derivatives of Noisy Simulations

Description: 

Computational noise in deterministic simulations is as ill-defined a concept as can be found in scientific computing. Roundoff errors, discretizations, numerical solutions to systems of equations, and adaptive techniques can destroy the smoothness of the processes underlying a simulation. Such noise complicates optimization, sensitivity analysis, and other applications that depend on the simulation output.

Other Information: 

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