[ABE-L] Próximo seminário de probabilidade - IM-UFRJ - 13/9 -15 h

[Maria Eulalia Vares]

*Probability Webinar -   IM-UFRJ *



Dear colleagues,

Our next online seminar will be held on Monday, *September 13, * from *3
p.m. to 4 p.m*. (Rio de Janeiro local time)

The Zoom link for the seminar is

https://us02web.zoom.us/j/83698166702?pwd=ejFxYmh3dVk5b3J3SG0wMWxEVnVrUT09


Speaker:  *Alexandre de Bustamante Simas  (UFPB & Kaust)*

Title: *Approximations of the covariance operators of solutions of
fractional elliptic SPDEs driven by Gaussian white noise*

Abstract:   In this talk we will briefly present the model we are
interested in, which is a fractional elliptic stochastic partial
differential equation driven by Gaussian white noise. There is in the
literature a standard way to approximate the covariance operator of the
solution of such equations, the so-called rational approximation (Bolin and
Kirchner, 2020), however this approach uses the solution to build such an
approximation. By considering directly the covariance operator, we are able
to provide a more computationally efficient approximation. We compute the
rate of this approximation in terms of the Hilbert-Schmidt norm.
Furthermore, we also obtain, rigorously, the rate of approximation of the
so-called lumped mass method. This method is widely used by
practitioners and is essential to make it computationally feasible to fit
some models in spatial statistics. We obtain the rate of approximation of
the lumped mass method in terms of the operator's norm as well as, under
some additional restrictions, the Hilbert-Schmidt norm. Finally, we present
the usage of these approximations in maximum likelihood estimation.  Joint
work with David Bolin and Zhen Xiong.



All the talks are held in English.

The videos of the online seminars are available:

2020 -  http://www.dme.ufrj.br/?page_id=2885

2021-1  - http://www.dme.ufrj.br/?page_id=3027

For the second semester, a few days after each meeting the video should be
available at http://www.dme.ufrj.br/?page_id=3178

Thanks for circulating this information.

Sincerely,
Organizers: Guilherme Ost and Maria Eulalia Vares





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