Björn Bergstrand: Fourier transforms and Monte Carlo methods in applied analysis
Tid: Må 2012-05-14 kl 11.15 - 12.15
Plats: Room 21, building 5, Kräftriket, Department of mathematics, Stockholm university
We present concepts in applied analysis that stem from the Fourier transform; the Radon transform, the Central Limit Theorem and a stochastic interpretation of the Diffusion equation. The Radon inverse formula is implemented and the Monte Carlo method is used to examine the diffusion. Stochastic matrices are presented and we employ the Monte Carlo method to investigate these.