Stefan Engblom: Pathwise analysis for split-step methods and multiscale variable splitting in spatial stochastic kinetics

I this talk I will review recent progress in spatial stochastic modeling within the reaction-diffusion framework. In particular, I will present some analysis of split-step methods and certain multiscale approximations, all performed in a pathwise, or "strong" sense. These analytical techniques hint at how effective (i.e. parallel) numerical implementations can be designed.

Some fairly large-scale simulations will serve as illustrations of the inherent flexibility of the modeling framework. While much of the initial motivation for this work came from problems in cell biology, I will highlight examples from epidemics and neuroscience.