报告题目：PARAREAL EXPONENTIAL ✓--SCHEME FOR LONGTIME SIMULATION OF STOCHASTIC SCHRO ̈DINGER EQUATIONS WITH WEAK DAMPING
报 告 人：张利英 博士 中国矿业大学（北京）
报告时间：2019年9月3日 10:30 - 11:30
报告地点：数学楼202
报告摘要：
A parareal algorithm based on an exponential ✓-scheme is proposed for the stochastic Schr ̈odinger equation with weak damping and additive noise in this paper. It proceeds as a two-level temporal parallelizable integrator with the exponential ✓-scheme as the propagator on the coarse grid. The proposed algorithm in the linear case with proper ✓ increases the convergence order from one to k and is suitable for longtime simulation, based on the analysis of the invariant distributions of the exponential ✓-scheme. The convergence condition is then established for the proposed algorithm in the nonlinear case, which indicates the superiority of implicit schemes in longtime simulation. Numerical experiments are dedicated to illustrate the best choice of the iteration number k.
报告人简介：
张利英，2015年7月于中国科学院数学与系统科学院计算数学专业获理学博士学位，同年进入中国矿业大学（北京）工作，研究方向为随机微分方程数值计算，在“SIAM Journal on Numerical Analysis”、“Journal of Computational Physics ”、“BIT Numerical Mathematics”等期刊上发表SCI收录学术论文11篇。主持国家自然科学基金一项。
