Series of Academic Activities of School and Institute of Mathematics in 2020 (the 196th):
Professor Song Songhe National University of Defense Technology
Report title: High-efficiency Numerical Methods for Stochastic Differential Equations (2)
Reporter: Professor Song Songhe, National University of Defense Technology
Reporting time: August 22, 2020, 18:00-19:00
Report location: Tencent Conference Platform 615 424 523
School contact: Zou Yongkui zouyk@jlu,.edu.cn
Report summary:
Stochastic ordinary differential equations and stochastic partial differential equations have a very wide range of applications in many fields, and the study of their numerical methods is a very important topic. The report mainly introduces the numerical methods of stochastic partial differential equations, discusses the discrete myopia methods of spatial discrete and infinite-dimensional Brownian motion, and the analysis of convergence order.
Brief introduction of the speaker:
Professor Song Songhe is a professor and doctoral supervisor at National University of Defense Technology. His research interests include delay differential equation numerical methods and stochastic differential equation numerical methods.
