Keynote Speaker:Wang Xiaojie

Abstract:

This talk is devoted to weak convergence analysis of an explicit time-steppping schemes for additive noise driven SPDEs with non-globally Lipschitz coefficients. A novel approach of weak convergence analysis is proposed and the expected weak convergence rates are successfully obtained for an explicit time-steppping fully discrete scheme. Numerical results are also provided to support our findings. This talk is based on a joint work with Siqing Gan and Meng Cai.

Introduction to the Speaker:

Wang Xiaojie, Professor and Doctoral Supervisor of College of Mathematics and Statistics, Central South University. His main research interests are stochastic partial differential equations (SPDEs), numerical methods of stochastic ordinary differential equations and computational finance. He has made a series of research achievements in numerical algorithm and theory of stochastic ordinary and partial differential equations, and related papers have been published inSIAM Journal on Numerical Analysis,Mathematics of Computation,SIAM Journal on Scientific Computing,IMA Journal of Numerical Analysis,BIT Numerical Mathematics,Journal of Scientific Computing,Stochastic Processes and their Applicationsand other international mainstream journals of Computational Mathematics or Probability Theory with international academic reputation. He is now presiding over two general projects of National Natural Science Foundation of China (NSFC), one Natural Science Fund for Distinguished Young Scholars in Hunan Province, and has finished one youth project of NSFC.

Inviter:

Zhao Weidong, Professor of School of Mathematics

Time:

15:00-16:00 on October 13 (Tuesday)

Location:

Tencent Meeting, ID: 319294871, password: 123456

https://meeting.tencent.com/s/zQRcfOk0FNBp

Sponsored by: School of Mathematics, Shandong University