• 崔建波博士學術報告

    發布時間:2020年12月24日 作者:王小捷   消息來源:    閱讀次數:[]

    報告題目: Strong and weak convergence rates of a spatial approximation for stochastic partial differential equation with one-sided Lipschitz coefficient

    報告人:崔建波 博士(Georgia Institute of Technology)

    報告時間:2020年12月28日 9:50—12:30

    報告地點:騰訊會議 774 219 769

    報告摘要: In this talk, a numerical solution of stochastic partial differential equations (SPDEs) by the finite element method is considered. By applying the variational approach, combined with an appropriate error decomposition, the strong convergence rate of the spatial finite element method for SPDEs with one-sided Lipschitz coefficients is obtained. By obtaining a new regularizing procedure based on the regularity of

    the Kolmogorov equation associated to the proposed SPDE, and by proving an a priori estimate of the discrete stochastic convolution, the authors obtain the weak convergence rate. The essentially sharp weak convergence rate shows that the weak convergence rate

    is essentially twice the strong convergence rate.

    報告人簡介:崔建波博士,現為Georgia Institute of Technology博士后,2014年在四川大學取得學士學位,2019年在中國科學院數學與系統科學研究院取得博士學位。研究方向為隨機偏微分方程數值解、隨機保結構算法、最優傳輸理論與計算等,絕大部分研究成果發表在SIAM J. Numer. Anal.、 IMA J. Numer. Anal.、JCP、JDE等國際一流刊物。



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