报告题目:Parareal Algorithm for Stochastic Hamiltonian System Preserving the Energy Evolution Law
报告人:张凤山 讲师 长春大学
报告时间:2025年9月12日 9:00-11:00
报告地点:数学楼三楼天元教研室5
校内联系人:柴世民 [email protected]
报告摘要:In this talk, we consider the numerical methods preserving the energy evolution law of the stochastic Hamiltonian system, and these methods are able to reach strong convergence simultaneously based on some kinds of projection methods. The mean square convergence orders of these methods under certain conditions are given. And we also propose the variable parameter method by combining the parareal algorithm. Finally, numerical experiments are taken into account to show the superiority of our parareal algorithm.
个人简介:张凤山,长春大学讲师,本硕博均毕业于欧洲杯
,2023年博士毕业后赴中科院数学院计算数学所做博士后,2025年博士后出站加入长春大学数学与统计学院。主要从事非线性滤波问题、随机偏微分方程数值解及应用方法的研究工作。 目前在Siam Journal on Numerical Analysis、Journal of Scientific Computing 等国际重要学术期刊发表多篇SCI论文。