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.