主講人:王小捷 中南大學(xué)教授
時(shí)間:2022年5月13日14:00
地點(diǎn):騰訊會(huì)議 817 583 179
舉辦單位:數(shù)理學(xué)院
主講人介紹:王小捷,中南大學(xué)數(shù)學(xué)與統(tǒng)計(jì)學(xué)院教授,博士生導(dǎo)師,主要研究方向?yàn)殡S機(jī)常、偏微分方程數(shù)值方法及計(jì)算金融等。在隨機(jī)常、偏微分方程數(shù)值算法與理論方面做出一系列研究成果,相關(guān)論文發(fā)表在SIAM 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 Applications等享有國(guó)際學(xué)術(shù)聲譽(yù)的計(jì)算數(shù)學(xué)或概率論國(guó)際主流刊物。現(xiàn)主持國(guó)家自然科學(xué)基金面上項(xiàng)目與湖南省自然科學(xué)基金杰出青年項(xiàng)目。
內(nèi)容介紹:This talk consists of two parts. The first one aims to improve existing regularity results for parabolic stochastic partial differential equations (SPDEs) with dissiptive nonlinearity. The second part is devoted to strong convergence analysis of a linear implicit time-stepping scheme for the finite element approximation of SPDEs with dissiptive nonlinearity. Strong convergence rates for the fully discrete scheme are successfully recovered both in space and in time.
