2024年12月21日 星期六 登录 EN

学术活动
Numerical approximations of stochastic partial differential equations with non-globally Lipschitz coefficients
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报告人:
Meng Cai, Doctor, Academy of Mathematics and Systems Science, Chinese Academy of Sciences
题目:
Numerical approximations of stochastic partial differential equations with non-globally Lipschitz coefficients
时间地点:
16:00-17:00 October 11 (Wednesday), Z311
摘要:

In this talk, I will first introduce the motivation of numerical analysis of stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients. Then, I will present some recent works on strong and weak convergences of full-discretization for such SPDEs, including stochastic Allen-Cahn equation, stochastic Cahn-Hilliard equation and stochastic wave equation with nonlinear damping. Finally, future work will be given.