设为首页 | 点击旧版 | 加入收藏
当前位置: 学院首页 -> 正文

学术信息

    学术信息

    2021年九游游戏中心官方网站学术报告(十二)

    信息来源: 发布日期:2021-06-01点击:

    时间 报告人

    讲座题目Explicit Numerical Approximations for Nonlinear Stochastic Differential Equations

    主办单位:九游游戏中心官方网站

    报告专家:李晓月(东北师范大学 教授)

    报告时间202162(周三) 15:00-16:00

    腾讯会议ID148 796 480

    会议链接: https://meeting.tencent.com/s/imo7GpeqFFBz

    专家简介李晓月,东北师范大学数学与统计学院教授,博士生导师,美国数学会评论员。长期从事随机微分方程稳定性理论、应用及数值逼近的研究, 发表SCI检索论文30余篇,单篇引用率达200余次,部分成果发表在SIAM J. Numer. Anal. SIAM J. Appl. Math.IMA J. Numer. Anal.J. Differential Equations 等学术期刊上。主持过国家自然科学基金项目和省部级项目多项。

    摘要:Solving stochastic differential equations (SDEs) numerically, explicit Euler-Maruyama (EM) schemes are used most frequently under global Lipschitz conditions for both drift and diffusion coefficients. In contrast, without imposing the global Lipschitz conditions, implicit schemes are often used for SDEs but require additional computational effort; along another line, tamed EM schemes and truncated EM schemes have been developed recently. Taking advantages of being explicit and easily implementable, truncated EM schemes are proposed in this paper. Convergence of the numerical algorithms is studied, and th moment boundedness is obtained. Furthermore, asymptotic properties of the numerical solutions such as the exponential stability in th moment and stability in distribution are examined. Several examples are given to illustrate our findings.

    地址:湖北荆州市南环路1号 | 邮编:434023 | 电话:(0716)8060182

    院长信箱:tzhang@yangtzeu.edu.cn | 学院办公室:sxxy@yangtzeu.edu.cn | 学生办公室:sxxg@yangtzeu.edu.cn

    版权所有©九游游戏中心官方网站     鄂ICP备05003301号-1 公网安备42100202000009号