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P.E. Kloeden:The Numerical Solution of Random ODEs

发布者: 宁大主站  发布时间:2017-10-26   浏览次数:

报告题目:The Numerical Solution of Random ODEs

人:P.E. Kloeden教授(华中科技大学外专千人计划特聘教授)

报告时间:2017年10月27日(周五)下午14:30

报告地点:数学统计学院413会议室

承办单位:宁夏大学数学统计学院

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报告摘要:Random ODEs are ordinary differential equations that include a stochastic process on their vector field. They can be analysed pathwise using deterministic calculus. Since the sample paths of the driving stochastic process is at most Holder continuous, they lack the smoothness in their time variable to justify the convergence analysis of classical numerical scheme for ODEs. It will be will be briefly indicated here how new classes of numerical schemes can be derived to ensure high order of pathwise convergence depending on the nature of the driving stochastic processes. Some applications in biology will also be given.

报告人简介:Prof. P.E. Kloeden是随机微分方程数值解和随机动力系统等研究方向的国际知名专家,其与人合著的著作《Numerical solution of stochastic differential equations》在Google学术中的引用超过6000次。Kloeden教授先后在澳大利亚Deakin大学、德国Frankfurt大学任教授,现为华中科技大学数学与统计学院“外专千人计划”特聘教授。曾担任SIAM J. Numerical Analysis、Foundation of ComputationalMathematics、Nonlinear Analysis: Theory, Methods and Applications等国际著名期刊编委。现为Discrete and Continuous Dynamical Systems(Series B)杂志主编,担任Journal of Difference Equations and Applications、Stochastics&Dynamics、Advanced Nonlinear Studies等十余种杂志的编委。 

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