大连理工大学数学科学学院
通知与公告

​Workshop on Numerical Methods for Stochastic Differential Equations

2016年05月24日 08:18  点击:[]

Workshop on Numerical Methods for Stochastic

Differential Equations

 

DateMay 28-May29, 2016

Place: Xinghai Golf Hotel at Dalian (星海高尔夫酒店)

2016.5.27

Registration

2016.5.28

Time

Chair

Speaker

Title

8:15-8:30

Opening (Yufeng Lu)

8:30-9:10

Jialin Hong

Peter Kloeden

Numerical  Stability of Stochastic Differential Equations with Additive Noise

9:10-9:40

Wanrong Cao

On numerical  stability of two-step methods for stochastic delay differential equations

9:40-10:10

Fuke Wu

Discrete  Razumikhin-type technique and stability of the EM method to Stochastic  functional differential equations

10:10-10:30

Break

10:30-11:00

Zhenxin Liu

Zhanwen Yang

Maruyama-type  Methods for Stochastic Volterra Integral Equations

11:00-11:30

Wei Liu

Stabilization  of SDEs by discrete time observations and its relation with numerical methods  

11:30-12:00

Yaming Chen

A simple model  of piecewise linear stochastic differential equation

12:00-13:30

Lunch

13:30-14:00

Chengming Huang

Jingjing Zhang

New  Energy-preserving Schemes for Klein-Gordon-Schrödinger Equations

14:00-14:25

Zhihui Liu

Approximating  SPDEs with Additive Fractional Noises

14:25-14:50

Yulan Lu

Convergence of  the tamed Euler scheme for stochastic differential equations with piecewise  continuous arguments under non-global Lipschitz continuous coeffcients

14:50-15:15

Lijun Miao

Hölder  Continuity for Parabolic Anderson Equation with Non-Gaussian Noise

15:15-15:35

Break

15:35-16:00

Yongkui Zou

Liying Sun

Symplectic  methods based on Padé approximations for linear stochastic Hamiltonian  systems

16:00-16:25

Xu Wang

Approximation  of Invariant Measure for Damped Stochastic Nonlinear Schrödinger Equation via  an Ergodic Numerical Scheme

16:25-16:50

Shufen Zhao

Stochastic  impulsive fractional differential evolution equations with infinite delay

16:50-17:15

Huizi Yang

Convergence of  Stochastic Differential Equations with Piecewise Continuous Arguments for  Non-globally Lipschitz Coeffcients

17:15-17:40

Weien Zhou

Projection  methods for stochastic differential equations with conserved quantities

18:00

Dinner

2016.5.29

Time

Chair

Speaker

Title

8:30-9:00

Chongjun Li

Chengjian Zhang

The strong  predictor-corrector methods for stochastic ordinary and delay differential  equations

9:00-9:30

Weidong Zhao

Discretization  Methods for solving FBSDEs

9:30-10:00

Ran Zhang

A locking-free  weak Galerkin finite element method for elasticity problems in the primal  formulat

10:00-10:20

Break

10:20-10:50

Siqing Gan

Linghua Kong

High resolution  numerical method for the multidimensional convection-diffusion equations

10:50-11:20

Jiaxiang Cai

Local  structure-preserving for multi-symplectic PDEs

11:20-11:50

Peng Hu

The Stochastic  θ-Method for Nonlinear Stochastic Volterra Integro-Differential Equations

11:50-13:30

Lunch

13:30-14:00

Aiguo Xiao

Yuanling Niu

The phenotypic  equilibrium of cancer cells: From average-level stability to path-wise  convergence

14:00-14:25

Meng Chen

Good Boussinesq  方程的一种新的分裂步数值格式

14:25-14:50

Ziheng Chen

非全局 Lipschitz  条件下泊松跳随机微分方程单步方法的收敛性

14:50-15:10

Long Shi

基于连续时间随机行走模型的反常扩散过程及其分数阶动力学方程

18:00

Dinner

 

 

上一条:【海天学者】系列报告-Moody T. Chu"Mathematical Models of GPS and Search Engines (GPS和搜索引擎的数学模型)" 下一条:【the Alexader Grothendieck Institute in Montpellier, France】— Professor Vladimir Vershinin “辫子群及相关课题系列专题报告”

关闭