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49գ壩    Ѷ569 222 639 210409

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Ŀ

09:00-09:10

Ļʽ

³

09:10-09:45

On spectral-expansion-based approximation for solving stochastic elliptic equations and second-order SDEs

09:45-10:20

Energy regularization approximation for the stochastic logarithmic Schrödinger equation

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10:20-10:30

Ϣ

10:30-11:05

Strong approximations of semilinear monotone SPDEs

ǻ

11:05-11:40

Weak convergence rates of an explicit time-stepping scheme for SPDEs with

non-globally Lipschitz coefficients

 

Ϣ

14:00-14:35

Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of densities

³

14:35-15:10

Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates

 

15:10-15:20

Ϣ

15:20-15:55

Spectral Galerkin method for stochastic CahnCHilliard equation

Ө

15:55-16:30

Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs

Ӻ

16:30-17:05

Probabilistic superiority of stochastic symplectic methods via large deviations principles

410գ      Ѷ604 166 912 210410

ʱ

Ŀ

09:00-09:35

Uncertainty quantification for PDEs with high dimensional random parameters

 

³

09:35-10:10

Penalty finite element approximation of the double-diffusive convection in a stochastic climate model

޹㰲

10:10-10:20

Ϣ

10:20-10:55

Convergence analysis of parareal algorithms for SPDEs

Ӣ

10:55-11:30

Hitting probabilities of numerical discretizations for linear stochastic parabolic system

ʢ

Ϣ

14:00-14:35

Finite time blowup of solutions to SPDEs with Bernstein functions of the Laplacian

 

Ӣ

14:35-15:10

Numerical simulation and analysis for the stochastic NavierCStokes equations

ľ

15:10-15:20

Ϣ

15:20-15:55

A splitting-up method for nonlinear filtering problem with correlated noise

15:55-16:30

Efficient full discretization for nonlinear stochastic wave equations

16:30-17:05

A temporal semi-discretization for 2D stochastic incompressible Euler equations

 

 

 411գգ     Ѷ445 670 955 210411

ʱ

Ŀ

09:00-09:35

A linear implicit time-stepping scheme for the finite element approximation of SPDEs with polynomial nonlinearity

С

09:35-10:10

Inverse elastic scattering for a random potential

 

10:10-10:20

Ϣ

10:20-10:55

Super-convergence analysis on exponential integrator for stochastic heat equation driven by additive fractional Brownian motion

Ƴӫ

10:55-11:30

Weak intermittency of a fully discrete scheme for stochastic heat equation

ͬ

Ϣ

14:00-14:35

Stochastic symplectic methods for stochastic Maxwell equations

Ө

14:35-15:10

Structure preserving methods for the stochastic fractional nonlinear Schrödinger equation

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http://lsec.cc.ac.cn/~bjgqnyth/xiangqing.pdf