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On numerical solutions of stochastic partial differential equations
澳门新葡8455最新网站:2017年06月07日 16:23 点击数:

报告人:曹延昭

报告地点:澳门新葡8455最新网站二楼会议室

报告澳门新葡8455最新网站:2017年06月08日星期四14:30-15:30

邀请人:

报告摘要:

In the past two decades or so, stochastic computing has been a very active research field in scientific computing and numerical analysis. Much of the effort of stochastic computing has been focused on efficient numerical methods for stochastic partial differential equations.

In this talk I will talk about finite element approximations of steady state stochastic partial differential equations (SPDEs) with white noise perturbations. The noises are approximated through both the Wong-Zakai method and spectral methods. If time permitted, I will also mention numerical methods for evolutional SPDEs driven by fractional Brown motions.

主讲人概况:

曹延昭,美国Auburn University数学与统计学系教授。主要从事偏微分方程数值解、随机偏微分方程数值解、不确定性下的最优控制等方面的研究。 1996年获弗吉尼亚理工新葡京最新官网数学博士学位。现为数值分析方面的顶级刊物《SIAM Journal on Numerical Analysis》编委。其随机计算方面的研究得到美国空军研究室和自然基金的长期资助。

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