主讲人:王小捷 中南大学教授
时间:2022年5月13日14:00
地点:腾讯会议 817 583 179
举办单位:数理学院
主讲人介绍:王小捷,中南大学数学与统计学院教授,博士生导师,主要研究方向为随机常、偏微分方程数值方法及计算金融等。在随机常、偏微分方程数值算法与理论方面做出一系列研究成果,相关论文发表在SIAM Journal on Numerical Analysis、Mathematics of Computation、SIAM Journal on Scientific Computing、IMA Journal of Numerical Analysis、BIT Numerical Mathematics、Journal of Scientific Computing、Stochastic Processes and their Applications等享有国际学术声誉的计算数学或概率论国际主流刊物。现主持国家自然科学基金面上项目与湖南省自然科学基金杰出青年项目。
内容介绍:This talk consists of two parts. The first one aims to improve existing regularity results for parabolic stochastic partial differential equations (SPDEs) with dissiptive nonlinearity. The second part is devoted to strong convergence analysis of a linear implicit time-stepping scheme for the finite element approximation of SPDEs with dissiptive nonlinearity. Strong convergence rates for the fully discrete scheme are successfully recovered both in space and in time.