Workshop Advances in Numerics for S(P)DEs in Gothenburg

Workshopen stöds av STINT.

Föredrag (abstracts på den engelska sidan):

Måndag 14 oktober

10:30–11:00 Annika Lang, Chalmers and GU: Stochastic partial differential equations on surfaces and evolving random surfaces: a computational approach

Tisdag 15 oktober

09:00–09:30 Xinyu Chen, Chinese Academy of Sciences: Superiority of stochastic symplectic methods via the law of iterated logarithm

09:30–10:00 Tonghe Dang, Chinese Academy of Sciences: Probabilistic limit behaviors of numerical discretizations for time-homogeneous Markov processes

10:30–11:00 Akash Sharma, Chalmers and GU: Sampling in bounded domain using stochastic differential equations

11:00–11:30 Jianbo Cui, The Hong Kong Polytecnic University: Wasserstein Hamiltonian Flow and lts Structure Preserving Numerical Scheme 

Onsdag 16 oktober

09:00–09:30 Ziyi Lei, Chinese Academy of Sciences: Numerical approximation of the invariant measure for a class of stochastic damped wave equations

09:30–10:00 Björn Müller, Chalmers and GU: Hölder regularity and spectral simulation of Q-fractional Brownian motion on the sphere

10:30–11:00 Yibo Wang, Southeast University: Approximation of the invariant measure for stochastic Allen–Cahn equation via an explicit fully discrete scheme

11:00–11:30 Guanlin Yang, Chinese Academy of Sciences: Inverse random potential scattering for stochastic polyharmonic wave equations

Torsdag 17 oktober

09:30–10:00 Andrea Papini, Chalmers and GU: Average dissipation for stochastic transport equations with Lévy noise

10:30–11:00 Øyvind Stormark Auestad, NTNU: Nested finite element approximation of parabolic SPDEs with Whittle–Matérn noise

11:00–11:30 Xiaojie Wang, Central South University: Higher order boundary preserving discretization scheme for scalar SDEs

11:30–12:00 Wanrong Cao, Southeast University: Finite Difference Method for Stochastic Cahn–Hilliard Equation Driven by A Fractional Brownian Sheet

Fredag 18 oktober

09:30–10:00 Johan Ulander, Chalmers and GU: Artificial barriers for stochastic differential equations and for construction of boundary-preserving schemes

10:30–11:00 Ge Liang, Chinese Academy of Sciences: Long-time weak convergence analysis of a semi-discrete scheme for stochastic Maxwell equations

11:00–11:30 Fengshan Zhang, Chinese Academy of Sciences: A new class of splitting methods that preserve ergodicity and exponential integrability for stochastic Langevin equation