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Prof. Jia-Lin Hong
Institute of Computational Mathematics and Scientific/Engineering Computing,
Academy of Mathematics and Systems Science, Chinese Academy of Sciences |
Abstract: In this talk we review theoretical and numerical results of stochastic structure-preserving algorithms for stochastic differential equations, inclusive of stochastic symplectic methods, the theory of stochastic variational integrators and stochastic generating functions for stochastic Hamiltonian systems, and invariant-preserving methods, direct and indirect gradient methods for stochastic differential equations. Also we present some results of the stochastic multi-symplectic methods for stochastic Hamiltonian partial differential equations, in particular, for nonlinear Schroedinger equations.
About the Speaker: Dr.Jia-Lin Hong obtained his PhD from Jilin University 1994, he is now a Professor in Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences. His research interests are in the structure-preserving algorithms, inclusive of deterministic symplectic methods for Hamiltonian systems, deterministic multi-symplectic methods for Hamiltonian partial differential equations, stochastic symplectic methods for stochastic Hamiltonian systems, stochastic multi-symplectic methods for stochastic Hamiltonian partial differential equations, stochastic conservative methods for stochastic differential equations, etc.
Date&Time: December 11, 2012 (Tuesday), 15:30–16:30
Location: 606 Conference Room
