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崔建波博士学术报告

发布时间: 2020年12月24日 作者: 王小捷   消息来源:     阅读次数: []

baogaotimu: strong and weak convergence rates of a spatial approximation for stochastic partial differential equation with one-sided lipschitz coefficient

baogaoren: cuijianbo boshi(georgia institute of technology)

baogaoshijian: 2020nian12yue28ri 9:50—12:30

baogaodidian: tengxunhuiyi 774 219 769

亚博买球baogaozhaiyao: in this talk, a numerical solution of stochastic partial differential equations (spdes) by the finite element method is considered. by applying the variational approach, combined with an appropriate error decomposition, the strong convergence rate of the spatial finite element method for spdes with one-sided lipschitz coefficients is obtained. by obtaining a new regularizing procedure based on the regularity of

亚博买球the kolmogorov equation associated to the proposed spde, and by proving an a priori estimate of the discrete stochastic convolution, the authors obtain the weak convergence rate. the essentially sharp weak convergence rate shows that the weak convergence rate

is essentially twice the strong convergence rate.

baogaorenjianjie: cuijianboboshi,xianweigeorgia institute of technologyboshihou,2014nianzaisichuandaxuequdexueshixuewei,2019nianzaizhongguokexueyuanshuxueyuxitongkexueyanjiuyuanqudeboshixuewei。yanjiufangxiangweisuijipianweifenfangchengshuzhijie、suijibaojiegousuanfa、zuiyouchuanshulilunyujisuandeng,juedabufenyanjiuchengguofabiaozaisiam j. numer. anal.、 ima j. numer. anal.、jcp、jdedengguojiyiliukanwu。



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