David Cohen教授学术报告

发布时间:2020年09月18日 作者:王小捷   消息来源:    阅读次数:[]
题目:Online crash course on numerics for SDEs(二)

报告人:David Cohen,瑞典Chalmers University of Technology教授


地点: https://chalmers.zoom.us/j/3759395831
Password: 874852
内容简介:The mini-course is designed to give a concise and accessible introduction to numerical discretisations of stochastic differential equations (SDEs). We assume only a basic competence in calculus and probability theory. Topics: Basics of stochastic processes and SDEs. Numerical methods for SDEs. Strong and weak convergence. Applications.
报告人简介:David Cohen, 瑞典Chalmers University of Technology教授,主要研究方向为(随机)偏微分方程及(随机)常微分方程数值方法,几何数值积分,指数积分子,高震荡问题数值计算等。Cohen教授的研究成果大多发表在Arch. Rat. Mech. Anal.、SIAM J. Numer. Anal.、Numer. Math.、Foundations of Comput. Math.、SIAM J. Sci. Comp.、IMA J NUMER ANAL、BIT Numerical Mathematics等计算数学或应用数学国际一流学术期刊。现担任BIT Numerical Mathematics (2014– )、Journal of Computational Mathematics (2017– )两个杂志编委。

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