Numerical Methods for Stochastic Differential Equations: part III

Numerical Methods for Stochastic Differential Equations: part III

发布者:文明办作者:发布时间:2021-07-14浏览次数:10


主讲人:Professor Xuerong Mao,University of Strathclyde


时间:2021年7月25日19:00


地点:天博体育手机 737 3753 2094


举办单位:数理学院


内容介绍:This summer SDE course will begin with Higham et al 2002 but concentrate on the  truncated Euler-Maruyama. The course will not only discuss the finite-time  strong convergence and its rates but also the long-term properties including  stability and boundedness. As an important application, the course will develop  new numercial schemes for the well-known stochastic Lotka--Volterra model for  interacting multi-species. We will show how to modify the truncated  Euler-Maruyama to establish a new positive preserving truncated EM (PPTEM).

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