Stochastic Symplectic Methods for Stochastic Hamiltonian Systems

发布者:文明办发布时间:2019-07-02浏览次数:240


主讲人:洪佳林 中科院数学与系统科学研究院研究员


时间:2019年7月2日15:30


地点:徐汇校区3号楼3楼301室


举办单位:数理学院


内容介绍:In this talk we review some results on stochastic sympelctic methods for  stochastic Hamiltonian systems, including stochastic generating functions,  stochastic Hamilton-Jacobi theory, stochastic pseudo- symplectic methods,  superiority of stochastic symplectic methods via large deviation principle and  some results on numerical analysis of stochastic symplectic methods. As an  important extension of stochastic symplectic methods to the infinite dimensional  case, recent development of stochastic multi-symplectic methods for stochastic  Hamiltonian partial differential equations will be reviewed.