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Stochastic Symplectic Methods for Stochastic Hamiltonian Systems

發布者:文明辦發布時間:2019-07-02瀏覽次數:261


主講人:洪佳林 中科院數學與系統科學研究院研究員


時間:2019年7月2日15:30


地點:徐匯校區3號樓3樓301室


舉辦單位:數理學院


內容介紹: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.

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