题目：Online crash course on numerics for SDEs(二)

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

时间：2020年9月18日下午15:00-17:30

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。