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(2020.07.15)Dr. Zhihui Liu:Strong Approximation of Monotone SPDEs with Multiplicative Noise
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Update time: 2020-07-14
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Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:

Dr. Zhihui Liu, The Hong Kong University of Science and Technology

Inviter:  
Title:
Strong Approximation of Monotone SPDEs with Multiplicative Noise
Time & Venue:
2020.07.15 15:00-16:00 Tencent meeting ID:572 534 048
Abstract:

Website: https://meeting.tencent.com/s/Tz5hbP6XIfQ1

We derive the optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener process. The equation is spatially discretized by Galerkin methods and temporally discretized by drift-implicit Euler and Milstein schemes.

 

 

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