活动时间:2025-09-15 14:30
活动地点:腾讯会议 788-541-828
亚洲无码 :曹婉容
亚洲无码 中文简介:
曹婉容,东南大学数学亚洲无码 ,教授,博士生导师,现任东南大学数学亚洲无码 副院长,江苏省工业与应用数学学会秘书长。曹婉容博士毕业于哈尔滨工业大学数学系,长期从事随机微分方程数值方法、非线性及非局部模型高效算法及仿真方面的研究,在SIAM Journal on Scientific Computing,Journal of Scientific Computing, Journal of Computational and Applied Mathematics等国际主流计算数学期刊上发表论文50余篇。主持完成和参与完成国家自然科学基金项目6项,主持完成江苏省研究生教改课题一项,获得东南大学研究生教学成果奖一项(排二)。
活动内容摘要:
Full-discrete schemes are presented for some second-order stochastic differential equations with additive noise including the initial value problem, the boundary value problem, and the Langevin equation involving Caputo fractional derivative. Based on a spectral truncation of white noise, the equations are converted to an approximate equation with random parameters and the finite difference schemes are constructed. Consistency of the approximate equation as well as error estimate in strong sense of the finite difference scheme are obtained.
主持人:杜玲珑