上海师范大学郭谦教授学术报告

       上海师范大学郭谦教授受袁海燕副院长邀请将于2022年10月5日14：00在腾讯会议上作题目为《平均场随机微分方程的一类高效算法》的学术报告，会议号：269747140。

报告简介：

In this talk, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion coefficients. We establish a propagation of chaos result, based on which the McKean-Vlasov equation is approximated by an interacting particle system. A truncated Euler scheme is then proposed for the interacting particle system allowing for a Khasminskii-type condition on the coefficients. To reduce the computational cost, the random batch approximation proposed in [Jin et al., J. Comput. Phys., 400(1), 2020] is extended to the interacting particle system where the interaction could take place in the diffusion term. An almost half order of convergence is proved in Lp sense.

报告人简介：

郭谦，上海师范大学数理学院教授、博士生导师，上海师范大学数理学院副院长、数学系主任，目前担任中国工业与应用数学学会理事、中国系统仿真学会仿真算法专业委员会委员、上海市工业与应用数学学会理事。

主持国家自然科学基金以及上海市自然科学基金等多个科研项目。获上海市自然科学三等奖。主要从事随机微分方程数值解的研究，在SIAM J. Control Optim.等知名学术刊物发表论文30 余篇。