报告题目： Strong and weak convergence rates of a spatial approximation for stochastic partial differential equation with one-sided Lipschitz coefficient

报告人：崔建波 博士（Georgia Institute of Technology）

报告时间：2020年12月28日 9:50—12:30

报告地点：腾讯会议 774 219 769

报告摘要： In this talk, a numerical solution of stochastic partial differential equations (SPDEs) by the finite element method is considered. By applying the variational approach, combined with an appropriate error decomposition, the strong convergence rate of the spatial finite element method for SPDEs with one-sided Lipschitz coefficients is obtained. By obtaining a new regularizing procedure based on the regularity of

the Kolmogorov equation associated to the proposed SPDE, and by proving an a priori estimate of the discrete stochastic convolution, the authors obtain the weak convergence rate. The essentially sharp weak convergence rate shows that the weak convergence rate

is essentially twice the strong convergence rate.

报告人简介：崔建波博士，现为Georgia Institute of Technology博士后，2014年在四川大学取得学士学位，2019年在中国科学院数学与系统科学研究院取得博士学位。研究方向为随机偏微分方程数值解、随机保结构算法、最优传输理论与计算等，绝大部分研究成果发表在SIAM J. Numer. Anal.、 IMA J. Numer. Anal.、JCP、JDE等国际一流刊物。