Stochastic Symplectic Methods for Stochastic Hamiltonian
[Math. Dept.]
June 24, 2019 14:00-15:00
W303 School of Mathematics
![[seminar]0624洪佳林-01.png](http://tianyuan.scu.edu.cn/upload/default/20190622/%5Bseminar%5D0624%E6%B4%AA%E4%BD%B3%E6%9E%97-01.png "[seminar]0624洪佳林-01.png")
SPEAKER
Jialin Hong (Academy of Mathematics and Systems Science, Chinese Academy of Sciences)
ABSTRACT
In this talk we review some results on stochastic sympelctic methods for stochastic Hamiltonian systems, including stochastic generating functions, stochastic Hamilton-Jacobi theory, stochastic pseudo-symplectic methods, superiority of stochastic symplectic methods via large deviation principle and some results on numerical analysis of stochastic symplectic methods. As an important extension of stochastic symplectic methods to the infinite dimensional case, recent development of stochastic multi-symplectic methods for stochastic Hamiltonian partial differential equations will be reviewed.
SUPPORTED BY
Tianyuan Mathematical Center in Southwest China
School of Mathematics, Sichuan University