Stochastic Symplectic Methods of Stochastic Hamiltonian Systems
时间  Datetime
2021-11-30 14:00 — 15:00
地点  Venue
腾讯会议 APP()
报告人  Speaker
洪佳林 研究员
单位  Affiliation
中国科学院数学与系统科学研究院
邀请人  Host
肖冬梅
备注  remarks
Tencent meeting ID: 583 259 426; Password: 211130
报告摘要  Abstract

Plenty of numerical experiments show that stochastic symplectic methods are superior to non-symplectic ones especially in long-time computation, when applied to stochastic Hamiltonian systems. In this talk we first review some basic results on stochastic symplectic methods of stochastic Hamiltonian systems, such as the theory of stochastic generating functions, variational integrators, pseudo-symplectic methods, etc. Then we present the probabilistic superiority of stochastic symplectic methods of stochastic Hamiltonian systems via large deviations principle. (In collaboration with Dr. Chuchu Chen, Dr. Diancong Jin and Dr. Liying Sun)
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