Numerical method for the nonlinear backward stochastic Stokes equations and their error estimates

发布者:吴敏发布时间:2024-12-09浏览次数:11

江苏省应用数学(中国矿业大学)中心系列学术报告

报告题目:Numerical method for the nonlinear backward stochastic Stokes equations and their error estimates

报告人:赵文举(山东大学)

报告时间:20241210日(周二)上午9:00-11:30

报告地点:腾讯会议ID150-653-872

报告摘要:In this presentation, we are concerning with the numerical analyses of finite element method for the nonlinear backward stochastic Stokes equations (BSSEs). In the stochastic system, we consider the forcing term coupled with an auxiliary random process Z. Under several developed analysis techniques, the error estimates of the proposed semi-discrete and fully discrete schemes, as well as their boundedness, are rigorously presented and established. Optimal convergence rates of the fully discrete scheme are obtained not only for the velocity u and auxiliary stochastic process z but also for the pressure p. For the efficiency of solving BSSEs, the proposed numerical scheme is parallelly designed in stochastic space. Numerical results are finally provided and tested in parallel to validate the theoretical results.

报告人简介:赵文举,山东大学数学学院副教授,博士研究生导师, 美国佛罗里达州立大学博士,南方科技大学数学学院和深圳国际数学中心、武汉大学数学学院博士后。研究领域主要包括随机偏微分方程数值解、随机优化控制、计算流体力学和形状优化等。在CSIAM-AM, ESAIM: M2AN, SIAM SISCJSC, JCP, JCM, CICP, CMAMENMPDENTMA等国内外重要学术刊物发表论文30余篇,参与主持科技部重点研发计划、国家重点项目、山东省重大基础研究等科研项目多项。