报 告 人：曹延昭 教授（美国奥本大学）
报告题目：On numerical solutions of stochastic partial differential equations
报告时间：2017年5月21日（周日）下午15：00
报告地点：静远楼204学术报告厅
报告人简介：
曹延昭教授，1983年毕业于吉林大学数学系，1996年获弗吉尼亚理工学院数学博士学位，现任美国奥本大学数学与统计学系教授。研究专长：偏微分方程数值解、随机偏微分方程数值解、不确定性下的最优控制等。现为数值分析方面的顶级刊物《SIAM Journal on Numerical Analysis》编委。其随机计算方面的研究得到美国空军研究室和自然基金的长期资助。
报告摘要：
In the past decade, stochastic computing has been a very active research area in scientific computing and numerical analysis. Much of the effort in stochastic computing has been focused on efficient numerical methods for stochastic partial differential equations. In this talk, I will first talk about the history and mathematical definition of the Brownian motion and white noise. Then I will talk about finite element approximations of steady state stochastic partial differential equations (SPDEs) with white noise perturbations. If time permitted, I will also mention the existing numerical methods for parabolic SPDEs and the challenges of their finite element approximations.