Series of Academic Activities of School and Institute of Mathematics in 2020 (the 195th):

Professor Song Songhe  National University of Defense Technology

Report title: High-efficiency Numerical Methods for Stochastic Differential Equations (1)

Reporter: Professor Song Songhe, National University of Defense Technology

Reporting time: August 21, 2020, 18:00-19:00

Report location: Tencent Conference Platform 624 457 423

School contact: Zou Yongkui zouyk@jlu,.edu.cn

Report summary：

Stochastic ordinary differential equations and stochastic partial differential equations have a very wide range of applications in many fields, and the study of their numerical methods is a very important topic. This report mainly introduces the numerical method of stochastic ordinary differential equations, discusses the method's convergence and the proof of convergence order.

Brief introduction of the speaker：

Professor Song Songhe is a professor and doctoral supervisor at National University of Defense Technology. His research interests include delay differential equation numerical methods and stochastic differential equation numerical methods.