Structure Preserving Numerical Methods for Stochastic and Partial Differential Equations
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Organizer(s): |
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Affiliation:
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Jianbo Cui
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Georgia Institute of Technology
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USA
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Abstract:
| | Stochastic and partial differential equations are playing an increasingly important role in applications to many fields, such as finance, physics, chemistry, biology, engineering, etc. These kind of equations may possess a lot of nice properties, such as mass and energy evolution laws, the symplectic and multi-symplecic structures, convergence to a steady state, etc. In the numerical simulation, it is still a challenge and interesting problem to construct numerical methods to preserve the properties of original equation as much as possible. This mini-symposium aims to bring researchers from diverse fields working on the stochastic and partial differential equations with structure preserving numerical methods. |
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List of approved abstract |
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