2020 Atlanta USA

Structure Preserving Numerical Methods for Stochastic and Partial Differential Equations

 Organizer(s):
Name:
Affiliation:
Country:
Jianbo Cui
Georgia Institute of Technology
USA
 
 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.

List of approved abstract