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Stochastic computing and structure preserving methods

Organizer(s):
Name:	Affiliation:	Country:
Yanzhao Cao	Auburn University	USA
Jialin Hong	Chinese Academy of Sciences	Peoples Rep of China
Xu Wang	Chinese Academy of Sciences	Peoples Rep of China

Introduction:

Stochastic computing has shown increasingly broad and profound cross-integration with other important branches within mathematics and other disciplines outside mathematics, resulting in a series of new methods and new research directions. This session focuses on numerical methods and simulations for stochastic (partial) differential equations, including but not limited to stochastic structure preserving methods, stochastic ergodic methods, convergence analysis, etc., and aims to provide participants with opportunities to showcase new achievements and exchange new ideas.

All Abstracts

List of abstracts and speakers
Name	Affiliation	Title
Cristina Anton	MacEwan University	Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients
Yanzhao Cao	Auburn University	Diffusion model for generative learning
Xinyu Chen	Academy of Mathematics and Systems Science, Chinese Academy of Sciences	Superiority of stochastic symplectic methods via the law of iterated logarithm
Jianbo Cui	Hong Kong Polytechnic University	A supervised learning scheme for computing Hamilton--Jacobi equation via density coupling
Siqing Gan	Central South University	Long-time strong convergence of one-step methods for McKean-Vlasov SDEs with non-globally Lipschitz continuous coefficients
Ziyi Lei	Chinese Academy of Sciences	Numerical approximation of the invariant measure for a class of stochastic damped wave equations
Lei Li	Shanghai Jiao Tong University	A second-order Langevin sampler preserving positive volume for isothermal-isobaric ensemble
Ge Liang	Academy of Mathematics and Systems Science, Chinese Academy of Sciences	Long-time weak convergence analysis of a semi-discrete scheme for stochastic Maxwell equations
Liying Sun	Capital Normal University	The stochastic scalar auxiliary variable approach for stochastic nonlinear Klein--Gordon equation
Fuke Wu	Huazhong University of Science and Technology	Asymptotic error distribution for the Euler scheme of stochastic delay differential equation with locally Lipschitz coefficients
Fengshan Zhang	Academy of Mathematics and Systems Science, Chinese Academy of Sciences	A new class of splitting methods that preserve ergodicity and exponential integrability for stochastic Langevin equation
Weidong Zhao	Shandong University	Strong Stability Preserving Multistep Schemes for FBSDEs