Special Session 116: Stochastic computing and structure preserving methods
Organizer(s): Yanzhao Cao , Jialin Hong , Xu Wang

Parallel Session 17 :: Friday, 12/20, 8:00-9:30                  Capital Suite 6
8:00-8:30	Cristina Anton (MacEwan University, Canada)  Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients

8:30-9:00

Yanzhao Cao (Auburn University, USA)  Diffusion model for generative learning

9:00-9:30

Xinyu Chen (Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Peoples Rep of China)  Superiority of stochastic symplectic methods via the law of iterated logarithm

Parallel Session 18 :: Friday, 12/20, 14:00-16:00                  Capital Suite 6
14:00-14:30	Jianbo Cui (Hong Kong Polytechnic University, Hong Kong)  A supervised learning scheme for computing Hamilton--Jacobi equation via density coupling

14:30-15:00

Siqing Gan (Central South University, Peoples Rep of China)  Long-time strong convergence of one-step methods for McKean-Vlasov SDEs with non-globally Lipschitz continuous coefficients

15:00-15:30

Ziyi Lei (Chinese Academy of Sciences, Peoples Rep of China)  Numerical approximation of the invariant measure for a class of stochastic damped wave equations

15:30-16:00

Lei Li (Shanghai Jiao Tong University, Peoples Rep of China)  A second-order Langevin sampler preserving positive volume for isothermal-isobaric ensemble

Parallel Session 19 :: Friday, 12/20, 16:15-18:45               Capital Suite 6
16:15-16:45	Ge Liang (Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Peoples Rep of China)  Long-time weak convergence analysis of a semi-discrete scheme for stochastic Maxwell equations

16:45-17:15

LIying Sun (Capital Normal University, Peoples Rep of China)  The stochastic scalar auxiliary variable approach for stochastic nonlinear Klein--Gordon equation

17:15-17:45

Fuke Wu (Huazhong University of Science and Technology, Peoples Rep of China)  Asymptotic error distribution for the Euler scheme of stochastic delay differential equation with locally Lipschitz coefficients

17:45-18:15

Fengshan Zhang (Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Peoples Rep of China)  A new class of splitting methods that preserve ergodicity and exponential integrability for stochastic Langevin equation

18:15-18:45

Weidong Zhao (Shandong University, Peoples Rep of China)  Strong Stability Preserving Multistep Schemes for FBSDEs