Parallel Session 19 :: Friday, 12/20, 16:15-18:45


Special Session 116 Stochastic computing and structure preserving methods
Organizer(s): Yanzhao Cao , Jialin Hong , Xu Wang
Capital Suite 6
 16:15-16:45  LIying Sun (Capital Normal University, Peoples Rep of China)
 The stochastic scalar auxiliary variable approach for stochastic nonlinear Klein--Gordon equation
 16:45-17:15  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
 17:15-17:45  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
 17:45-18:15  Weidong Zhao (Shandong University, Peoples Rep of China)
 Strong Stability Preserving Multistep Schemes for FBSDEs