The 40th Anniversary of Shenzhen University and the 40th Anniversary of Mathematics Department

Liyuan scholar Colloquium forty

Lecture Title: Stochastic Symplectic Methods of Stochastic Hamiltonian Systems

Speaker: Jialin Hong, Researcher (Institute of Mathematics and Systems Science, Chinese Academy of Sciences)

Lecture time: 16:30-17:30, September 7, 2023

Lecture location: Classroom 1, 1st floor, Huixing Building,YuehaiCampus, Shenzhen University

Overview：Plenty of numerical experiments show that stochastic symplectic methods are superior to non-symplectic ones especially in long-time computation, when applied to stochastic Hamiltonian systems. In this talk we first review some basic results on stochastic symplectic methods of stochastic Hamiltonian systems, such as the theory of stochastic generating functions, variational integrators, pseudo-symplectic methods, etc. Then we present the probabilistic superiority of stochastic symplectic methods of stochastic Hamiltonian systems via large deviations principle. (In collaboration with Dr. Chuchu Chen, Dr. Diancong Jin and Dr. Liying Sun).

Speaker Introduction: Jia-Lin Hong is a second-level researcher and doctoral supervisor at the Institute of Mathematics and System Sciences, Chinese Academy of Sciences. He is engaged in research in computational and applied mathematics, and his main research interests are structure-preserving algorithms for stochastic and deterministic dynamical systems. He has published more than 100 research papers in international academic journals such as SINUM, SISC, Math. Comp., Numer. Math., JCP, JDE, SPA, etc. He has also published two academic monographs in the Springer Press series Lecture Notes in Mathematics. He was awarded the Second Prize of Natural Science by the Ministry of Education.

Teachers and students are welcome to participate!

Schoolof Mathematical Sciences

September6,2023