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DMS colloquium talk by Kui Ren (Columbia University)
Jialin Hong
Abstract: The phase flow
of stochastic Hamiltonian systems preserves the
symplectic structure on phase space. A numerical methods
applied to stochastic Hamiltonian systems is called
symplectic if it inherits this preservation. The
symplectic numerical method is superior to
non-symplectic one in the long time numerical
computation for stochastic Hamiltonian systems. In this
talk we first introduce symplectic numerical methods for
stochastic Hamiltonian systems and review some
fundamental results, then take a stochastic oscillator
as the test model to investigate the probabilistic
behavior of symplectic numerical methods via large
deviation principle.
Haomin Zhou
Location and time: Parker Hall 328, 2:00 pm
- 3:00 pm
Abstract: Optimal transport theory in continuous space
has been extensively studied in the past few decades. In
this talk, I will present some properties of the optimal
transport theory on discrete spaces, highlighting its
connections to numerical schemes of PDEs. Particular
attention will be given to the Fokker-Planck equation,
as well as Wasserstein Hamiltonian Flow.
Xuemin Tu Abstract: FETI-DP and BDDC these two most popular nonoverlapping domain decomposition algorithms will be discussed for solving a class of saddle point problems arising from mixed finite element discretizations of incompressible Stokes and Darcy flow. These algorithms reduce the original saddle point problems to symmetric positive definite problems in a special subspace and therefore the conjugate gradient methods can be used to accelerate the convergence. The condition numbers for the preconditioned systems are estimated and numerical results are provided to confirm the results.
Erkan Nane
DMS colloquium talk by Ivan Yotov (University of Pittsburgh)
Dun Zhou
Xu Yang
Department of Mathematics and Statistics, Auburn University |
Thi-Thao-Phuong Hoang, Auburn University |