• <tr id='iNA8DG'><strong id='iNA8DG'></strong><small id='iNA8DG'></small><button id='iNA8DG'></button><li id='iNA8DG'><noscript id='iNA8DG'><big id='iNA8DG'></big><dt id='iNA8DG'></dt></noscript></li></tr><ol id='iNA8DG'><option id='iNA8DG'><table id='iNA8DG'><blockquote id='iNA8DG'><tbody id='iNA8DG'></tbody></blockquote></table></option></ol><u id='iNA8DG'></u><kbd id='iNA8DG'><kbd id='iNA8DG'></kbd></kbd>

    <code id='iNA8DG'><strong id='iNA8DG'></strong></code>

    <fieldset id='iNA8DG'></fieldset>
          <span id='iNA8DG'></span>

              <ins id='iNA8DG'></ins>
              <acronym id='iNA8DG'><em id='iNA8DG'></em><td id='iNA8DG'><div id='iNA8DG'></div></td></acronym><address id='iNA8DG'><big id='iNA8DG'><big id='iNA8DG'></big><legend id='iNA8DG'></legend></big></address>

              <i id='iNA8DG'><div id='iNA8DG'><ins id='iNA8DG'></ins></div></i>
              <i id='iNA8DG'></i>
            1. <dl id='iNA8DG'></dl>
              1. <blockquote id='iNA8DG'><q id='iNA8DG'><noscript id='iNA8DG'></noscript><dt id='iNA8DG'></dt></q></blockquote><noframes id='iNA8DG'><i id='iNA8DG'></i>

                Numerical Methods for Stochastic Differential Equations: part IV

                发布者:文明办作者:发布时间:2021-07-15浏览次数:10


                主讲人:Professor Xuerong Mao,University of Strathclyde


                时间:2021年8月1日19:00


                地点:腾讯会议 737 3753 2094


                举办单位:数理学院


                内容介绍:This summer SDE course will begin with Higham et al 2002 but concentrate on the  truncated Euler-Maruyama. The course will not only discuss the finite-time  strong convergence and its rates but also the long-term properties including  stability and boundedness. As an important application, the course will develop  new numercial schemes for the well-known stochastic Lotka--Volterra model for  interacting multi-species. We will show how to modify the truncated  Euler-Maruyama to establish a new positive preserving truncated EM (PPTEM).