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上海师范大学郭谦教授受袁海燕副院长邀请将于2022年10月5日14：00在腾讯会议上作题目为《平均场随机微分方程的一类高效算法》的学术报告，会议号：269747140。 报告简介： in this talk, we present a numerical approach to solve the mckean-vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally lipschitz conditions for both the drift and diffusion coefficients. we establish a propagation of chaos result, based on which the mckean-vlasov equation is approximated by an interacting particle system. a truncated euler scheme is then proposed for the interacting particle system allowing for a khasminskii-type condition on the coefficients. to reduce the computational cost, the random batch approximation proposed in [jin et al., j. comput. phys., 400(1), 2020] is extended to the interacting particle system where the interaction could take place in the diffusion term. an almost half order of convergence is proved in lp sense. 报告人简介： 郭谦，上海师范大学数理学院教授、博士生导师，上海师范大学数理学院副院长、数学系主任，目前担任中国工业与应用数学学会理事、中国系统仿真学会仿真算法专业委员会委员、上海市工业与应用数学学会理事。 主持国家自然科学基金以及上海市自然科学基金等多个科研项目。获上海市自然科学三等奖。主要从事随机微分方程数值解的研究，在siam j. control optim.等知名学术刊物发表论文30 余篇。
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