Stochastic Symplectic Methods for Stochastic Hamiltonian Systems


主讲人:洪佳林 中科院数学与系统科学研究院研究员




内容先容:In this talk we review some results on stochastic sympelctic methods for  stochastic Hamiltonian systems, including stochastic generating functions,  stochastic Hamilton-Jacobi theory, stochastic pseudo- symplectic methods,  superiority of stochastic symplectic methods via large deviation principle and  some results on numerical analysis of stochastic symplectic methods. As an  important extension of stochastic symplectic methods to the infinite dimensional  case, recent development of stochastic multi-symplectic methods for stochastic  Hamiltonian partial differential equations will be reviewed.

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