报告人： 胡鹏（中国地质大学（武汉））

报告题目：Delay dependent asymptotic mean square stability of numerical methods for stochastic delay differential equations

报告摘要：In this talk, we will talk about the delay dependent asymptotic mean square stability of some numerical methods such as the split step Theta method and the exponential Euler method for stochastic delay differential equations. The necessary and sufficient condition with respect to the equation coefficients, time stepsize and method parameter of these methods are obtained by using root locus technique. It is shown that the stochastic split-step backward Euler and the exponential Euler method can preserve the asymptotic mean square stability of the underlying system completely. Furthermore, we investigate the delay dependent stability of a class of stochastic delay partial differential equations. The corresponding delay dependent stability results of the semi discrete scheme and full discrete scheme are derived. At last, we validate our conclusions by some numerical experiments.

报告人简介：2012年博士毕业，2015年晋升副教授。研究领域为随机微分方程数值方法，已主持完成国家自然科学基金青年基金项目和天元基金项目各一项，参与承担面上项目多项，入选中国地质大学（武汉）“摇篮计划”，发表SCI论文10余篇。

报告时间：2018年9月25日（星期二）下午15:00-16:00

报告地点： 科技楼南楼702室