- Applied and Computational Mathematics Seminar
- Monday, February 17, 2020 - 13:50 for 1 hour (actually 50 minutes)
- Skiles 005
- Cui, Jianbo – Georgia Tech math – firstname.lastname@example.org
It's know that when discretizing stochastic ordinary equation with non-globally Lipschitz coefficient, the traditional numerical method, like
Euler method, may be divergent and not converge in strong or weak sense. For stochastic partial different equation with non-globally Lipschitz
coefficient, there exists fewer result on the strong and weak convergence results of numerical methods. In this talk, we will discuss several numerical schemes approximating stochastic Schrodinger Equation. Under certain condition, we show that the exponential integrability preserving schemes are strongly and weakly convergent with positive orders.