报告题目：Structure-Preserving Multiscale Integration of Deterministic and Stochastic Systems

报告人：陶默雷,  Georgia Institute of Technology

时  间：2014年6月13日（周五）    上午10:30―11:30

地  点：东区管理科研楼  365英国上市官网1216室

内容提要：
In order to accelerate numerical integration, improve long time simulation accuracy, and sample statistical distributions by dynamics, we develop geometric multiscale integrators. These integrators employ coarse steps that do not resolve the fast scale in the system; nevertheless, they capture the effective contribution of fast dynamics. The method works for a broad class of systems, including stiff ODEs, SDEs and PDEs, as it requires no identification of underlying slow variables or processes. These integrators also numerically preserve intrinsic (geometric) structures, such as symplecticity, Total Variation Diminishing property, and statistical characteristics; such preservations lead to not only improved long time accuracy, but also an option of sampling statistical distributions by dynamics.

报告人简介：
2014  Georgia Institute of Technology: Assistant Professor of Mathematics；
2012-2014 Courant Institute of Mathematical Sciences: Courant Instructor；
2011-2012 California Institute of Technology (Caltech): Postdoc in Computing & Mathematical Sciences；
2006-2011 California Institute of Technology (Caltech): Ph.D. in Control & Dynamical Systems；
2002-2006 清华大学，基础科学班， 数学物理学士

欢迎广大师生参加！