Speaker: Prof. Fengyu Wang  (王凤雨教授)

Time: 14:30-15:30, 6 March 2025 (Thursday)  (Beijing time)

Venue: T2-202, UIC

Abstract

In the study of geometric surface evolutions, stochastic reaction-diffusion equation provides a powerful tool for capturing and simulating complex dynamics. A critical challenge in this area is developing numerical approximations that exhibit error bounds with algebraic dependence on the inverse diffuse interface thickness which blows up near the sharp interface. The existence of such bounds for fully discrete approximations of stochastic reaction-diffusion equations remains unclear in the literature. In this work, we address this challenge by leveraging the asymptotic log-Harnack inequality, and further establish the numerical weak error bounds under the truncated Wasserstein distance for the discrete tamed Euler scheme. This is a joint work with Jianbo Cui (Hong Kong Polytech. Uni.).

About the Speaker

王凤雨，1966年12月生，1987年毕业于安徽师范大学数学系，1993年于北京师范大学获博士学位并留校任教后，1995年被破格提升为教授。2007年到2023年任英国Swansea大学研究教授,现为天津大学教授。2000年获国家"杰出青年科学基金"，受聘"长江学者"特聘教授。曾获国家自然科学三等奖、教育部科技进步一等奖、教育部自然科学一等奖。发现了无穷维Harnack 不等式, 文献中被称为Wang's Harnack Inequality, 提出一般型泛函不等式并发展其应用、发展Riemann流形上的随机分析、研究随机（偏）微分方程。在《Ann. Probab.》、《PTRF》、《JEMS》《Adv. Math.》 、《Comm. Math. Phys.》等杂志发表论文255篇，出版专著4部。