Principles of geometric numerical integration for stochastic differential equations

Raffaele D’Ambrosio (University of L’Aquila - Department of Information Engineering and Computer Science and Mathematics)

This talk aims to outline some recent advances on structure-preserving numerical methods for stochastic differential equations, highlighting the basic principles of the so-called geometric numerical integration by its history. The talk moves towards the following two tracks:

For all tracks, numerical evidence supporting the theoretical inspection will be provided. The investigation of above tracks is based on the joint research in collaboration with Chuchu Chen (Chinese Academy of Sciences), David Cohen (Chalmers University of Technology & University of Gothenburg), Stefano Di Giovacchino and Annika Lang (Chalmers University of Technology & University of Gothenburg).

References

  1. C. Chen, D. Cohen, R. D’Ambrosio, A. Lang, Drift-preserving numerical integrators for stochastic Hamiltonian systems, Adv. Comput. Math. (2020).

  2. R. D’Ambrosio, Numerical approximation of ordinary differential problems. From deterministic to stochastic numerical methods, Springer (2023).

  3. R. D’Ambrosio, S. Di Giovacchino, Long-term analysis of stochastic Hamiltonian systems under time discretizations, SIAM J. Sci. Comput. (2023).

  4. R. D’Ambrosio, S. Di Giovacchino, Numerical conservation issues for the stochastic Korteweg-de Vries equation, J. Comput. Appl. Math. (2023).

[link to pdf] [back to Numdiff-17]