{"id":401,"date":"2016-10-26T02:20:45","date_gmt":"2016-10-26T02:20:45","guid":{"rendered":"http:\/\/pages.charlotte.edu\/colloquium\/?p=401"},"modified":"2016-11-17T13:58:21","modified_gmt":"2016-11-17T13:58:21","slug":"friday-november-18th-at-200pm-conference-room","status":"publish","type":"post","link":"https:\/\/pages.charlotte.edu\/colloquium\/blog\/2016\/10\/26\/friday-november-18th-at-200pm-conference-room\/","title":{"rendered":"Friday, November  18th, 2:00PM in Conference room"},"content":{"rendered":"<table>\n<tbody>\n<tr>\n<td><a href=\"https:\/\/www.wpi.edu\/people\/faculty\/zzhang7\">Zhongqiang Zhang<\/a>, Mathematical Sciences,\u00a0WPI<\/td>\n<\/tr>\n<tr>\n<td>Title:Structure-preserving numerical methods fo highly nonlinear\u00a0 stochastic differential equations (SDEs)<\/td>\n<\/tr>\n<tr>\n<td>Abstract:Numerical methods\u00a0 are discussed for SDEs with local Lipschitz\u00a0 coefficients growing at most polynomially at infinity.\u00a0\u00a0 We first\u00a0 review\u00a0\u00a0 numerical methods for such nonlinear SDEs and then<br \/>\n<u><\/u><u><\/u>present our recent work on\u00a0 stability-preserving\u00a0 implicit schemes and explicit numerical schemes including modified\u00a0 forward Euler schemes and modified Milstein schemes.<br \/>\nWe also discuss some positivity-preserving schemes for SDEs with both local Lipschitz\u00a0 coefficients and Holder coefficients. <u><\/u><u><\/u>Numerical comparison among various schemes for nonlinear SDEs is presented.<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Zhongqiang Zhang, Mathematical Sciences,\u00a0WPI Title:Structure-preserving numerical methods fo highly nonlinear\u00a0 stochastic differential equations (SDEs) Abstract:Numerical methods\u00a0 are discussed for SDEs with local Lipschitz\u00a0 coefficients growing at most polynomially at infinity.\u00a0\u00a0 We first\u00a0 review\u00a0\u00a0 numerical methods for such nonlinear SDEs and then present our recent work on\u00a0 stability-preserving\u00a0 implicit schemes and explicit numerical schemes including modified\u00a0 [&hellip;]<\/p>\n","protected":false},"author":333,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"jetpack_post_was_ever_published":false,"_jetpack_newsletter_access":"","_jetpack_dont_email_post_to_subs":true,"_jetpack_newsletter_tier_id":0,"_jetpack_memberships_contains_paywalled_content":false,"_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":true,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[1],"tags":[],"class_list":["post-401","post","type-post","status-publish","format-standard","hentry","category-spring-2022"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"","jetpack_shortlink":"https:\/\/wp.me\/p3kCtT-6t","jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/posts\/401","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/users\/333"}],"replies":[{"embeddable":true,"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/comments?post=401"}],"version-history":[{"count":3,"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/posts\/401\/revisions"}],"predecessor-version":[{"id":413,"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/posts\/401\/revisions\/413"}],"wp:attachment":[{"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/media?parent=401"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/categories?post=401"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/tags?post=401"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}