Abstract:
In this talk I will discuss semi-discrete convergent finite difference schemes for stochastic transport equations with low-regularity velocity fields. A carefully discretised gradient noise allows one to derive $L^2$ stability and convergence of the semi-discrete approximations under conditions that are less strict than those necessary in the deterministic setting. The $L^2$ stability estimate is obtained through a semi-discrete duality argument and an analysis of backward parabolic difference schemes. This is joint work with Ulrik Fjordholm and Kenneth Karlsen, both at the University of Oslo.
Biography:
Peter Ho Cheung Pang is currently assistant professor at the University of Nottingham's Ningbo campus. Prior to this, he was a postdoctoral researcher at the University of Oslo and NTNU in Norway. He completed his PhD at Oxford under the supervision of Gui-Qiang Chen. He works in the area of stochastic hyperbolic equations.
Seminar by the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai
This event is open to the NYU Shanghai community and Math community.