报告题目: Quasi-Monte Carlo methods for PDEs with random coefficients

报告人：Professor Josef Dick (University of New South Wales )

时间: 2024年8月29日 (周四) 15:00-16:00

地点: 理科楼A304

摘要: Mathematical models often contain uncertainty in parameters and measurements. In this talk we focus on partial differential equations where some parameters are modelled by random variables. The main example comes for the diffusion equation where the diffusion parameters is modelled as a random field which randomly fluctuates around a given mean. To sample the random fluctuations we use quasi-Monte Carlo methods. We provide an elementary introduction to PDEs using the diffusion equation with random coefficients and discuss some of the newer methods towards the end.

报告人简介: Josef Dick is a Professor at the University of New South Wales (UNSW) in Sydney, Australia. He completed his PhD in Computational Mathematics on Quasi-Monte Carlo methods. After several postdoctoral and visiting positions at Universities in Hong Kong, Singapore, and the US, he returned to UNSW on a continuing academic position, eventually rising to full professor and Deputy Head of School of the School of Mathematics and Statistics. His work focussed on computational mathematics and applications to Uncertainty Quantification, Statistics and Number Theory.

邀请人: 王小群