报告人：肖爱国（湘潭大学）

报告时间：2026年5月10日（星期六）9:00-10:30

报告地点：科技楼南楼706室

报告摘要：In recent years, the strong convergence analysis of positivity-preserving numerical methods and the weak convergence analysis of numerical methods for stochastic differential equations in general have garnered widespread attention. However, research focusing on the weak convergence analysis of positivity-preserving methods remains limited. In particular, the weak convergence analysis of these methods in the multi-dimensional setting remains unexplored, which constitutes the core objective of the present work. In this talk, we first prove the existence and uniqueness of positive strong solution of the underlying equations under certain conditions. Then, we investigate the weak convergence of the positivity-preserving truncated Euler-Maruyama method and demonstrate that its convergence order can be made arbitrarily close to 1 under additional conditions. Lastly, numerical experiments are conducted to validate the theoretical findings.

报告人简介：肖爱国，1999年在北京应用物理与计算数学研究所获博士学位，2001年从中国科学院计算数学与科学工程计算研究所博士后出站。现任湘潭大学数学与计算科学学院教授、湖南省级重点实验室主任、中国仿真学会仿真算法专业委员会主任委员，曾任中国数学会计算数学分会委员会常务理事、《计算数学》编委等。长期从事微分方程数值方法研究，主持国家863课题和国家自然科学基金面上项目7项等，在知名SCI刊物上发表论文80多篇，获湖南省和教育部自然科学二等奖及国家教学成果二等奖、湖南省教学成果一等奖、宝钢教育奖优秀教师奖、湖南省优秀研究生导师等。

邀请人：黄乘明