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Structure-preserving collocation methods for stochastic multisymplectic PDEs
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Reporter:
Linyu Peng, Associate Professor, Keio University
Inviter:
陈楚楚 副研究员
Subject:
Structure-preserving collocation methods for stochastic multisymplectic PDEs
Time and place:
7月30日(周三)15:00-16:00, 思源楼813
Abstract:

Building on the stochastic extension of the variational framework for deterministic multisymplectic partial differential equations (PDEs), we formulate a stochastic variational principle that ensures the existence of stochastic 1-form and 2-form conservation laws, as well as stochastic analogues of Noether’s theorem. Based on this principle, we propose a class of stochastic structure-preserving collocation methods. These methods are specifically designed to preserve the stochastic multisymplectic 2-form at the discrete level. In the special case of linear systems, the proposed schemes further guarantee discrete momentum conservation.