应兰州大学数学与统计学院和甘肃省计算数学基础学科研究中心邀请,中南大学王小捷教授将于2026年04月13日下午作学术报告，欢迎全校师生参加。

报告题目：Uniform-in-time error bounds for approximations of SDEs: from Langevin dynamics to stochastic PDEs

时间：2026年04月13日(星期一) 下午 16:30

地点：理工楼631报告厅

报告摘要：Long-time approximations of stochastic differential equations (SDEs) find many applications in the area of statistics, scientific computing and generative artificial intelligence (AI). In this talk, we will present some of our recent progresses on long-time approximations of SDEs with non-contractive coefficients. Numerical approximations of both Langevin stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) are separately considered in two parts of this talk, where uniform-in-time error estimates with convergence rates are obtained for the considered discretization schemes. Numerical results are reported to confirm the theoretical findings. This is based on joint works with my PhD students: Yingsong Jiang, Chenxu Pang and Bin Yang.

欢迎广大师生参加！

报告人简介

王小捷, 中南大学数学与统计学院教授、博士生导师。本硕博就读于中南大学, 2012年获理学博士学位， 研究方向为随机微分方程数值方法、数据科学和人工智能中的高维分布采样算法及扩散生成模型等， 在上述领域取得一系列研究成果, 论文发表在 SIAM Journal on Numerical Analysis、Mathematics of Computation、SIAM Journal on Scientific Computing、IMA Journal of Numerical Analysis、Journal of Computational Physics、Stochastic Processes and their Applications、Automatica 等计算数学、概率论、自动化领域的权威刊物以及机器学习顶会ICML。 主持国家自然科学基金面上项目多项以及湖南省自然科学基金杰出青年项目等多项科研项目。

甘肃省计算数学基础学科研究中心

数学与统计学院

萃英学院

2026年4月9日