报告题目：Numerical analysis of a tamed approach for the stochastic Allen–Cahn equations with multiplicative noise

报告人：戚啸 教授 江汉大学

报告时间：2026年11月5日下午19:00-20:00

报告地点：线上腾讯会议170-325-884

校内联系人：邹永魁 邮箱[email protected]

报告摘要：This talk presents an efficient fully discrete scheme for the stochastic Allen–Cahn equation with multiplicative noise, combining a semi-implicit tamed Milstein method in time with a finite element method in space. The scheme requires only a linear solve at each time step and is unconditionally stable in spatial dimensions one to three. By introducing a suitable auxiliary process, we establish strong convergence of nearly first order in time and nearly second order in space in dimensions one and two under appropriate assumptions. The temporal convergence order is twice that of the corresponding tamed Euler-Maruyama scheme. Numerical experiments verify the theoretical results and demonstrate improved robustness compared with the untamed semi-implicit Milstein method.

报告人简介：戚啸，江汉大学人工智能学院教授。2023年获厦门大学数学科学学院计算数学博士学位，师从许传炬教授。博士期间获国家留学基金委公派资助，赴法国波尔多第一大学联合培养，师从Mejdi Azaiez教授；2025—2026年赴英国切斯特大学开展国家公派博士后研究，合作导师为闫玉斌教授。主要从事随机偏微分方程数值解研究，重点关注随机相场模型数值算法的构造及其稳定性与收敛性分析。近年来在Journal of Scientific Computing、Applied Numerical Mathematics、Journal of Computational and Applied Mathematics、Computers & Mathematics with Application、Fractional Calculus and Applied Analysis、Advances in Computational Mathematics、Communications in Nonlinear Science and Numerical Simulation、Journal of Computational Mathematics等期刊发表多篇学术论文。现主持国自然青年基金（C类）一项。