主讲人：吴奖伦

单位：北京师范大学-香港浸会大学联合国际学院

时间：7 月 5日, 15:00-16:00

腾讯ID：723519497
摘要： This talk is concerned with computational schemes for wall-bounded fluid flows. We first establish a random vortex method by using the reflection technology and perturbation technique. Further, by utilising this random vortex method, we derive a stochastic representation of the vorticity (and velocity) of the motion of fluid flow moving along a solid wall. Based on this, we propose a Monte-Carlo method for simulating the motion of fluid flow moving along a solid wall. The Monte-Carlo method based on this random vortex dynamic are implemented with numerical schemes via proper discretisation, and several Monte-Carlo simulations are then carried out for the flows near the solid wall. This talk is based on joint work with Zhongmin Qian (University of Oxford), Youchun Qiu (University of Tuolouse) and Liang Zhao (Oxford Suzhou Centre for Advanced Research), arXiv:2208.13233 (https://arxiv.org/pdf/2208.13233.pdf).

个人简介：

吴奖伦现为北京师范大学香港浸会大学联合国际学院金融数学讲席教授，英国斯旺西大学(Swansea University，UK)荣休教授，伦敦数学学会会员。博士毕业于中科院应用数学研究所，师从严加安院士。先后为洪堡学者，德国波鸿-鲁尔大学数学研究所研究员（Research Fellow）和数学系助教、德国波恩大学应用数学研究所高级研究员、新加坡国立大学数学研究所高级研究员等。国内兼职：西北工业大学客座讲座教授、华中科技大学数学中心东湖讲座教授、陕西省数量经济研究中心高级研究员、《纯粹数学与应用数学》编辑委员。主要研究数学、金融及统计物理中所涉及到的无穷维随机分析问题。在《Ann.Appl.Probab.》，《J.Funct.Anal.》，《J. Differential Equ.》，《Trans.Amer.Math.Soc.》,《Stochastic Process.Appl.》，《Potential Anal.》，《Bull.Sci.Math.》，《Commun.Math.Phys.》等国际期刊上发表学术论文多篇。