應(yīng)yl7703永利官網(wǎng)鄧偉華教授的邀請，華中科技大學(xué)yl7703永利官網(wǎng)明炬教授于近期訪問我校，期間將作學(xué)術(shù)報告。

      報告題目：Multilevel Monte Carlo Method for A Stochastic Optimal Control Problem
      時    間：2017年12月6日 9: 00 
      地    點(diǎn)：齊云樓911室 
      報告摘要：In this lecture, we consider the implementation of multi-level Monte Carlo method to a stochastic optimal control problem with log-normal coefficients and its surrogate model problem. From the perspective of two optimization problems, i.e., minimizing the accuracy using a fixed computational cost and minimizing the total computational cost to attain a given accuracy, we derive formulas to determine the optimal sample sizes for each level of multi-level Monte Carlo method. Furthermore, we put forward the multi-level Monte Carlo algorithm for our stochastic optimal control problem and some tricks to deal with the multi-level log-normal coefficients. Finally, we present the numerical results of both the elliptic SPDEs and our control problem to validate the effectiveness over the traditional Monto Carlo method.

個人簡介
      明炬，2009年在美國愛荷華州立大學(xué)獲博士學(xué)位；2009到2012在佛羅里達(dá)州立大學(xué)從事科學(xué)計(jì)算的博士后研究工作；2013-2017年，在北京計(jì)算科學(xué)研究中心（CSRC）擔(dān)任助理教授，而后轉(zhuǎn)到華中科技大學(xué)擔(dān)任教授；2017年入選武漢市優(yōu)秀青年創(chuàng)新創(chuàng)業(yè)人才。他的研究課題主要集中在不確定性量化、最優(yōu)化、隨機(jī)偏微分方程等。