应pc加拿大预测准确率邓伟华教授的邀请，华中科技大学pc加拿大预测准确率明炬教授于近期访问我校，期间将作学术报告。

      报告题目：Multilevel Monte Carlo Method for A Stochastic Optimal Control Problem
      时    间：2017年12月6日 9: 00 
      地    点：齐云楼911室 
      报告摘要：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.

个人简介
      明炬，2009年在美国爱荷华州立大学获博士学位；2009到2012在佛罗里达州立大学从事科学计算的博士后研究工作；2013-2017年，在北京计算科学研究中心（CSRC）担任助理教授，而后转到华中科技大学担任教授；2017年入选武汉市优秀青年创新创业人才。他的研究课题主要集中在不确定性量化、最优化、随机偏微分方程等。