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Invitation to the Mathematical Colloquium
Monday, July 10, 2023, conference room (R107), 5 p.m. c. t.
Prof. Dr. Andreas Prohl, Eberhard Karls University Tübingen talks about the topic: "Adaptivity for high-dimensional PDEs"
Abstract: Standard finite element or finite difference methods may not be used to numerically solve PDEs in high dimensions (such as the Fokker-Planck equation) - due to the curse of dimensionality. In such cases, probabilistic methods are preferred, that lead to (stopped) SDEs to solve numerically.
In this talk, I discuss adaptive methods which automatically choose proper time steps. The methods will be shown to converge at optimal rates. Both, the method and proofs equally apply to elliptic and parabolic PDEs, and require a minimum of assumptions on data (such as domains, or involved general second order operators). This is joint work with Fabian Merle (University of Tübingen).
There will be an opportunity for all interested parties to talk over coffee and tea in the meeting room (R206) from 16:45.
Olaf Ippisch
Organizer: Institute of Mathematics
Erzstraße 1, 38678 Clausthal-Zellerfeld