Einladung zum Mathematischen Kolloquium

Montag, den 10. Juli 2023, Konferenzraum (R107), 17 Uhr c. t.

Prof. Dr. Andreas Prohl, Eberhard Karls Universität Tübingen spricht über das Thema: " 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 (Universität Tübingen).

Bereits ab 16:45 Uhr gibt es für alle Interessierten die Möglichkeit zu einem Gespräch bei Kaffee und Tee im Sitzungszimmer (R206).

Olaf Ippisch
Veranstalter: Institut für Mathematik
Erzstraße 1, 38678 Clausthal-Zellerfeld

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