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Description: |
A stochastic solution of a pde is a stochastic process that started from a point in the domain, generates a boundary measure which, when integrated over the initial condition, provides a local solution of the equation. Stochastic solutions not only provide new exact solutions for nonlinear pde's but are also an efficient way to obtain local solutions without the need for a global grid. In addition, through the probabilistic domain decomposition method, they avoid the time-consuming domain communication problem in parallel computing. Both the McKean and the superprocess construction method with measures or ultradistributions are described.
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Date: |
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Start Time: |
14:30 |
Speaker: |
Rui Vilela Mendes (CMAFCIO, Univ. Lisboa)
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Institution: |
CMAFCIO, Universidade de Lisboa
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Place: |
Room 5.5
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Research Groups: |
-Numerical Analysis and Optimization
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See more:
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