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Stochastic solutions for nonlinear partial differential equations
 
 
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.
Date:  2019-02-20
Start Time:   14:30
Speaker:  Rui Vilela Mendes (CMAFCIO, Univ. Lisboa)
Institution:  CMAFCIO, Universidade de Lisboa
Place:  Room 5.5
Research Groups: -Numerical Analysis and Optimization
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