- Series
- Applied and Computational Mathematics Seminar
- Time
- Monday, October 31, 2011 - 2:00pm for 1 hour (actually 50 minutes)
- Location
- Skiles 006
- Speaker
- Jie Shen – Purdue University, Department of Mathematics – http://www.math.purdue.edu/~shen/
- Organizer
- Haomin Zhou
Many scientific, engineering and financial applications require solving high-dimensional PDEs. However, traditional tensor product based algorithms suffer from the so called "curse of dimensionality".We shall construct a new sparse spectral method for high-dimensional problems, and present, in particular, rigorous error estimates as well as efficient numerical algorithms for elliptic equations in both bounded and unbounded domains.As an application, we shall use the proposed sparse spectral method to solve the N-particle electronic Schrodinger equation.