- Series
- Applied and Computational Mathematics Seminar
- Time
- Monday, October 8, 2012 - 2:00pm for 1 hour (actually 50 minutes)
- Location
- 005
- Speaker
- Xiaobing Feng – University of Tennessee
- Organizer
- Haomin Zhou
In this talk I shall present some latest advances on developing
numerical methods (such as finite difference methods, Galerkin methods,
discontinuous Galerkin methods) for fully nonlinear second order PDEs
including Monge-Ampere type equations and Hamilton-Jacobi-Bellman
equations. The focus of this talk is to present a new framework for
constructing finite difference methods which can reliably approximate
viscosity solutions of these fully nonlinear PDEs. The
connection between this new framework with the well-known finite difference
theory for first order fully nonlinear Hamilton-Jacobi equations will be
explained. Extensions of these finite difference techniques
to discontinuous Galerkin settings will also be discussed.