Tuesday, November 9, 2021 - 14:15 in V5-148 + Zoom
Some time-stepping schemes for approximating semi-linear parabolic (Stochastic) PDEs
A talk in the BI.discrete series by
Jean Daniel Mukam
| Abstract: |
In this talk, we review some recent schemes for approximating in time
semi-linear parabolic (S)PDEs. We review schemes for autonomous (S)PDEs and
non-autonomous (S)PDEs. For autonomous problems, we focus on (S)PDEs where the
nonlinear part is stronger than the linear part, also known as stiff problems.
For such problems, standard schemes lose their stability properties. We develop
numerical schemes based on Rosenbrock methods, efficient for such problems. For
non-autonomous SPDEs, we propose numerical integrators based on truncating the
Magnus expansion. The approximation in space for both problems is done via the
finite element method.
This is based on joint works with Antoine Tambue (HVL Norway).
Zoom Meeting ID: 926 5310 0938
Passcode: 1928
Within the CRC this talk is associated to the project(s): A7, B3 |
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