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学术报告:Semi-Lagrangian methods for the Monge-Ampere equation
编辑:发布时间:2016年12月22日

报告人  Professor Xiaobing Feng

                 University of Tennessee, USA

报告题目:Semi-Lagrangian methods for the Monge-Ampere equation

 

报告时间:2016122616:00

 

报告地点:实验楼108

 

报告摘要:In this talk I shall present a new approach for developing convergent semi-Lagrangian (and finite difference) methods for approximating viscosity solutions of second order fully nonlinear Monge-Ampere (MA) type equations on general triangular and rectangular grids. This is done by first establishing an equivalent (in the viscosity sense) Hamilton-Jacobi-Bellman (HJB) reformulation of the MA equation and then designing monotone semi-Lagrangian methods for the resulting HJB equation. The new approach also bridges the gap between advances on numerical methods for the HJB type and for the MA type second order fully nonlinear PDEs.  This talk is based on a joint work with Max Jensen of University of Sussex, UK.

 

学院联系人:教授

 

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