IMI Interdisciplinary Mathematics InstituteCollege of Arts and Sciences

Some recent developments on numerical methods for second order fully nonlinear PDEs

  • April 25, 2016
  • 1:15 p.m.
  • LeConte 312

Abstract

In this talk I shall first give a brief review of some recent highlights of numerical fully nonlinear second order PDEs including Monge-Ampere (MA) type equations and Hamilton-Jacobi-Bellman (HJB) type equations. Those numerical methods include finite difference methods, semi-Lagrangian methods, finite element methods, discontinuous Galerkin methods. In the second part of the talk, I shall describe a recent effort/approach to bridge the gap between advances on numerical methods for the HJB-type and for the MA-type fully nonlinear PDEs and to use the wealthy numerical techniques for HJB-type equations to solve MA type equations on general triangular and rectangular grids.

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