Mathematics Colloquium - Wednesday, April 17, 2019

A probabilistic approach to approximation of Kolmogorov PDEs
Dr. Arnab Ganguly
2:00 pm in NS 212D

Abstract:

Stochastic analysis offers a different perspective to understanding a broad class of second order PDEs. One interesting aspect of this fact is that it provides a probabilistic approach to numerically solving this class of PDEs, which are potentially more efficient than some traditional methods in higher dimensions. The talk will explore this connection between PDEs and stochastic analysis and will discuss error analyses associated with numerical schemes. 

Institutional Accreditation:

The University of Louisville is accredited by the Commission on Colleges of the Southern Association of Colleges and Schools to award associate, bachelor, master, specialist, doctoral, and first-professional degrees (D.M.D., J.D., M.D.). Individuals who wish to contact the Commission on Colleges regarding the accreditation status of the university may write the Commission at 1866 Southern Lane, Decatur, Georgia 30033-4097, or call (404) 679-4500. See Accreditation Confirmation Letter for more Information.

University of Louisville, Department of Mathematics.
Copyright © 2015. All rights reserved.
Comments to kezdy@louisville.edu.