Events

An Introduction to Numerical Analysis and Approximation Methods for Fully Nonlinear Partial Differential Equations

Tom Lewis

University of North Carolina Greensboro
Colloquia

When

Date: Wednesday, August 31, 2022
Time: 3:30 pm - 5:00 pm
Location: Petty 150

The talk will consist of two parts. The first part will serve as an introduction to numerical methods with an emphasis on the need for mathematical analysis. The second part of the talk will focus on motivating monotone methods for approximating solutions to fully nonlinear differential equations. The definition of a viscosity solution will be introduced using ideas from differential calculus. We will then focus on how to discretize the key aspects of the definition using finite difference techniques. We end with the celebrated convergence result of Barles-Souganidisfor fully nonlinear differential equations which serves as a generalization of the Lax-Richtmyerequivalence theorem for linear differential equations. This talk is accessible to a general audience.