Probabilistic Numerical Methods for Nonlinear PDEs Dr. Jianfeng Zhang University of Southern California Abstract: In this talk, we consider numerical methods for multidimensional nonlinear parabolic PDEs. Due to the curse of dimensionality, the standard numerical methods in PDE literature, e.g. the finite difference method, typically works only for dimension $d$ less than or equal to $3$. We shall instead use …
Mathematics Department Calendar