Mathematical Colloquium
The Mathematical Colloquium of the HHU Düsseldorf takes place on selected
Wednesdays from 3.00 pm to 4.00 pm in Lecture Hall 25.22 HS 5H.
Before the Colloquium (from 2.30 pm) all are welcome to have tea, coffee and biscuits in room
25.22.00.53.
Programme (Summer Semester 2024)
17.4.2024 |
Thomas Kruse
(Wuppertal).
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Multilevel Picard approximations for high-dimensional semilinear parabolic PDEs and further applications
show/hide abstract
We present the multilevel Picard approximation method for high-dimensional semilinear parabolic PDEs. A key idea of our method is to combine multilevel approximations with Picard fixed-point approximations. We prove in the case of semilinear heat equations with Lipschitz continuous nonlinearities that the computational effort of the proposed method grows polynomially both in the dimension and in the reciprocal of the required accuracy. Moreover, we present further applications of the multilevel Picard approximation method and illustrate its efficiency by means of numerical simulations. The talk is based on joint works with Weinan E, Martin Hutzenthaler, Arnulf Jentzen, Tuan Nguyen and Philippe von Wurstemberger.
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25.4.2024 |
On this Thursday, there will be a |
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festkolloquium
in honour of the 175th birthday of Felix Klein,
starting at 14.30.
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