Date/heure
1 avril 2021
10:45 - 11:45
Lieu
Salle de probabilités et statistique virtuelle
Oratrice ou orateur
Thomas Kruse (Justus Liebig University, Giessen)
Catégorie d'évènement Séminaire Probabilités et Statistique
Résumé
We present new approximation methods for high-dimensional semilinear parabolic PDEs. A key idea of our methods 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 one of the proposed methods grows polynomially both in the dimension and in the reciprocal of the required accuracy. We illustrate the efficiency of the approximation methods 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.