March 15, 2000, 2:30 pm
Lecture Theatre OF/B9 Oddfellows Hall (Material Science)
Numerical solution of Dirichlet problems for semilinear
parabolic equations based on probability approach
Dr. M.V. Tretyakov, Department of Mathematics, UMIST
New layer methods solving Dirichlet problems for
semilinear parabolic equations are constructed by using
probabilistic representations of their solutions. The
methods exploit ideas of weak sense numerical integration of
stochastic differential equations in bounded domain. The
probability approach takes into account a coefficient
dependence on the space variables and a relationship between
diffusion and advection in an intrinsic manner. In spite of
the probabilistic nature these methods are nevertheless
deterministic. Some convergence theorems are proved.
Numerical tests are presented. The talk is based on joint
work with Prof. G.N. Milstein (Ural State University,
Ekaterinburg, Russia).
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For further info contact either Matthias
Heil (mheil@ma.man.ac.uk),
Mark Muldoon
(M.Muldoon@umist.ac.uk)or the
seminar secretary (Tel. 0161 275 5800).
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