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Eberly College of Science Mathematics Department

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July 10th, 2014 (10:00am - 11:30am)
Seminar: Complex Fluids Seminar
Title: Global solutions of the two-component Camassa–Holm system
Speaker: Katrin Grunert, Norwegian University of Science and Technology
Location: MB106
Abstract: http://www.personal.psu.edu/txh35/katrin.pdf
July 11th, 2014 (10:00am - 11:30am)
Seminar: Complex Fluids Seminar
Title: Numerical Study on G-Expectation
Speaker: Xingye Yue, Soochow University
Location: MB106
Abstract: http://

We will present some numerical methods for the G-Heat equation which is a nonlinear partial differential equation related to the G-Expectation or nonlinear expectation introduced by Shige Peng. Numerous numerical experiments will be carried out to show the efficiency, accuracy and stability of the proposed methods. The effect of the boundary conditions is also numerically investigated. Some numerical analysis is given to show the convergence of the numerical solutions to the viscous solutions of the G-Heat equation. This is a joint work with Shige Peng and Lihe Wang.