For more information about this meeting, contact Mary Anne Raymond.
|Title:||Numerical Study on G-Expectation|
|Seminar:||Complex Fluids Seminar|
|Speaker:||Xingye Yue, Soochow University|
|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.|
Room Reservation Information
|Date:||07 / 11 / 2014|
|Time:||10:00am - 11:30am|