Graduate Student / Postdoc Seminar
Nonlinear PDE solvers and estimation of tail probabilities
Speaker: Georg Stadler, Courant
Location: Warren Weaver Hall 1302
Date: Friday, April 14, 2023, 1 p.m.
Synopsis:
Title: Nonlinear PDE solvers and estimation of tail probabilities
Abstract: I will show basic ideas and open questions for two different research
efforts. The first aims at improving the convergence properties of
Newton's method for solving large-scale nonlinear equations, in
particular nonlinear PDEs. As demonstration I will use a system of
PDEs that is used to model the behavior of sea ice.
The second topic is from uncertainty quantification, an area that uses
random variables in PDEs to describe uncertainty. I will show how one
can compute probabilities of unlikely (but important) events, and what
this has to do with large tsunami waves or extreme events in Navier
Stokes fluid flow.