Nonlinear stability issues for the numerical solution of evolutionary problems

Applied and Computational Mathematics Seminar
Monday, January 26, 2015 - 14:00
1 hour (actually 50 minutes)
Skiles 005
GA Tech
The talk is the continuation of the previous one entitled "Structure-preserving numerical integration of ordinary and partial differential equations [8]" and is aimed to present both classical and more recent results regarding the numerical treatment of nonlinear differential equations, both for deterministic and stochastic problems. The perspective is that of introducing numerical methods which act as structure-preserving integrators, with special emphasys to numerically retaining dissipativity properties possessed by the problem.