The 71st Midwest Partial Differential Equations Seminar May 11-12, 2013 Room TBA East Hall University of Michigan Ann Arbor, MI   Abstract Detail   Title: Probabilistic approximation for fully nonlinear elliptic and parabolic equation We study a probabilistic approximation scheme for a general class of fully nonlinear PDEs with elliptic nonlinearity. The advantage of probabilistic schemes is the low sensitivity with respect to dimension. The convergence to the unique viscosity solution in class of bounded functions will be studied. A rate of convergence will be derived using Krylov method of shaking coefficients. Arash Fahim University of Michigan, Dep of Math Email:  fahimara@umich.edu Phone: 734-883-1714   BACK to Speaker Listing BACK to Conference Home   Sponsors National Science Foundation, Department of Mathematics at the University of Michigan