Explicit stabilized integrators for stiff systems: from deterministic to stochastic, optimal control, or convex optimization problems.
Event details
| Date | 22.11.2022 |
| Hour | 16:15 › 17:15 |
| Speaker | Gilles Vilmart (Unige) |
| Location | |
| Category | Conferences - Seminars |
| Event Language | English |
Explicit stabilized integrators are an efficient and popular alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators applied to stiff dissipative systems of differential equations.
In this talk, we explain how the versatility of explicit stabilized methods permits to consider not only dissipative systems of (deterministic or stochastic) differential equations, but also stiff optimal control problems and convex optimization problems.
This talk is based on joint works with Assyr Abdulle (EPFL), Ibrahim Almuslimani (Rennes), Armin Eftekhari (Umea), Bart Vandereycken (Geneva), and Konstantinos C. Zygalakis (Edinburgh).
Practical information
- General public
- Free
Organizer
- Marco Picasso
Contact
- Marco Picasso, Nicolas Boumal