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Institutt for informatikk seminar: Thursday 11 May, kl. 14:15
Some nonlinear partial differential equations and their applications.Kenneth Hvistendahl KarlsenDepartment of Mathematics, University of BergenI will talk informally about some of my current research directions. The talk will touch upon several different classes of nonlinear partial differential equations, including the recent entropy solution theory for degenerate parabolic equations and the recent viscosity solution theory for Hamilton-Jacobi-Bellman equations (or more generally fully nonlinear 2nd order partial differential equations). Applications include oil reservoir simulation; Two-phase flow in wells and pipelines; Sedimentation and thickening processes; Mathematical finance and optimal portfolio management via stochastic control theory. |