BIMSA > Seminar on Control Theory and Nonlinear Filtering Wavelet-Galerkin Method for the Kolmogorov Equation
Wavelet-Galerkin Method for the Kolmogorov Equation
Organizer
Shing Toung Yau
Speaker
Minli Feng
Time
Wednesday, October 30, 2024 8:00 PM - 8:30 PM
Venue
Online
Abstract
It is well known that the Kolmogorov equation plays an important role in applied science. In this presentation, we introduce a theoretical foundation of using the wavelet-Galerkin method to solve linear parabolic PDE, and give a rigorous proof that the solution of the Kolmogorov equation can be approximated very well in any finite domain by this method.