Wavelet-Galerkin Method for the Kolmogorov Equation
组织者
演讲者
时间
2024年10月09日 20:00 至 20:30
地点
Online
摘要
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.