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Institute for Theoretical and Engineering Science
Department of Mathematics

University of Houston



Scientific Computing Seminar



Professor Angel Manuel Ramos
Departamento de Matemática Aplicada
Universidad Complutense de Madrid, Spain

Factorization of Second Order Elliptic Boundary Value Problems by Dynamic Programming


Thursday, October 23, 2008
3:00 PM- 4:00 PM
Room 634 S&R1




Abstract: We present a method to factorize a second order boundary value problem into a system of uncoupled first order initial value problems, together with a nonlinear Riccati type equation for functional operators. This factorization utilizes either the Neumann to Dirichlet (NtD) operator or the Dirichlet to Neumann (DtN) operator, which satisfy a Riccati equation.This method can be viewed as an infinite dimensional generalization of the block Gauss LU factorization.

This seminar is easily accessible to persons with disabilities. For more information or for assistance, please contact the Mathematics Department at 743-3500.




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Tsorng-Whay Pan 2008-10-16