报告题目 (Title)：Numerical Study on Nonlinear-Expectation （非线性期望的数值研究）
报告人 (Speaker)： 岳兴业 教授（苏州大学）
报告时间 (Time)：2022年9月14日(周三) 8:30
报告地点 (Place)：腾讯会议（ID：261215702）
邀请人(Inviter)：段成华
主办部门：理学院数学系
报告摘要：
We will present some numerical methods for a fully nonlinear PDE which is related to the G-Expectation or nonlinear expectation introduced by Shige Peng et al. Numerical experiments will be carried out to show the efficiency, accuracy and stability of the proposed methods. The effect of the artificial boundary conditions is also numerically investigated. Some numerical analysis is given to show the convergence of the numerical solutions to the viscous solutions of the original G-equation.
