Fast direct solvers for linear partial differential equations

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Fast direct solvers for linear partial differential equations

Applied and Computational Mathematics Seminar

Friday, January 10, 2014
Kemeny 201
Intended Audience(s): Public
Categories: Lectures & Seminars

The cost of solving a large linear system often determines what can and cannot be modeled computationally in many areas of science and engineering.  Unlike Gaussian elimination which scales
cubically with the respect to the number of unknowns, fast direct solvers construct an inverse of a linear in system with a cost that scales linearly or nearly linearly. The fast direct solvers presented in this talk are
designed for the linear systems arising from the discretization of linear partial differential equations.  These methods are more robust, versatile and stable than iterative schemes.  Since an inverse is computed, additional right-hand sides can be processed rapidly.  The talk will give the audience a brief introduction to the core ideas, an overview of recent advancements, and it will conclude with a sampling of challenging application examples including the scattering of waves.

For more information, contact:
Adrianna Gillman

Events are free and open to the public unless otherwise noted.