报 告 人：于海军 研究员 中国科学院计算数学与科学工程计算研究所

报告题目：Sparse grid spectral methods for high-dimensional PDEs

报告时间：2016年3月28日（周一）下午4:00-5:00

报告地点：静远楼2楼重点实验室会议室 (9#-204)

报告摘要：Sparse grid method is one of the popular methods to handle high-dimensional problems. It was first introduced in 1960s  by Russian mathematician Smolyak to deal with the interpolation of tenor product functions. In 1990s, several German mathematician extend sparse grid methods to solving high dimensional PDEs. Very attractive convergence properties were obtained for the sparse grid methods with low-order finite element bases, which make the method popular. In this talk, I will introduce sparse grid methods built with spectral bases, which has spectral convergence for functions smooth enough. I will also discuss the efficient implementation of sparse grid spectral methods using nested Chebyshev-Gauss-Lobatto points, together with some extensions and applications.