Monte Carlo Methods for Solving Partial Differential Equations - Part II of III
For Part I, see MS-We-D-35
For Part III, see MS-Th-BC-35

Date: August 12
Time: 16:00--18:30
Room: 408

(Note: Click title to show the abstract.)

Mascagni, Michael (Florida State Univ. CS Dept)
Cai, Wei (Univ. of North Carolina at Charlotte)

Abstract: Monte Carlo Methods (MCMs) have been used extensively in diverse computational applications in the sciences, engineering, and finance. This is due to their natural parallelism, data parsimony and locality, and their capability to tackle high dimension problems that are otherwise intractable. In this mini-symposium, we will present several talks that study the use of MCMs to solve partial differential equations (PDEs). These include using the Feynman-Kac formula to develop MCMs for PDEs, using polynomial chaos for solving stochastic PDEs, Monte Carlo linear solvers that arise from PDEs, algorithmic issues of the walk-on-sphere method, fault tolerance in multilevel MCMs, stability analysis of MCMs for mixed type PDEs, estimation of diffusion process sensitivities, as well as the application of MCMs in capacitance calculation of microchip ICs and multi-asset finance options.

Monte Carlo Simulations for the Structure of Dielectric Spheres
Xu, Zhenli (Shanghai Jiao Tong Univ.)

A Multi-scale Reaction-Potential Monte Carlo Simulation Method of Electrolytes
Xing, Xiangjun (shanghai jiao tong Univ.)

The Floating Random Walk Algorithms for Capacitance Extraction Problems in IC and FPD Design
Yu, Wenjian (Tsinghua Univ.)

Computational Geometry Problems Arising in Walk on Spheres Monte Carlo Techniques
Mascagni, Michael (Florida State Univ. CS Dept)

Revisit of Monte Carlo Methods on Solving Large-Scale Linear Systems
Ji, Hao (Old Dominion Univ.)
Li, Yaohang (Old Dominion Univ.)


Code: Type-Date-Time-Room No.
Type : IL=Invited Lecture, SL=Special Lectures, MS=Minisymposia, IM=Industrial Minisymposia, CP=Contributed Papers, PP=Posters
Date: Mo=Monday, Tu=Tuesday, We=Wednesday, Th=Thursday, Fr=Friday
Time : A=8:30-9:30, B=10:00-11:00, C=11:10-12:10, BC=10:00-12:10, D=13:30-15:30, E=16:00-18:00, F=19:00-20:00, G=12:10-13:30, H=15:30-16:00
Room No.: TBA